EFZ vs GTOH
Comparison between ProShares Short MSCI EAFE -1X Shares (EFZ, ETF) and Invesco High Yield Select ETF (GTOH, ETF).
EFZ vs GTOH - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EFZ
$12M
GTOH
$12M
Expense Ratio
EFZ
0.95%
Winner
GTOH
0.48%
Max Drawdown
EFZ
91.26%
Winner
GTOH
6.83%
Sharpe Ratio
EFZ
-0.98
Winner
GTOH
0.91
5Y Beta
Winner
EFZ
-0.75
GTOH
0.17
5Y Dividends CAGR
EFZ
134.24%
GTOH
N/A
EFZ vs GTOH - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EFZ
+1.03%
GTOH
+0.05%
3M
EFZ
-3.77%
Winner
GTOH
+0.68%
6M
EFZ
-7.97%
Winner
GTOH
+1.94%
1Y
EFZ
-12.56%
Winner
GTOH
+6.50%
5Y(CAGR)
EFZ
-5.12%
GTOH
N/A
10Y(CAGR)
EFZ
-8.05%
GTOH
N/A
Max(CAGR)
EFZ
-7.39%
Winner
GTOH
+7.14%
EFZ vs GTOH - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | EFZ | GTOH |
|---|---|---|
| 2026 | -5.34% | +1.43% |
| 2025 | -21.27% | +7.69% |
| 2024 | +1.59% | +7.07% |
| 2023 | -9.72% | +10.31% |
| 2022 | +13.70% | -1.34% |
| 2021 | -12.38% | N/A |
| 2020 | -15.18% | N/A |
| 2019 | -16.68% | N/A |
| 2018 | +17.23% | N/A |
| 2017 | -19.67% | N/A |
| 2016 | -6.34% | N/A |
| 2015 | -3.43% | N/A |
| 2014 | +1.98% | N/A |
| 2013 | -18.85% | N/A |
| 2012 | -17.16% | N/A |
| 2011 | +3.73% | N/A |
| 2010 | -11.79% | N/A |
| 2009 | -29.66% | N/A |
| 2008 | +37.36% | N/A |
| 2007 | +3.65% | N/A |
EFZ vs GTOH Drawdown Comparison
The maximum drawdown for EFZ was -88.09%, occurring on Feb 25, 2026. This drawdown has not yet recovered.
The maximum drawdown for GTOH was -4.77%, occurring on Feb 21, 2023. Recovery took 110 trading sessions.
The current EFZ drawdown is -87.70%. The current GTOH drawdown is -0.37%.
| Rank | EFZ | GTOH |
|---|---|---|
| #1 | -88.09% Mar 9, 2009 - Feb 25, 2026 | -4.77% Feb 2, 2023 - Jul 13, 2023 |
| #2 | -25.68% Oct 27, 2008 - Mar 9, 2009 | -4.13% Feb 5, 2025 - May 12, 2025 |
| #3 | -16.09% Oct 10, 2008 - Oct 27, 2008 | -2.92% Sep 14, 2023 - Nov 3, 2023 |
| #4 | -12.93% Feb 8, 2008 - Jul 2, 2008 | -2.87% Dec 13, 2022 - Jan 9, 2023 |
| #5 | -11.25% Sep 17, 2008 - Sep 29, 2008 | -2.29% Feb 26, 2026 - Apr 14, 2026 |
| #6 | -5.93% Nov 19, 2007 - Dec 17, 2007 | -1.60% Mar 28, 2024 - May 3, 2024 |
| #7 | -5.91% Jan 23, 2008 - Feb 7, 2008 | -1.58% Dec 9, 2024 - Feb 5, 2025 |
| #8 | -5.26% Jul 15, 2008 - Aug 13, 2008 | -1.38% Jul 13, 2023 - Sep 14, 2023 |
| #9 | -5.23% Sep 29, 2008 - Oct 6, 2008 | -1.33% Dec 27, 2023 - Jan 31, 2024 |
| #10 | -3.30% Dec 17, 2007 - Jan 7, 2008 | -1.02% Sep 29, 2025 - Oct 24, 2025 |
| #11 | -3.14% Oct 25, 2007 - Nov 7, 2007 | -0.92% Sep 30, 2024 - Nov 8, 2024 |
| #12 | -2.98% Sep 9, 2008 - Sep 15, 2008 | -0.91% Jan 18, 2023 - Feb 2, 2023 |
| #13 | -2.74% Aug 25, 2008 - Sep 4, 2008 | -0.82% Apr 17, 2026 - May 26, 2026 |
| #14 | -2.24% Nov 12, 2007 - Nov 19, 2007 | -0.81% Nov 3, 2023 - Nov 14, 2023 |
| #15 | -2.10% Sep 5, 2008 - Sep 9, 2008 | -0.75% Oct 27, 2025 - Nov 25, 2025 |
Correlation
Correlation between EFZ and GTOH is -0.92 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.
-0.92
-101
Dividend Comparison (2007 - 2026)
EFZ vs GTOH dividend yield comparison.
| Year | EFZ | GTOH |
|---|---|---|
| 2026 | 0.25% | 2.36% |
| 2025 | 4.55% | 6.57% |
| 2024 | 5.29% | 6.81% |
| 2023 | 4.66% | 6.81% |
| 2022 | 0.57% | 0.00% |
| 2020 | 0.04% | 0.00% |
| 2019 | 1.56% | 0.00% |
| 2018 | 0.34% | 0.00% |
| 2008 | 19.87% | 0.00% |
| 2007 | 0.59% | 0.00% |
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