EFO Performance — ProShares Ultra MSCI EAFE
Data updated: 2026-08-14
EFO returned +14.53% year to date and +37.32% over one year to May 2026. Annualised returns are +26.32% over 3 years and +7.96% over 5 years. The fund beat its Trading - Leveraged category average: $100 invested three years ago grew to $202, against $173 for the category, and to $137 over one year, against $137. Volatility over the past three years was 24.87% a year. In the 12 months to May 2026 the fund took in a net $8.0M, and assets reached $29.51M.
EFO Growth of $100
What $100 invested in ProShares Ultra MSCI EAFE grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | EFO | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $137 | $137 |
| 3 years (Jun 2023 – May 2026) | $202 | $173 |
| 5 years (Jun 2021 – May 2026) | $147 | $155 |
| Since data start (Sep 2019 – May 2026) | $220 | $181 |
EFO Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.53% |
| 1 year | +37.32% |
| 3 years (annualised) | +26.32% |
| 5 years (annualised) | +7.96% |
EFO Annual Returns
Calendar-year total returns of ProShares Ultra MSCI EAFE, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +14.53% |
| 2025 | +57.60% |
| 2024 | −1.92% |
| 2023 | +26.58% |
| 2022 | −33.99% |
| 2021 | +19.87% |
| 2020 | +2.30% |
| 2019 (Sep–Dec) | +21.40% |
EFO Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.4% | +8.8% | −16.0% | +10.1% | +4.1% | — | — | — | — | — | — | — |
| 2025 | +9.1% | +5.3% | −0.4% | +5.4% | +9.0% | +4.1% | −4.8% | +8.5% | +3.6% | +1.7% | +0.9% | +4.9% |
| 2024 | −1.7% | +5.2% | +6.1% | −7.1% | +9.5% | −4.3% | +4.4% | +5.7% | +0.9% | −10.8% | −1.3% | −6.4% |
| 2023 | +17.8% | −6.8% | +5.2% | +5.2% | −8.6% | +8.2% | +4.7% | −8.6% | −7.9% | −6.6% | +16.0% | +10.1% |
| 2022 | −7.4% | −7.2% | +0.1% | −13.4% | +3.2% | −17.5% | +9.8% | −12.6% | −18.6% | +10.7% | +26.2% | −4.6% |
| 2021 | −1.9% | +4.2% | +4.8% | +5.7% | +6.7% | −2.4% | +1.2% | +2.7% | −6.7% | +6.2% | −9.1% | +8.6% |
| 2020 | −6.0% | −15.5% | −30.7% | +10.5% | +10.5% | +6.2% | +3.5% | +9.3% | −4.4% | −7.3% | +29.9% | +10.0% |
| 2019 | — | — | — | — | — | — | — | — | +6.0% | +6.3% | +1.9% | +5.7% |
EFO Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 24.87%
- 3-year Sharpe ratio: 0.88 (vs 4.5% risk-free rate)
- Best month: +16.01% (Nov 2023)
- Worst month: −16.04% (Mar 2026)
EFO Fund Flows
Monthly money in and out of ProShares Ultra MSCI EAFE, from SEC Form N-PORT.
- 12-month net flow: $8.0M
- 12-month gross sales (incl. reinvestments): $19.5M
- Sales ÷ redemptions: 1.71×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $1.4M | $2.9M | −$1.5M |
| Apr 2026 | $0 | $2.0M | −$2.0M |
| Mar 2026 | $1.3M | $2.6M | −$1.2M |
| Feb 2026 | $4.4M | $0 | $4.4M |
| Jan 2026 | $2.7M | $0 | $2.7M |
| Dec 2025 | $1.3M | $627K | $664K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $608K | −$608K |
| Sep 2025 | $582K | $587K | −$5K |
| Aug 2025 | $582K | $1.6M | −$1.1M |
| Jul 2025 | $2.8M | $0 | $2.8M |
| Jun 2025 | $4.4M | $547K | $3.8M |
EFO Assets Under Management
Net assets of ProShares Ultra MSCI EAFE by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $29.51M |
| 2026-02-28 | $36.06M |
| 2025-11-30 | $22.33M |
| 2025-08-31 | $21.70M |
| 2025-05-31 | $14.86M |
| 2025-02-28 | $8.29M |
| 2024-11-30 | $8.65M |
| 2024-08-31 | $9.29M |
| 2024-05-31 | $10.74M |
| 2024-02-29 | $9.54M |
| 2023-11-30 | $8.42M |
| 2023-08-31 | $9.27M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.