SQLV vs EFO

Comparison between ROYCE QUANT SMALL-CAP QUALITY VALUE ETF (SQLV, ETF) and PROSHARES ULTRA MSCI EAFE (EFO, ETF).

5-Year PerformanceSQLV has outperformed EFO, delivering a return of +8.2% compared to +7.9%

SQLV vs EFO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SQLV(ETF)	EFO(ETF)
Net Assets	$29M	$29M
Expense Ratio	0.60%	N/A
Max Drawdown	49.78%	63.71%
Sharpe Ratio	1.27	0.87
5Y Beta	0.91	1.49
P/E Ratio	-81.19	N/A
Forward P/E	11.29	N/A
5Y Dividends CAGR	8.20%	N/A
Debt to Equity	28.09%	N/A
P/S Ratio	0.86	N/A
P/B Ratio	1.57	N/A

Net Assets

SQLV

$29M

Winner

EFO

$29M

Expense Ratio

SQLV

0.60%

EFO

N/A

Max Drawdown

Winner

SQLV

49.78%

EFO

63.71%

Sharpe Ratio

Winner

SQLV

1.27

EFO

0.87

5Y Beta

Winner

SQLV

0.91

EFO

1.49

P/E Ratio

SQLV

-81.19

EFO

N/A

Forward P/E

SQLV

11.29

EFO

N/A

5Y Dividends CAGR

SQLV

8.20%

EFO

N/A

Debt to Equity

SQLV

28.09%

EFO

N/A

P/S Ratio

SQLV

0.86

EFO

N/A

P/B Ratio

SQLV

1.57

EFO

N/A

SQLV vs EFO - Historical Returns

Returns include dividend reinvestment.

Period	SQLV	EFO
1 month	+3.51%	-0.16%
3 months	+8.85%	+4.39%
6 months	+15.17%	+4.14%
1 year	+25.23%	+23.97%
5 years(CAGR)	+8.22%	+7.92%
10 years(CAGR)	+9.60%	+10.46%
Max(CAGR)	+9.60%	+8.47%

Winner

SQLV

+3.51%

EFO

-0.16%

Winner

SQLV

+8.85%

EFO

+4.39%

Winner

SQLV

+15.17%

EFO

+4.14%

Winner

SQLV

+25.23%

EFO

+23.97%

5Y(CAGR)

Winner

SQLV

+8.22%

EFO

+7.92%

10Y(CAGR)

SQLV

+9.60%

Winner

EFO

+10.46%

Max(CAGR)

Winner

SQLV

+9.60%

EFO

+8.47%

SQLV vs EFO - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	SQLV	EFO
2026	+20.83%	+10.20%
2025	+2.93%	+58.49%
2024	+5.13%	-0.41%
2023	+20.86%	+24.11%
2022	-13.66%	-34.40%
2021	+37.16%	+18.47%
2020	+7.04%	+0.81%
2019	+17.16%	+41.35%
2018	-10.70%	-31.71%
2017	+8.51%	+49.91%
2016	N/A	+1.33%
2015	N/A	-6.37%
2014	N/A	-11.11%
2013	N/A	+39.10%
2012	N/A	+26.78%
2011	N/A	-32.96%
2010	N/A	+4.79%
2009	N/A	+37.91%

SQLV vs EFO Drawdown Comparison

The maximum drawdown for SQLV was -48.31%, occurring on Mar 18, 2020. Recovery took 590 trading sessions.

The maximum drawdown for EFO was -63.52%, occurring on Mar 23, 2020. Recovery took 809 trading sessions.

The current SQLV drawdown is -3.48%. The current EFO drawdown is -6.15%.

Rank	SQLV	EFO
#1	-48.31% Aug 21, 2018 - Dec 23, 2020	-63.52% Jan 26, 2018 - Apr 15, 2021
#2	-26.87% Dec 2, 2024 - Jan 15, 2026	-53.95% Sep 3, 2021 - May 19, 2025
#3	-23.81% Nov 11, 2021 - Dec 19, 2023	-49.36% Apr 29, 2011 - Sep 18, 2013
#4	-9.86% Jul 31, 2024 - Nov 6, 2024	-45.23% Jul 3, 2014 - Sep 19, 2017
#5	-8.60% Dec 26, 2023 - Jul 16, 2024	-38.22% Apr 14, 2010 - Nov 4, 2010
#6	-8.53% Jul 20, 2017 - Sep 28, 2017	-25.40% Jan 11, 2010 - Apr 14, 2010
#7	-8.08% Mar 12, 2021 - May 14, 2021	-22.18% Feb 26, 2026 - Mar 20, 2026
#8	-8.00% Jan 19, 2018 - Apr 17, 2018	-20.28% Feb 18, 2011 - Apr 26, 2011
#9	-7.70% Feb 6, 2026 - Apr 14, 2026	-17.55% Jun 11, 2009 - Jul 23, 2009
#10	-7.37% Jun 8, 2021 - Sep 27, 2021	-14.57% Nov 4, 2010 - Jan 13, 2011
#11	-4.94% Nov 11, 2024 - Nov 25, 2024	-14.26% Jan 22, 2014 - Feb 24, 2014
#12	-4.59% Jan 25, 2021 - Feb 8, 2021	-13.88% Oct 19, 2009 - Jan 6, 2010
#13	-3.86% May 8, 2026 - May 26, 2026	-11.15% Jun 15, 2021 - Sep 2, 2021
#14	-3.48% Jul 16, 2026 - Jul 23, 2026	-10.74% Nov 12, 2025 - Dec 11, 2025
#15	-3.27% Jan 22, 2026 - Feb 6, 2026	-10.66% Sep 16, 2009 - Oct 14, 2009

Correlation

Correlation between SQLV and EFO is 0.78 which considered as a strong positive correlation - the stocks tend to move together.

0.78

-101

Dividend Comparison (2009 - 2026)

SQLV vs EFO dividend yield comparison.

Year	SQLV	EFO
2026	0.46%	0.67%
2025	1.15%	1.66%
2024	1.11%	2.24%
2023	1.09%	1.93%
2022	1.24%	0.00%
2021	1.12%	0.00%
2020	1.22%	0.00%
2019	1.20%	0.37%
2018	1.08%	0.11%
2017	0.40%	0.00%
2010	0.00%	0.10%
2009	0.00%	0.07%