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CLIX vs. GREK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLIX and GREK is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CLIX vs. GREK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) and Global X MSCI Greece ETF (GREK). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
17.94%
88.25%
CLIX
GREK

Key characteristics

Sharpe Ratio

CLIX:

1.24

GREK:

0.58

Sortino Ratio

CLIX:

1.76

GREK:

0.88

Omega Ratio

CLIX:

1.22

GREK:

1.12

Calmar Ratio

CLIX:

0.34

GREK:

0.26

Martin Ratio

CLIX:

5.59

GREK:

2.07

Ulcer Index

CLIX:

4.03%

GREK:

5.16%

Daily Std Dev

CLIX:

18.08%

GREK:

18.36%

Max Drawdown

CLIX:

-73.21%

GREK:

-79.50%

Current Drawdown

CLIX:

-54.83%

GREK:

-34.26%

Returns By Period

In the year-to-date period, CLIX achieves a 22.62% return, which is significantly higher than GREK's 10.32% return.


CLIX

YTD

22.62%

1M

-0.79%

6M

11.23%

1Y

19.15%

5Y*

-0.61%

10Y*

N/A

GREK

YTD

10.32%

1M

5.43%

6M

2.37%

1Y

8.63%

5Y*

9.14%

10Y*

1.76%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLIX vs. GREK - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is higher than GREK's 0.58% expense ratio.


CLIX
ProShares Long Online/Short Stores ETF
Expense ratio chart for CLIX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for GREK: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

CLIX vs. GREK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) and Global X MSCI Greece ETF (GREK). 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.


Sharpe ratio
The chart of Sharpe ratio for CLIX, currently valued at 1.24, compared to the broader market0.002.004.001.240.58
The chart of Sortino ratio for CLIX, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.001.760.88
The chart of Omega ratio for CLIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.12
The chart of Calmar ratio for CLIX, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.340.82
The chart of Martin ratio for CLIX, currently valued at 5.59, compared to the broader market0.0020.0040.0060.0080.00100.005.592.07
CLIX
GREK

The current CLIX Sharpe Ratio is 1.24, which is higher than the GREK Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of CLIX and GREK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.24
0.58
CLIX
GREK

Dividends

CLIX vs. GREK - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.45%, less than GREK's 2.14% yield.


TTM20232022202120202019201820172016201520142013
CLIX
ProShares Long Online/Short Stores ETF
0.45%0.00%0.00%0.00%1.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GREK
Global X MSCI Greece ETF
2.14%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%0.97%0.12%

Drawdowns

CLIX vs. GREK - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, smaller than the maximum GREK drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for CLIX and GREK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.83%
-7.53%
CLIX
GREK

Volatility

CLIX vs. GREK - Volatility Comparison

ProShares Long Online/Short Stores ETF (CLIX) has a higher volatility of 5.55% compared to Global X MSCI Greece ETF (GREK) at 4.68%. This indicates that CLIX's price experiences larger fluctuations and is considered to be riskier than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.55%
4.68%
CLIX
GREK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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