ANEW vs. HYP

Last updated Jun 4, 2026

ANEW (ProShares MSCI Transformational Changes ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. ANEW is passively managed, while HYP is actively managed. A 0.65 correlation means they provide meaningful diversification when combined. ANEW charges 0.45%/yr vs 0.85%/yr for HYP.

Performance

ANEW vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Transformational Changes ETF (ANEW) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANEW achieves a 1.92% return, which is significantly lower than HYP's 31.33% return.

ANEW

• 1D: -0.48%
• 1M: 4.91%
• YTD: 1.92%
• 6M: 0.88%
• 1Y: 6.05%
• 3Y*: 13.69%
• 5Y*: 3.83%
• 10Y*: —

HYP

• 1D: -2.27%
• 1M: 8.44%
• YTD: 31.33%
• 6M: 29.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANEW vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
ANEW ProShares MSCI Transformational Changes ETF	1.92%	-2.65%
HYP Golden Eagle Dynamic Hypergrowth ETF	31.33%	-5.01%

Correlation

The correlation between ANEW and HYP is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.65

Return for Risk

ANEW vs. HYP — Risk / Return Rank

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

ANEW

ANEW Risk / Return Rank: 15
ANEW Sharpe Ratio Rank: 16
ANEW Sortino Ratio Rank: 15
ANEW Omega Ratio Rank: 15
ANEW Calmar Ratio Rank: 14
ANEW Martin Ratio Rank: 14

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. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	ANEW	HYP	Difference
Sharpe ratio: Return per unit of total volatility	0.46	—	—
Sortino ratio: Return per unit of downside risk	0.73	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.38	—	—
Martin ratio: Return relative to average drawdown	1.08	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ANEW	HYP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.92	-0.64

Drawdowns

ANEW vs. HYP - Drawdown Comparison

The maximum ANEW drawdown since its inception was -39.87%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for ANEW and HYP.

Drawdown Indicators

	ANEW	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-39.87%	-19.58%	-20.29%
Max Drawdown (1Y) Largest decline over 1 year	-16.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.87%	—	—
Current Drawdown Current decline from peak	-3.05%	-2.27%	-0.78%
Average Drawdown Average peak-to-trough decline	-13.37%	-6.45%	-6.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.62%	—	—

Volatility

Volatility by Period

	ANEW	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.19%	41.01%	-27.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.81%	41.01%	-22.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.80%	41.01%	-22.21%

ANEW vs. HYP - Expense Ratio Comparison

ANEW has a 0.45% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

ANEW vs. HYP - Dividend Comparison

ANEW's dividend yield for the trailing twelve months is around 0.61%, more than HYP's 0.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ANEW ProShares MSCI Transformational Changes ETF	0.61%	0.54%	1.08%	0.87%	1.05%	0.24%	0.04%
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ANEW and HYP in my portfolio?

ANEW and HYP have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ANEW or HYP?

On fees, ANEW is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ANEW or HYP?

ANEW is cheaper with a 0.45% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, ANEW or HYP?

ANEW has the higher dividend yield at 0.61%, compared with 0.10% for HYP.

What is the main difference between ANEW and HYP?

They also come from different issuers: ProShares and Golden Eagle. Their fees differ too: 0.45% for ANEW and 0.85% for HYP.