BRKL vs. SDS
BRKL (Corgi BRKB 2x Daily ETF) and SDS (ProShares UltraShort S&P500) are both Leveraged Equities funds. BRKL is actively managed, while SDS is passively managed. Their 0.11 correlation means their historical movements had little consistent relationship. BRKL charges 0.45%/yr vs 0.91%/yr for SDS.
Performance
BRKL vs. SDS - Performance Comparison
Loading charts...
Returns By Period
BRKL
- 1D
- 0.85%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SDS
- 1D
- -1.30%
- 1M
- -0.07%
- 6M
- -13.26%
- YTD
- -15.25%
- 1Y
- -28.08%
- 3Y*
- -25.42%
- 5Y*
- -20.30%
- 10Y*
- -27.05%
- ALL TIME*
- -24.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $853.16 | $14.75K | $14.75K | |
| $155.74M | $150.04M | $195.27M |
BRKL vs. SDS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BRKL Corgi BRKB 2x Daily ETF | 1.48% |
SDS ProShares UltraShort S&P500 | 1.60% |
Correlation
The correlation between BRKL and SDS is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | 0.11 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BRKL vs. SDS — Risk / Return Rank
BRKL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SDS
BRKL vs. SDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corgi BRKB 2x Daily ETF (BRKL) and ProShares UltraShort S&P500 (SDS). 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.
| BRKL | SDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.84 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.84 | — |
| Martin ratioReturn relative to average drawdown | — | -1.42 | — |
Loading charts...
Drawdowns
BRKL vs. SDS - Drawdown Comparison
The maximum BRKL drawdown since its inception was -7.03%, smaller than the maximum SDS drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for BRKL and SDS.
Loading charts...
Drawdown Indicators
| BRKL | SDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -99.85% | +92.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -30.56% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -68.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -75.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.08% | — |
Current DrawdownCurrent decline from peak | -0.13% | -99.84% | +99.71% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -82.85% | +78.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 18.14% | — |
Volatility
BRKL vs. SDS - Volatility Comparison
Loading charts...
Volatility by Period
| BRKL | SDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.99% | 25.61% | +5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.99% | 33.87% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.99% | 35.84% | -4.85% |
BRKL vs. SDS - Expense Ratio Comparison
BRKL has a 0.45% expense ratio, which is lower than SDS's 0.91% expense ratio.
Dividends
BRKL vs. SDS - Dividend Comparison
BRKL has not paid dividends to shareholders, while SDS's dividend yield for the trailing twelve months is around 5.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BRKL Corgi BRKB 2x Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDS ProShares UltraShort S&P500 | 5.30% | 5.88% | 7.89% | 5.77% | 0.35% | 0.00% | 0.92% | 1.84% | 1.28% | 0.09% |
Frequently Asked Questions
BRKL and SDS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRKL is cheaper with a 0.45% expense ratio, compared with 0.91% for SDS.
SDS has the higher dividend yield at 5.30%, compared with 0.00% for BRKL.
They also come from different issuers: Corgi and ProShares. Their fees differ too: 0.45% for BRKL and 0.91% for SDS.
Find the right allocation for BRKL and SDS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer