ProShares Ultra MSCI Emerging Markets

10-Year Study

EET.US · · US · ETF

Executive Summary: ProShares Ultra MSCI Emerging Markets has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 63.7% and an annualized volatility of 31.0%.

1Y CAGR
+81.3%
3Y CAGR
+31.1%
5Y CAGR
-0.3%
10Y CAGR
+8.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
63.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +82.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -42.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.711.0-19.114.7————————19.2%
20253.51.61.6-1.57.113.80.94.614.06.1-4.13.963.1%
2024-9.97.74.9-1.43.34.50.91.010.7-6.5-6.2-4.02.9%
202317.9-15.35.2-2.2-5.38.011.6-13.9-6.8-7.215.26.57.1%
2022-0.4-8.7-7.9-13.01.2-11.6-0.7-3.1-22.7-5.432.7-6.3-42.9%
20216.11.2-1.91.83.11.7-13.02.9-8.01.9-8.12.6-10.9%
2020-12.6-7.9-34.814.55.612.416.76.0-2.82.319.213.818.9%
201920.6-3.01.83.9-14.611.7-5.2-8.43.27.9-0.315.731.9%
201816.8-12.40.1-5.5-5.8-9.25.8-7.3-2.0-16.98.0-7.4-33.8%
201714.23.17.13.74.72.110.85.2-0.76.2-0.66.982.4%
2016———0.3-8.17.611.81.25.2-2.7-8.6-1.92.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.0%. The dominant macroeconomic risk driver is VWO.US, accounting for 82.7% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110025.847486596578
2016-05-019208.850779284077
2016-06-019907.990005050404
2016-07-0111072.582477080205
2016-08-0111202.437426807724
2016-09-0111781.734295777289
2016-10-0111468.101952014538
2016-11-0110487.286874019968
2016-12-0110289.549190722251
2017-01-0111753.769608913413
2017-02-0112119.185142547125
2017-03-0112976.276329921555
2017-04-0113453.704990196922
2017-05-0114083.307419684228
2017-06-0114378.568640294292
2017-07-0115926.70517324653
2017-08-0116755.699348740374
2017-09-0116643.840601284875
2017-10-0117673.263068749464
2017-11-0117558.69165845149
2017-12-0118769.267073786636
2018-01-0121923.432334499998
2018-02-0119198.727915506068
2018-03-0119208.71845426737
2018-04-0118152.41195424201
2018-05-0117101.288184037632
2018-06-0115530.788723262074
2018-07-0116432.098520385774
2018-08-0115236.828698649622
2018-09-0114937.906485910693
2018-10-0112409.462120861259
2018-11-0113403.752296390394
2018-12-0112418.01913860825
2019-01-0114970.590765037085
2019-02-0114525.537625515792
2019-03-0114789.878900555545
2019-04-0115371.006265589542
2019-05-0113133.721045632283
2019-06-0114664.148080515362
2019-07-0113907.028443262341
2019-08-0112738.841141612027
2019-09-0113151.43054370144
2019-10-0114190.226033182704
2019-11-0114154.101303621956
2019-12-0116376.56612170814
2020-01-0114307.06902293413
2020-02-0113182.306380932847
2020-03-018592.502905636826
2020-04-019834.61578328691
2020-05-0110389.675120029817
2020-06-0111674.661303092656
2020-07-0113624.492478425509
2020-08-0114437.409164389572
2020-09-0114031.127254763149
2020-10-0114354.573703931597
2020-11-0117111.433101985098
2020-12-0119473.787516899007
2021-01-0120664.889100608918
2021-02-0120909.46983982057
2021-03-0120517.060002778824
2021-04-0120893.193862765725
2021-05-0121543.813915739844
2021-06-0121911.412812149203
2021-07-0119067.373282255874
2021-08-0119614.316684640813
2021-09-0118038.590385705367
2021-10-0118379.85660379023
2021-11-0116899.977725288856
2021-12-0117345.251406504656
2022-01-0117283.632057058545
2022-02-0115787.785959874644
2022-03-0114541.460735859417
2022-04-0112648.55137187961
2022-05-0112805.113920812299
2022-06-0111314.781365991146
2022-07-0111232.519313938896
2022-08-0110882.651969768145
2022-09-018414.98889572568
2022-10-017962.018309371478
2022-11-0110564.52057543739
2022-12-019896.102807716312
2023-01-0111668.464081476923
2023-02-019884.524368754535
2023-03-0110397.967487743394
2023-04-0110167.214712777524
2023-05-019626.093611127651
2023-06-0110395.806179137197
2023-07-0111596.986518286214
2023-08-019985.157543959473
2023-09-019305.492149818385
2023-10-018636.500973691582
2023-11-019952.274777308025
2023-12-0110594.690679246365
2024-01-019550.028780691133
2024-02-0110284.542894256874
2024-03-0110783.474369746973
2024-04-0110630.484596265349
2024-05-0110978.38911935496
2024-06-0111467.991681167285
2024-07-0111571.999144298225
2024-08-0111690.34181757232
2024-09-0112940.085437852453
2024-10-0112102.975328000635
2024-11-0111350.310632976716
2024-12-0110899.920384448284
2025-01-0111282.383791067621
2025-02-0111463.492630599278
2025-03-0111641.712373932856
2025-04-0111464.727664088534
2025-05-0112280.842204622995
2025-06-0113980.645260889796
2025-07-0114109.375447975317
2025-08-0114754.834825297896
2025-09-0116826.934316067123
2025-10-0117850.821186999507
2025-11-0117113.94727730251
2025-12-0117782.27682834578
2026-01-0120576.540097788184
2026-02-0122839.29788346136
2026-03-0118472.572332162257
2026-04-0121196.262259361443
Annual Return Matrix
YearAnnual Return
20170.8241097569862696
2018-0.33838550595556327
20190.3187744308424012
20200.1891252031819608
2021-0.10930262582701222
2022-0.4294632821519573
20230.07059222050374614
20240.028809685383248018
20250.6314134600209615
20260.19198809376162718
Total Factor Risk
0.3097488373252808
VTI.US Exposure
-0.1884860259505881
VEA.US Exposure
0.10756111700019096
VWO.US Exposure
0.8270462017537427
QQQ.US Exposure
0.08395233052526585
VTV.US Exposure
0.07570825885610688
IJR.US Exposure
0.007192637295312918
QUAL.US Exposure
0.05563321219433012
SHV.US Exposure
0.055316741649596476
TLT.US Exposure
0.03373207682641294
LQD.US Exposure
-0.03591435948333313
HYG.US Exposure
0.004113281137943455
GLD.US Exposure
0.013195885432254549
USO.US Exposure
-0.0014665496333275687
VNQ.US Exposure
-0.012856546975612913
BTC-USD.CC Exposure
-0.0027700675820121696
CPER.US Exposure
-0.014658293401250347
VIX.INDX Exposure
-0.0007718278447122915
UUP.US Exposure
-0.014555558065746967
TIP.US Exposure
-0.004459907678353953
Idiosyncratic Exposure
0.012487393943780626
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$76.310.76%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+21.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ProShares Ultra MSCI Emerging Markets a high-risk investment?

ProShares Ultra MSCI Emerging Markets (EET.US) has an annualized volatility of 31.0% and experienced a maximum drawdown of 63.7% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of EET.US?

Over the past 10 years, EET.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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