EFZ Performance — ProShares Short MSCI EAFE
Data updated: 2026-08-14
EFZ returned −7.67% year to date and −14.92% over one year to May 2026. Annualised returns are −10.79% over 3 years and −5.72% over 5 years. The fund trailed its Trading - Leveraged category average: $100 invested three years ago grew to $71, against $173 for the category, and to $85 over one year, against $137. Volatility over the past three years was 12.50% a year. In the 12 months to May 2026 the fund took in a net $2.7M, and assets reached $11.98M.
EFZ Growth of $100
What $100 invested in ProShares Short 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 | EFZ | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $85 | $137 |
| 3 years (Jun 2023 – May 2026) | $71 | $173 |
| 5 years (Jun 2021 – May 2026) | $75 | $155 |
| Since data start (Sep 2019 – May 2026) | $51 | $181 |
EFZ Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −7.67% |
| 1 year | −14.92% |
| 3 years (annualised) | −10.79% |
| 5 years (annualised) | −5.72% |
EFZ Annual Returns
Calendar-year total returns of ProShares Short MSCI EAFE, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | −7.67% |
| 2025 | −20.91% |
| 2024 | +2.90% |
| 2023 | −10.37% |
| 2022 | +13.10% |
| 2021 | −12.76% |
| 2020 | −15.88% |
| 2019 (Sep–Dec) | −9.58% |
EFZ 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 | −4.4% | −4.1% | +8.3% | −5.0% | −2.1% | — | — | — | — | — | — | — |
| 2025 | −4.1% | −2.5% | +0.1% | −4.4% | −4.1% | −1.9% | +2.6% | −3.9% | −1.5% | −0.7% | −0.4% | −2.2% |
| 2024 | +1.0% | −2.4% | −2.8% | +3.9% | −4.2% | +2.4% | −2.0% | −2.8% | −0.3% | +6.1% | +0.8% | +3.6% |
| 2023 | −7.9% | +3.6% | −2.7% | −2.4% | +4.8% | −3.8% | −2.1% | +4.7% | +4.4% | +3.5% | −7.1% | −4.6% |
| 2022 | +3.5% | +3.1% | −1.3% | +6.9% | −2.5% | +9.1% | −5.1% | +6.5% | +9.9% | −5.7% | −11.8% | +2.2% |
| 2021 | +0.5% | −2.4% | −2.7% | −3.1% | −3.6% | +0.9% | −1.0% | −1.6% | +3.1% | −3.3% | +4.5% | −4.5% |
| 2020 | +2.9% | +8.2% | +10.2% | −6.5% | −5.7% | −4.1% | −2.2% | −4.7% | +1.7% | +3.4% | −12.9% | −5.0% |
| 2019 | — | — | — | — | — | — | — | — | −2.9% | −3.2% | −1.0% | −2.8% |
EFZ Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 12.50%
- 3-year Sharpe ratio: -1.22 (vs 4.5% risk-free rate)
- Best month: +8.27% (Mar 2026)
- Worst month: −7.09% (Nov 2023)
EFZ Fund Flows
Monthly money in and out of ProShares Short MSCI EAFE, from SEC Form N-PORT.
- 12-month net flow: $2.7M
- 12-month gross sales (incl. reinvestments): $38.8M
- Sales ÷ redemptions: 1.08×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $1.4M | $4.8M | −$3.3M |
| Apr 2026 | $7.5M | $19.6M | −$12.1M |
| Mar 2026 | $23.4M | $2.7M | $20.7M |
| Feb 2026 | $841K | $238K | $603K |
| Jan 2026 | $3.1M | $2.8M | $302K |
| Dec 2025 | $0 | $639K | −$639K |
| Nov 2025 | $535K | $404K | $131K |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $1.5M | $536K | $934K |
| Aug 2025 | $418K | $142K | $277K |
| Jul 2025 | $0 | $967K | −$967K |
| Jun 2025 | $143K | $3.2M | −$3.1M |
EFZ Assets Under Management
Net assets of ProShares Short MSCI EAFE by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $11.98M |
| 2026-02-28 | $7.97M |
| 2025-11-30 | $8.73M |
| 2025-08-31 | $7.97M |
| 2025-05-31 | $12.17M |
| 2025-02-28 | $9.15M |
| 2024-11-30 | $34.08M |
| 2024-08-31 | $16.02M |
| 2024-05-31 | $20.71M |
| 2024-02-29 | $25.81M |
| 2023-11-30 | $54.35M |
| 2023-08-31 | $35.44M |
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.