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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.

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Returns By Period

In the year-to-date period, CLIX achieves a -8.57% return, which is significantly higher than BTAL's -21.75% return.


CLIX

1D
0.70%
1M
-5.51%
YTD
-8.57%
6M
-8.64%
1Y
9.82%
3Y*
17.63%
5Y*
-7.82%
10Y*

BTAL

1D
3.11%
1M
-7.70%
YTD
-21.75%
6M
-20.50%
1Y
-36.96%
3Y*
-13.01%
5Y*
-5.21%
10Y*
-5.50%
*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
-8.57%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
-21.75%-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 -0.44, 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

-0.44

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

-0.55

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 -0.42 (all time), reflecting how their relationship changes across market environments.

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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: 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

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

+2.08

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.09

0.74

+0.36

Calmar ratioReturn relative to maximum drawdown

0.50

-0.98

+1.48

Martin ratioReturn relative to average drawdown

1.29

-1.85

+3.14

CLIX vs. BTAL - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.46, which is higher than the BTAL Sharpe Ratio of -1.62. 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.


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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.


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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%

-37.81%

+18.24%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-47.83%

+26.65%

Max Drawdown (5Y)

Largest decline over 5 years

-68.22%

-47.83%

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-45.99%

-51.23%

+5.24%

Average Drawdown

Average peak-to-trough decline

-34.75%

-22.05%

-12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

21.21%

-13.60%

Volatility

CLIX vs. BTAL - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 6.64%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 9.28%. 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.


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Volatility by Period


CLIXBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

9.28%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

16.73%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

22.83%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.05%

19.10%

+7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

17.36%

+8.56%

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 0.58%, less than BTAL's 3.18% yield.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CLIX
ProShares Long Online/Short Stores ETF
0.58%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 -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (9.28%) compared to CLIX (6.64%). In terms of maximum drawdown, CLIX dropped -73.21% vs BTAL's -52.70%.

On 5-year performance, BTAL leads with -5.21% vs -7.82% for CLIX. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 6.64%. 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 -5.21% return vs -7.82%. 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 3.18%, compared with 0.58% 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 (0.46 vs -1.62), 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

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