EMTY vs. XRT
Compare and contrast key facts about ProShares Decline of the Retail Store ETF (EMTY) and SPDR S&P Retail ETF (XRT).
EMTY and XRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMTY is a passively managed fund by ProShares that tracks the performance of the Solactive-ProShares Bricks and Mortar Retail Store Index (-100%). It was launched on Nov 14, 2017. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. Both EMTY and XRT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMTY or XRT.
Key characteristics
| EMTY | XRT | |
|---|---|---|
| YTD Return | 3.64% | 1.72% |
| 1Y Return | 1.89% | 25.35% |
| 3Y Return (Ann) | -2.01% | -6.26% |
| 5Y Return (Ann) | -14.43% | 11.72% |
| Sharpe Ratio | 0.19 | 1.06 |
| Daily Std Dev | 19.11% | 22.16% |
| Max Drawdown | -76.30% | -65.82% |
| Current Drawdown | -72.53% | -25.96% |
Correlation
The correlation between EMTY and XRT is -0.91. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
EMTY vs. XRT - Performance Comparison
In the year-to-date period, EMTY achieves a 3.64% return, which is significantly higher than XRT's 1.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMTY vs. XRT - Expense Ratio Comparison
EMTY has a 0.66% expense ratio, which is higher than XRT's 0.35% expense ratio.
Risk-Adjusted Performance
EMTY vs. XRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Decline of the Retail Store ETF (EMTY) and SPDR S&P Retail ETF (XRT). 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.
Dividends
EMTY vs. XRT - Dividend Comparison
EMTY's dividend yield for the trailing twelve months is around 4.72%, more than XRT's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMTY ProShares Decline of the Retail Store ETF | 4.72% | 4.41% | 0.65% | 0.00% | 0.07% | 0.82% | 0.62% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% |
XRT SPDR S&P Retail ETF | 1.30% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% | 0.74% | 0.60% |
Drawdowns
EMTY vs. XRT - Drawdown Comparison
The maximum EMTY drawdown since its inception was -76.30%, which is greater than XRT's maximum drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for EMTY and XRT. For additional features, visit the drawdowns tool.
Volatility
EMTY vs. XRT - Volatility Comparison
The current volatility for ProShares Decline of the Retail Store ETF (EMTY) is 4.75%, while SPDR S&P Retail ETF (XRT) has a volatility of 5.46%. This indicates that EMTY experiences smaller price fluctuations and is considered to be less risky than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.