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EQRR vs. FVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQRR vs. FVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Equities for Rising Rates ETF (EQRR) and First Trust Value Line Dividend Index Fund (FVD). The values are adjusted to include any dividend payments, if applicable.

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EQRR vs. FVD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQRR
ProShares Equities for Rising Rates ETF
7.59%15.49%7.69%9.19%2.20%36.11%-10.14%19.57%-18.60%15.64%
FVD
First Trust Value Line Dividend Index Fund
2.84%8.16%10.04%4.11%-5.18%25.08%-0.02%26.58%-3.49%5.67%

Returns By Period

In the year-to-date period, EQRR achieves a 7.59% return, which is significantly higher than FVD's 2.84% return.


EQRR

1D
-0.72%
1M
0.35%
YTD
7.59%
6M
10.49%
1Y
18.38%
3Y*
14.32%
5Y*
10.76%
10Y*

FVD

1D
0.21%
1M
-5.37%
YTD
2.84%
6M
3.48%
1Y
8.25%
3Y*
8.00%
5Y*
6.69%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQRR vs. FVD - Expense Ratio Comparison

EQRR has a 0.35% expense ratio, which is lower than FVD's 0.61% expense ratio.


Return for Risk

EQRR vs. FVD — Risk / Return Rank

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

EQRR
EQRR Risk / Return Rank: 5353
Overall Rank
EQRR Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EQRR Sortino Ratio Rank: 5151
Sortino Ratio Rank
EQRR Omega Ratio Rank: 5757
Omega Ratio Rank
EQRR Calmar Ratio Rank: 4646
Calmar Ratio Rank
EQRR Martin Ratio Rank: 5858
Martin Ratio Rank

FVD
FVD Risk / Return Rank: 3333
Overall Rank
FVD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FVD Sortino Ratio Rank: 3333
Sortino Ratio Rank
FVD Omega Ratio Rank: 3131
Omega Ratio Rank
FVD Calmar Ratio Rank: 3434
Calmar Ratio Rank
FVD Martin Ratio Rank: 3737
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.

EQRR vs. FVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Equities for Rising Rates ETF (EQRR) and First Trust Value Line Dividend Index Fund (FVD). 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.


EQRRFVDDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.66

+0.36

Sortino ratio

Return per unit of downside risk

1.42

1.02

+0.40

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratio

Return relative to maximum drawdown

1.30

0.89

+0.42

Martin ratio

Return relative to average drawdown

6.15

3.53

+2.62

EQRR vs. FVD - Sharpe Ratio Comparison

The current EQRR Sharpe Ratio is 1.02, which is higher than the FVD Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of EQRR and FVD, 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


EQRRFVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.66

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.53

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.58

-0.24

Correlation

The correlation between EQRR and FVD is 0.59, 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

EQRR vs. FVD - Dividend Comparison

EQRR's dividend yield for the trailing twelve months is around 1.43%, less than FVD's 2.30% yield.


TTM20252024202320222021202020192018201720162015
EQRR
ProShares Equities for Rising Rates ETF
1.43%1.70%2.17%2.77%2.34%1.71%2.17%2.05%2.47%0.69%0.00%0.00%
FVD
First Trust Value Line Dividend Index Fund
2.30%2.36%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.34%

Drawdowns

EQRR vs. FVD - Drawdown Comparison

The maximum EQRR drawdown since its inception was -57.93%, which is greater than FVD's maximum drawdown of -51.00%. Use the drawdown chart below to compare losses from any high point for EQRR and FVD.


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Drawdown Indicators


EQRRFVDDifference

Max Drawdown

Largest peak-to-trough decline

-57.93%

-51.00%

-6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-9.29%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-16.41%

-5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

Current Drawdown

Current decline from peak

-1.03%

-5.37%

+4.34%

Average Drawdown

Average peak-to-trough decline

-10.27%

-5.45%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.33%

+0.70%

Volatility

EQRR vs. FVD - Volatility Comparison

ProShares Equities for Rising Rates ETF (EQRR) has a higher volatility of 3.97% compared to First Trust Value Line Dividend Index Fund (FVD) at 3.13%. This indicates that EQRR's price experiences larger fluctuations and is considered to be riskier than FVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQRRFVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.13%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

6.46%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

12.53%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

12.76%

+8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

15.43%

+9.60%