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TYO vs EFZ

Comparison between DIREXION DAILY 7-10 YEAR TREASURY BEAR 3X SHARES (TYO, ETF) and ProShares Short MSCI EAFE -1X Shares (EFZ, ETF).

5-Year PerformanceTYO has outperformed EFZ, delivering a return of +13.1% compared to -5.1%

TYO vs EFZ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
TYO
$12M
Winner
EFZ
$12M
Expense Ratio
TYO
N/A
EFZ
0.95%
Max Drawdown
Winner
TYO
90.36%
EFZ
91.26%
Sharpe Ratio
Winner
TYO
0.23
EFZ
-0.98
5Y Beta
TYO
0.00
Winner
EFZ
-0.75
5Y Dividends CAGR
TYO
85.43%
Winner
EFZ
134.24%

TYO vs EFZ - Historical Returns

Returns include dividend reinvestment.

1M
Winner
TYO
+4.95%
EFZ
+1.03%
3M
Winner
TYO
+11.39%
EFZ
-3.77%
6M
Winner
TYO
+10.37%
EFZ
-7.97%
1Y
Winner
TYO
+4.12%
EFZ
-12.56%
5Y(CAGR)
Winner
TYO
+13.06%
EFZ
-5.12%
10Y(CAGR)
Winner
TYO
+1.97%
EFZ
-8.05%
Max(CAGR)
Winner
TYO
-6.78%
EFZ
-7.39%

TYO vs EFZ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearTYOEFZ
2026+9.43%-5.34%
2025-7.56%-21.27%
2024+17.61%+1.59%
2023+3.16%-9.72%
2022+54.27%+13.70%
2021+6.14%-12.38%
2020-27.65%-15.18%
2019-18.22%-16.68%
2018-2.25%+17.23%
2017-9.64%-19.67%
2016-6.76%-6.34%
2015-10.04%-3.43%
2014-26.58%+1.98%
2013+11.54%-18.85%
2012-17.41%-17.16%
2011-40.94%+3.73%
2010-28.03%-11.79%
2009+14.92%-29.66%
2008N/A+37.36%
2007N/A+3.65%

TYO vs EFZ Drawdown Comparison

The maximum drawdown for TYO was -89.25%, occurring on Aug 4, 2020. This drawdown has not yet recovered.

The maximum drawdown for EFZ was -88.09%, occurring on Feb 25, 2026. This drawdown has not yet recovered.

The current TYO drawdown is -76.81%. The current EFZ drawdown is -87.70%.

RankTYOEFZ
#1-89.25%
Jun 10, 2009 - Aug 4, 2020
-88.09%
Mar 9, 2009 - Feb 25, 2026
#2-6.13%
May 27, 2009 - Jun 5, 2009
-25.68%
Oct 27, 2008 - Mar 9, 2009
#3-4.68%
May 7, 2009 - May 21, 2009
-16.09%
Oct 10, 2008 - Oct 27, 2008
#4-2.33%
Apr 17, 2009 - Apr 22, 2009
-12.93%
Feb 8, 2008 - Jul 2, 2008
#5-1.93%
Apr 24, 2009 - Apr 29, 2009
-11.25%
Sep 17, 2008 - Sep 29, 2008
#6-1.00%
Jun 8, 2009 - Jun 10, 2009
-5.93%
Nov 19, 2007 - Dec 17, 2007
#7-0.51%
Apr 22, 2009 - Apr 24, 2009
-5.91%
Jan 23, 2008 - Feb 7, 2008
#8-0.45%
May 1, 2009 - May 7, 2009
-5.26%
Jul 15, 2008 - Aug 13, 2008
#9N/A-5.23%
Sep 29, 2008 - Oct 6, 2008
#10N/A-3.30%
Dec 17, 2007 - Jan 7, 2008
#11N/A-3.14%
Oct 25, 2007 - Nov 7, 2007
#12N/A-2.98%
Sep 9, 2008 - Sep 15, 2008
#13N/A-2.74%
Aug 25, 2008 - Sep 4, 2008
#14N/A-2.24%
Nov 12, 2007 - Nov 19, 2007
#15N/A-2.10%
Sep 5, 2008 - Sep 9, 2008

Correlation

Correlation between TYO and EFZ is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88
-101

Dividend Comparison (2007 - 2026)

TYO vs EFZ dividend yield comparison.

YearTYOEFZ
20260.97%0.25%
20253.69%4.55%
20244.22%5.29%
20233.62%4.66%
20220.09%0.57%
20200.36%0.04%
20191.58%1.56%
20180.32%0.34%
20100.31%0.00%
20098.03%0.00%
20080.00%19.87%
20070.00%0.59%

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