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ANEW vs. CLIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANEW vs. CLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Transformational Changes ETF (ANEW) and ProShares Long Online/Short Stores ETF (CLIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANEW achieves a -0.60% return, which is significantly higher than CLIX's -8.57% return.


ANEW

1D
-0.80%
1M
-1.21%
YTD
-0.60%
6M
-1.54%
1Y
3.24%
3Y*
12.26%
5Y*
2.56%
10Y*

CLIX

1D
0.70%
1M
-5.51%
YTD
-8.57%
6M
-8.64%
1Y
9.82%
3Y*
17.63%
5Y*
-7.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANEW vs. CLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ANEW
ProShares MSCI Transformational Changes ETF
-0.60%12.01%19.37%22.81%-29.62%6.95%5.40%
CLIX
ProShares Long Online/Short Stores ETF
-8.57%32.81%20.73%28.97%-46.73%-39.96%4.99%

Correlation

The correlation between ANEW and CLIX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2020

0.73

The correlation between ANEW and CLIX shifts across timeframes, from 0.62 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ANEW vs. CLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANEW
ANEW Risk / Return Rank: 1111
Overall Rank
ANEW Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ANEW Sortino Ratio Rank: 1111
Sortino Ratio Rank
ANEW Omega Ratio Rank: 1111
Omega Ratio Rank
ANEW Calmar Ratio Rank: 1111
Calmar Ratio Rank
ANEW Martin Ratio Rank: 1111
Martin Ratio Rank

CLIX
CLIX Risk / Return Rank: 1515
Overall Rank
CLIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1515
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANEW vs. CLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and ProShares Long Online/Short Stores ETF (CLIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ANEWCLIXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.05

1.09

-0.04

Calmar ratioReturn relative to maximum drawdown

0.20

0.50

-0.30

Martin ratioReturn relative to average drawdown

0.57

1.29

-0.72

ANEW vs. CLIX - Sharpe Ratio Comparison

The current ANEW Sharpe Ratio is 0.24, which is lower than the CLIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ANEW and CLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ANEW vs. CLIX - Drawdown Comparison

The maximum ANEW drawdown since its inception was -39.87%, smaller than the maximum CLIX drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for ANEW and CLIX.


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Drawdown Indicators


ANEWCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.87%

-73.21%

+33.34%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-19.57%

+3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-21.18%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

-68.22%

+28.35%

Current Drawdown

Current decline from peak

-5.45%

-45.99%

+40.54%

Average Drawdown

Average peak-to-trough decline

-13.28%

-34.75%

+21.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

7.61%

-1.90%

Volatility

ANEW vs. CLIX - Volatility Comparison

The current volatility for ProShares MSCI Transformational Changes ETF (ANEW) is 4.75%, while ProShares Long Online/Short Stores ETF (CLIX) has a volatility of 6.64%. This indicates that ANEW experiences smaller price fluctuations and is considered to be less risky than CLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANEWCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

6.64%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

16.31%

-5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

21.47%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

27.05%

-8.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

25.92%

-7.12%

ANEW vs. CLIX - Expense Ratio Comparison

ANEW has a 0.45% expense ratio, which is lower than CLIX's 0.65% expense ratio.


Dividends

ANEW vs. CLIX - Dividend Comparison

ANEW's dividend yield for the trailing twelve months is around 0.63%, more than CLIX's 0.58% yield.


PositionTTM202520242023202220212020
ANEW
ProShares MSCI Transformational Changes ETF
0.63%0.54%1.08%0.87%1.05%0.24%0.04%
CLIX
ProShares Long Online/Short Stores ETF
0.58%0.46%0.46%0.00%0.00%0.00%1.33%

Frequently Asked Questions


ANEW and CLIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLIX has higher volatility (6.64%) compared to ANEW (4.75%). In terms of maximum drawdown, ANEW dropped -39.87% vs CLIX's -73.21%.

On 5-year performance, ANEW leads with 2.56% vs -7.82% for CLIX. On fees, ANEW is cheaper at 0.45% per year. On volatility, ANEW has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ANEW has performed better with a 2.56% return vs -7.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ANEW is cheaper with a 0.45% expense ratio, compared with 0.65% for CLIX.

ANEW has the higher dividend yield at 0.63%, compared with 0.58% for CLIX.

ANEW is categorized as Large Cap Growth Equities, while CLIX is Long-Short. ANEW tracks MSCI Global Transformational Changes Index, while CLIX tracks ProShares Long Online/Short Stores Index. Their fees differ too: 0.45% for ANEW and 0.65% for CLIX.

CLIX currently has the higher Sharpe Ratio (0.46 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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