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CLIX vs. HEFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLIX vs. HEFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) and Hedgeye Fourth Turning ETF (HEFT). 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 -6.21% return, which is significantly lower than HEFT's 7.91% return.


CLIX

1D
-2.35%
1M
-6.73%
YTD
-6.21%
6M
-6.37%
1Y
12.94%
3Y*
18.92%
5Y*
-6.40%
10Y*

HEFT

1D
-0.02%
1M
4.12%
YTD
7.91%
6M
7.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIX vs. HEFT - Yearly Performance Comparison


2026 (YTD)2025
CLIX
ProShares Long Online/Short Stores ETF
-6.21%4.36%
HEFT
Hedgeye Fourth Turning ETF
7.91%0.98%

Correlation

The correlation between CLIX and HEFT is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 24, 2025

0.03

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Return for Risk

CLIX vs. HEFT — Risk / Return Rank

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

CLIX
CLIX Risk / Return Rank: 1818
Overall Rank
CLIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1818
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1818
Martin Ratio Rank

HEFT
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. HEFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) and Hedgeye Fourth Turning ETF (HEFT). 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.


CLIXHEFTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.66

Martin ratioReturn relative to average drawdown

1.81

CLIX vs. HEFT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CLIXHEFTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

1.44

-1.27

Drawdowns

CLIX vs. HEFT - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, which is greater than HEFT's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for CLIX and HEFT.


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Drawdown Indicators


CLIXHEFTDifference

Max Drawdown

Largest peak-to-trough decline

-73.21%

-9.17%

-64.04%

Max Drawdown (1Y)

Largest decline over 1 year

-19.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

Max Drawdown (5Y)

Largest decline over 5 years

-68.22%

Current Drawdown

Current decline from peak

-44.59%

-2.64%

-41.95%

Average Drawdown

Average peak-to-trough decline

-34.70%

-3.13%

-31.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

Volatility

CLIX vs. HEFT - Volatility Comparison


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Volatility by Period


CLIXHEFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

12.53%

+8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.94%

12.53%

+14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

12.53%

+13.39%

CLIX vs. HEFT - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is lower than HEFT's 0.70% expense ratio.


Dividends

CLIX vs. HEFT - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.57%, more than HEFT's 0.02% yield.


PositionTTM202520242023202220212020
CLIX
ProShares Long Online/Short Stores ETF
0.57%0.46%0.46%0.00%0.00%0.00%1.33%
HEFT
Hedgeye Fourth Turning ETF
0.02%0.02%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CLIX and HEFT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLIX is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLIX is cheaper with a 0.65% expense ratio, compared with 0.70% for HEFT.

CLIX has the higher dividend yield at 0.57%, compared with 0.02% for HEFT.

They also come from different issuers: ProShares and Hedgeye. Their fees differ too: 0.65% for CLIX and 0.70% for HEFT.

Portfolio Optimizer

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