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EMTY vs. VSDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMTY vs. VSDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Decline of the Retail Store ETF (EMTY) and VictoryShares Dividend Accelerator ETF (VSDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMTY achieves a -2.27% return, which is significantly lower than VSDA's 13.64% return.


EMTY

1D
0.53%
1M
-0.72%
6M
2.65%
YTD
-2.27%
1Y
-0.27%
3Y*
-3.37%
5Y*
-3.08%
10Y*
ALL TIME*
-11.36%

VSDA

1D
-0.29%
1M
0.10%
6M
7.03%
YTD
13.64%
1Y
16.75%
3Y*
10.52%
5Y*
7.82%
10Y*
ALL TIME*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.44K$30.35K$49.16K
$277.58K$512.78K$510.25K

EMTY vs. VSDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMTY
ProShares Decline of the Retail Store ETF
-2.27%-1.76%-4.13%0.27%4.32%-37.39%-31.92%-8.65%11.16%-15.97%
VSDA
VictoryShares Dividend Accelerator ETF
13.64%6.67%9.40%8.74%-4.42%21.95%12.72%31.39%-1.40%6.60%

Correlation

The correlation between EMTY and VSDA is -0.74, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.74

Correlation (3Y)
Balances recent behavior with more history.

-0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.72

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

-0.65

The correlation between EMTY and VSDA has been stable across timeframes, ranging from -0.74 to -0.65 - a consistent structural relationship.

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Return for Risk

EMTY vs. VSDA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 1010
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
Martin Ratio Rank

VSDA
VSDA Risk / Return Rank: 5454
Overall Rank
VSDA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VSDA Sortino Ratio Rank: 6666
Sortino Ratio Rank
VSDA Omega Ratio Rank: 5454
Omega Ratio Rank
VSDA Calmar Ratio Rank: 4848
Calmar Ratio Rank
VSDA Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EMTY vs. VSDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Decline of the Retail Store ETF (EMTY) and VictoryShares Dividend Accelerator ETF (VSDA). 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.


EMTYVSDADifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.01

1.24

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.04

1.74

-1.78

Martin ratioReturn relative to average drawdown

-0.09

4.37

-4.46

EMTY vs. VSDA - Sharpe Ratio Comparison

The current EMTY Sharpe Ratio is -0.03, which is lower than the VSDA Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EMTY and VSDA, 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

EMTY vs. VSDA - Drawdown Comparison

The maximum EMTY drawdown since its inception was -77.62%, which is greater than VSDA's maximum drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for EMTY and VSDA.


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Drawdown Indicators


EMTYVSDADifference

Max Drawdown

Largest peak-to-trough decline

-77.62%

-32.12%

-45.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-9.44%

-4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

-15.54%

-15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-16.14%

-14.69%

Current Drawdown

Current decline from peak

-75.61%

-1.97%

-73.64%

Average Drawdown

Average peak-to-trough decline

-54.65%

-3.60%

-51.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

3.75%

+2.79%

Volatility

EMTY vs. VSDA - Volatility Comparison

ProShares Decline of the Retail Store ETF (EMTY) has a higher volatility of 6.54% compared to VictoryShares Dividend Accelerator ETF (VSDA) at 4.48%. This indicates that EMTY's price experiences larger fluctuations and is considered to be riskier than VSDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMTYVSDADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

4.48%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

8.95%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

11.62%

+6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

14.13%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.60%

16.54%

+9.06%

EMTY vs. VSDA - Expense Ratio Comparison

EMTY has a 0.66% expense ratio, which is higher than VSDA's 0.35% expense ratio.


Dividends

EMTY vs. VSDA - Dividend Comparison

EMTY's dividend yield for the trailing twelve months is around 3.33%, more than VSDA's 2.44% yield.


PositionTTM202520242023202220212020201920182017
EMTY
ProShares Decline of the Retail Store ETF
3.33%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%
VSDA
VictoryShares Dividend Accelerator ETF
2.44%2.65%2.36%1.92%1.83%1.40%1.49%1.36%1.69%1.23%

Frequently Asked Questions


EMTY and VSDA have a correlation of -0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMTY has higher volatility (6.54%) compared to VSDA (4.48%). In terms of maximum drawdown, EMTY dropped -77.62% vs VSDA's -32.12%.

On 5-year performance, VSDA leads with 7.82% vs -3.08% for EMTY. On fees, VSDA is cheaper at 0.35% per year. On volatility, VSDA has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VSDA has performed better with a 7.82% return vs -3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VSDA is cheaper with a 0.35% expense ratio, compared with 0.66% for EMTY.

EMTY has the higher dividend yield at 3.33%, compared with 2.44% for VSDA.

EMTY is categorized as Inverse Equities, while VSDA is Large Cap Growth Equities. EMTY tracks Solactive-ProShares Bricks and Mortar Retail Store Index (-100%), while VSDA tracks Nasdaq Victory Dividend Accelerator Index. They also come from different issuers: ProShares and Crestview. Their fees differ too: 0.66% for EMTY and 0.35% for VSDA.

VSDA currently has the higher Sharpe Ratio (1.42 vs -0.03), 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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