PEPS vs EDZ

Comparison between PARAMETRIC EQUITY PLUS ETF (PEPS, ETF) and DIREXION DAILY MSCI EMERGING MARKETS BEAR 3X SHARES (EDZ, ETF).

PEPS vs EDZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PEPS(ETF)	EDZ(ETF)
Net Assets	$28M	$28M
Expense Ratio	0.10%	N/A
Max Drawdown	21.47%	99.99%
Sharpe Ratio	1.57	-1.67
5Y Beta	1.04	-1.86
P/E Ratio	29.86	N/A
Forward P/E	21.83	N/A
5Y Dividends CAGR	N/A	24.72%
5Y EPS CAGR	24.96%	N/A
Debt to Equity	22.53%	N/A
P/S Ratio	3.94	N/A
P/B Ratio	5.83	N/A

Net Assets

PEPS

$28M

EDZ

$28M

Expense Ratio

PEPS

0.10%

EDZ

N/A

Max Drawdown

Winner

PEPS

21.47%

EDZ

99.99%

Sharpe Ratio

Winner

PEPS

1.57

EDZ

-1.67

5Y Beta

PEPS

1.04

Winner

EDZ

-1.86

P/E Ratio

PEPS

29.86

EDZ

N/A

Forward P/E

PEPS

21.83

EDZ

N/A

5Y Dividends CAGR

PEPS

N/A

EDZ

24.72%

5Y EPS CAGR

PEPS

24.96%

EDZ

N/A

Debt to Equity

PEPS

22.53%

EDZ

N/A

P/S Ratio

PEPS

3.94

EDZ

N/A

P/B Ratio

PEPS

5.83

EDZ

N/A

PEPS vs EDZ - Holdings Comparison

PEPS and EDZ have 0 common holdings. Overlap is 0.00%

PEPS's top 25 holdings weight is 57.54%. EDZ's top 25 holdings weight is 75.57%.

Rank	PEPS	EDZ
#1	NVIDIA CORP (NVDA) - 7.26%	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 75.57%
#2	APPLE INC (AAPL) - 6.80%	N/A
#3	MICROSOFT CORP (MSFT) - 4.62%	N/A
#4	AMAZON.COM INC (AMZN) - 3.82%	N/A
#5	ALPHABET INC CLASS A (GOOGL) - 3.41%	N/A
#6	BROADCOM INC (AVGO) - 3.16%	N/A
#7	ALPHABET INC CLASS C (GOOG) - 3.03%	N/A
#8	OPTION ON STATE STREET® SPDR® S&P 500® ETF JUN26 (n/a) - 2.95%	N/A
#9	MICRON TECHNOLOGY INC (MU) - 2.12%	N/A
#10	META PLATFORMS INC CLASS A (META) - 2.06%	N/A
#11	TESLA INC (TSLA) - 1.92%	N/A
#12	ADVANCED MICRO DEVICES INC (AMD) - 1.84%	N/A
#13	ELI LILLY AND CO (LLY) - 1.60%	N/A
#14	JPMORGAN CHASE & CO (JPM) - 1.52%	N/A
#15	MORGAN STANLEY INSTL LQUDTY GOVT INSTL (MVRXX) - 1.25%	N/A
#16	EXXON MOBIL CORP (XOM) - 1.25%	N/A
#17	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.21%	N/A
#18	LAM RESEARCH CORP (LRCX) - 1.12%	N/A
#19	JOHNSON & JOHNSON (JNJ) - 1.09%	N/A
#20	CISCO SYSTEMS INC (CSCO) - 1.08%	N/A
#21	VISA INC CLASS A (V) - 1.04%	N/A
#22	WALMART INC (WMT) - 0.90%	N/A
#23	COSTCO WHOLESALE CORP (COST) - 0.87%	N/A
#24	INTEL CORP (INTC) - 0.82%	N/A
#25	CHEVRON CORP (CVX) - 0.80%	N/A
Total Holdings	185	1

PEPS vs EDZ - Historical Returns

Returns include dividend reinvestment.

Period	PEPS	EDZ
1 month	+1.65%	-12.55%
3 months	+10.84%	-47.40%
6 months	+8.62%	-57.69%
1 year	+26.85%	-71.06%
5 years(CAGR)	N/A	-24.65%
10 years(CAGR)	N/A	-36.83%
Max(CAGR)	+17.02%	-40.80%

Winner

PEPS

+1.65%

EDZ

-12.55%

Winner

PEPS

+10.84%

EDZ

-47.40%

Winner

PEPS

+8.62%

EDZ

-57.69%

Winner

PEPS

+26.85%

EDZ

-71.06%

5Y(CAGR)

PEPS

N/A

EDZ

-24.65%

10Y(CAGR)

PEPS

N/A

EDZ

-36.83%

Max(CAGR)

Winner

PEPS

+17.02%

EDZ

-40.80%

PEPS vs EDZ - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	PEPS	EDZ
2026	+8.05%	-51.00%
2025	+20.60%	-59.66%
2024	-1.46%	-16.21%
2023	N/A	-17.83%
2022	N/A	+52.78%
2021	N/A	-6.91%
2020	N/A	-66.72%
2019	N/A	-42.69%
2018	N/A	+41.14%
2017	N/A	-62.75%
2016	N/A	-50.12%
2015	N/A	+20.96%
2014	N/A	-15.48%
2013	N/A	-5.95%
2012	N/A	-49.67%
2011	N/A	-0.20%
2010	N/A	-55.21%
2009	N/A	-91.17%
2008	N/A	-4.29%

PEPS vs EDZ Drawdown Comparison

The maximum drawdown for PEPS was -21.26%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The maximum drawdown for EDZ was -99.99%, occurring on Jun 2, 2026. This drawdown has not yet recovered.

The current PEPS drawdown is -2.64%. The current EDZ drawdown is -99.99%.

Rank	PEPS	EDZ
#1	-21.26% Feb 19, 2025 - Jul 3, 2025	-99.99% Mar 2, 2009 - Jun 2, 2026
#2	-9.80% Feb 2, 2026 - Apr 22, 2026	-41.31% Jan 20, 2009 - Mar 2, 2009
#3	-5.37% Nov 12, 2025 - Dec 10, 2025	-27.71% Dec 30, 2008 - Jan 12, 2009
#4	-4.87% Jun 2, 2026 - Jun 10, 2026	-7.31% Jan 14, 2009 - Jan 20, 2009
#5	-4.67% Dec 6, 2024 - Feb 6, 2025	-1.62% Jan 12, 2009 - Jan 14, 2009
#6	-3.41% Oct 8, 2025 - Oct 21, 2025	N/A
#7	-3.04% Dec 11, 2025 - Dec 24, 2025	N/A
#8	-2.91% Jan 12, 2026 - Jan 28, 2026	N/A
#9	-2.29% Nov 11, 2024 - Nov 25, 2024	N/A
#10	-2.27% Jul 28, 2025 - Aug 8, 2025	N/A
#11	-2.05% Nov 3, 2025 - Nov 12, 2025	N/A
#12	-1.82% May 14, 2026 - May 22, 2026	N/A
#13	-1.56% Aug 14, 2025 - Aug 22, 2025	N/A
#14	-1.51% Aug 28, 2025 - Sep 8, 2025	N/A
#15	-1.37% Sep 22, 2025 - Sep 30, 2025	N/A

Correlation

Correlation between PEPS and EDZ is -0.93 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.93

-101