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CLIX vs. BWET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLIX vs. BWET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) and Breakwave Tanker Shipping ETF (BWET). 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 -9.21% return, which is significantly lower than BWET's 1,030.31% return.


CLIX

1D
-2.78%
1M
-6.17%
YTD
-9.21%
6M
-9.14%
1Y
8.03%
3Y*
17.35%
5Y*
-7.74%
10Y*

BWET

1D
2.73%
1M
25.30%
YTD
1,030.31%
6M
892.97%
1Y
1,640.62%
3Y*
128.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIX vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
CLIX
ProShares Long Online/Short Stores ETF
-9.21%32.81%20.73%26.99%
BWET
Breakwave Tanker Shipping ETF
1,030.31%96.22%-39.21%14.13%

Correlation

The correlation between CLIX and BWET is -0.16, 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

-0.16

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

-0.03

Correlation (All Time)
Calculated using the full available price history since May 3, 2023

-0.02

The correlation between CLIX and BWET shifts across timeframes, from -0.16 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CLIX vs. BWET — Risk / Return Rank

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

CLIX
CLIX Risk / Return Rank: 1313
Overall Rank
CLIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1313
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1313
Martin Ratio Rank

BWET
BWET Risk / Return Rank: 9898
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9797
Sortino Ratio Rank
BWET Omega Ratio Rank: 9797
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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. BWET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) and Breakwave Tanker Shipping ETF (BWET). 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.


CLIXBWETDifference
Sharpe ratioReturn per unit of total volatility

-16.51

Sortino ratioReturn per unit of downside risk

-5.71

Omega ratioGain probability vs. loss probability

1.08

1.92

-0.84

Calmar ratioReturn relative to maximum drawdown

0.41

54.19

-53.78

Martin ratioReturn relative to average drawdown

1.06

142.88

-141.82

CLIX vs. BWET - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.38, which is lower than the BWET Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of CLIX and BWET, 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. BWET - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, which is greater than BWET's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for CLIX and BWET.


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Drawdown Indicators


CLIXBWETDifference

Max Drawdown

Largest peak-to-trough decline

-73.21%

-56.90%

-16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-19.57%

-30.64%

+11.07%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-56.81%

+35.63%

Max Drawdown (5Y)

Largest decline over 5 years

-68.22%

Current Drawdown

Current decline from peak

-46.37%

0.00%

-46.37%

Average Drawdown

Average peak-to-trough decline

-34.75%

-23.78%

-10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

11.60%

-4.03%

Volatility

CLIX vs. BWET - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 6.59%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 25.51%. This indicates that CLIX experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLIXBWETDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

25.51%

-18.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

88.96%

-72.60%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

98.53%

-77.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.05%

70.43%

-43.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

70.43%

-44.51%

CLIX vs. BWET - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is lower than BWET's 3.50% expense ratio.


Dividends

CLIX vs. BWET - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.59%, while BWET has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CLIX
ProShares Long Online/Short Stores ETF
0.59%0.46%0.46%0.00%0.00%0.00%1.33%

Frequently Asked Questions


CLIX and BWET have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWET has higher volatility (25.51%) compared to CLIX (6.59%). In terms of maximum drawdown, CLIX dropped -73.21% vs BWET's -56.90%.

On 3-year performance, BWET leads with 128.11% vs 17.35% for CLIX. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 6.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BWET has performed better with a 128.11% return vs 17.35%. 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 3.50% for BWET.

CLIX has the higher dividend yield at 0.59%, compared with 0.00% for BWET.

CLIX is categorized as Long-Short, while BWET is Commodities. CLIX tracks ProShares Long Online/Short Stores Index, while BWET tracks Breakwave Wet Freight Futures Index. They also come from different issuers: ProShares and Amplify. Their fees differ too: 0.65% for CLIX and 3.50% for BWET.

BWET currently has the higher Sharpe Ratio (16.89 vs 0.38), 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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