PortfoliosLab logoPortfoliosLab logo
CLIX vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLIX vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CLIX achieves a -3.48% return, which is significantly higher than BTAL's -17.58% return.


CLIX

1D
-0.40%
1M
7.04%
6M
-7.16%
YTD
-3.48%
1Y
12.38%
3Y*
16.62%
5Y*
-6.23%
10Y*

BTAL

1D
1.98%
1M
3.22%
6M
-14.80%
YTD
-17.58%
1Y
-28.86%
3Y*
-9.69%
5Y*
-4.64%
10Y*
-4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIX vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLIX
ProShares Long Online/Short Stores ETF
-3.48%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.43%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-17.58%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.68%

Correlation

The correlation between CLIX and BTAL is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.41

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

-0.53

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

-0.62

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

-0.42

The correlation between CLIX and BTAL shifts across timeframes, from -0.62 (5 years) to -0.41 (1 year), reflecting how their relationship changes across market environments.

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

CLIX vs. BTAL — Risk / Return Rank

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

CLIX
CLIX Risk / Return Rank: 1919
Overall Rank
CLIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1919
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1919
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 11
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 11
Sortino Ratio Rank
BTAL Omega Ratio Rank: 11
Omega Ratio Rank
BTAL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

CLIX vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


CLIXBTALDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.11

0.81

+0.30

Calmar ratioReturn relative to maximum drawdown

0.64

-0.84

+1.47

Martin ratioReturn relative to average drawdown

1.56

-1.61

+3.17

CLIX vs. BTAL - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.57, which is higher than the BTAL Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of CLIX and BTAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CLIX vs. BTAL - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, which is greater than BTAL's maximum drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for CLIX and BTAL.


Loading charts...

Drawdown Indicators


CLIXBTALDifference

Max Drawdown

Largest peak-to-trough decline

-73.21%

-52.70%

-20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.57%

-34.61%

+15.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-47.83%

+26.65%

Max Drawdown (5Y)

Largest decline over 5 years

-66.03%

-47.83%

-18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-42.98%

-48.63%

+5.65%

Average Drawdown

Average peak-to-trough decline

-34.81%

-22.15%

-12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

18.00%

-10.06%

Volatility

CLIX vs. BTAL - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 6.10%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 8.77%. This indicates that CLIX experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CLIXBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

8.77%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

17.19%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

23.28%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

19.23%

+7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

17.36%

+8.52%

CLIX vs. BTAL - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

CLIX vs. BTAL - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.54%, less than BTAL's 3.02% yield.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.02%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CLIX
ProShares Long Online/Short Stores ETF
0.54%0.46%0.46%0.00%0.00%0.00%1.33%0.00%0.00%

Frequently Asked Questions


CLIX and BTAL have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (8.77%) compared to CLIX (6.10%). In terms of maximum drawdown, CLIX dropped -73.21% vs BTAL's -52.70%.

On 5-year performance, BTAL leads with -4.64% vs -6.23% for CLIX. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 6.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BTAL has performed better with a -4.64% return vs -6.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLIX is cheaper with a 0.65% expense ratio, compared with 1.40% for BTAL.

BTAL has the higher dividend yield at 3.02%, compared with 0.54% for CLIX.

CLIX is categorized as Long-Short, while BTAL is Equity Market Neutral. They also come from different issuers: ProShares and AGF. Their fees differ too: 0.65% for CLIX and 1.40% for BTAL.

CLIX currently has the higher Sharpe Ratio (0.57 vs -1.25), 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.

Portfolio Optimizer

Find the right allocation for CLIX and BTAL

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