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DOG vs. SHRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOG vs. SHRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Dow30 (DOG) and Gotham Short Strategies ETF (SHRT). The values are adjusted to include any dividend payments, if applicable.

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DOG vs. SHRT - Yearly Performance Comparison


2026 (YTD)202520242023
DOG
ProShares Short Dow30
4.40%-8.40%-5.62%-8.68%
SHRT
Gotham Short Strategies ETF
-2.73%-0.91%-1.44%-5.83%

Returns By Period

In the year-to-date period, DOG achieves a 4.40% return, which is significantly higher than SHRT's -2.73% return.


DOG

1D
-2.44%
1M
5.84%
YTD
4.40%
6M
1.88%
1Y
-6.66%
3Y*
-5.84%
5Y*
-4.72%
10Y*
-10.49%

SHRT

1D
-1.51%
1M
4.54%
YTD
-2.73%
6M
-1.63%
1Y
-8.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOG vs. SHRT - Expense Ratio Comparison

DOG has a 0.95% expense ratio, which is lower than SHRT's 1.35% expense ratio.


Return for Risk

DOG vs. SHRT — Risk / Return Rank

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

DOG
DOG Risk / Return Rank: 66
Overall Rank
DOG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 55
Sortino Ratio Rank
DOG Omega Ratio Rank: 44
Omega Ratio Rank
DOG Calmar Ratio Rank: 77
Calmar Ratio Rank
DOG Martin Ratio Rank: 88
Martin Ratio Rank

SHRT
SHRT Risk / Return Rank: 33
Overall Rank
SHRT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SHRT Sortino Ratio Rank: 22
Sortino Ratio Rank
SHRT Omega Ratio Rank: 33
Omega Ratio Rank
SHRT Calmar Ratio Rank: 44
Calmar Ratio Rank
SHRT Martin Ratio Rank: 55
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.

DOG vs. SHRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) and Gotham Short Strategies ETF (SHRT). 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.


DOGSHRTDifference

Sharpe ratio

Return per unit of total volatility

-0.40

-0.61

+0.21

Sortino ratio

Return per unit of downside risk

-0.45

-0.84

+0.39

Omega ratio

Gain probability vs. loss probability

0.94

0.91

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.34

-0.49

+0.15

Martin ratio

Return relative to average drawdown

-0.46

-0.89

+0.43

DOG vs. SHRT - Sharpe Ratio Comparison

The current DOG Sharpe Ratio is -0.40, which is higher than the SHRT Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of DOG and SHRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DOGSHRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.61

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.36

-0.19

Correlation

The correlation between DOG and SHRT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DOG vs. SHRT - Dividend Comparison

DOG's dividend yield for the trailing twelve months is around 3.21%, more than SHRT's 0.07% yield.


TTM202520242023202220212020201920182017
DOG
ProShares Short Dow30
3.21%3.65%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.04%
SHRT
Gotham Short Strategies ETF
0.07%0.07%0.85%0.27%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DOG vs. SHRT - Drawdown Comparison

The maximum DOG drawdown since its inception was -92.59%, which is greater than SHRT's maximum drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for DOG and SHRT.


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Drawdown Indicators


DOGSHRTDifference

Max Drawdown

Largest peak-to-trough decline

-92.59%

-18.97%

-73.62%

Max Drawdown (1Y)

Largest decline over 1 year

-22.70%

-17.65%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-33.06%

Max Drawdown (10Y)

Largest decline over 10 years

-70.38%

Current Drawdown

Current decline from peak

-91.95%

-12.77%

-79.18%

Average Drawdown

Average peak-to-trough decline

-66.16%

-7.21%

-58.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

9.62%

+6.86%

Volatility

DOG vs. SHRT - Volatility Comparison

The current volatility for ProShares Short Dow30 (DOG) is 5.00%, while Gotham Short Strategies ETF (SHRT) has a volatility of 6.06%. This indicates that DOG experiences smaller price fluctuations and is considered to be less risky than SHRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOGSHRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

6.06%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

10.51%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

14.59%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

12.66%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

12.66%

+4.80%