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EQRR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EQRR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Equities for Rising Rates ETF (EQRR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.52%
12.85%
EQRR
VOO

Returns By Period

In the year-to-date period, EQRR achieves a 17.25% return, which is significantly lower than VOO's 26.16% return.


EQRR

YTD

17.25%

1M

5.80%

6M

6.90%

1Y

26.75%

5Y (annualized)

11.69%

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


EQRRVOO
Sharpe Ratio1.882.70
Sortino Ratio2.753.60
Omega Ratio1.341.50
Calmar Ratio2.453.90
Martin Ratio6.0117.65
Ulcer Index4.39%1.86%
Daily Std Dev14.07%12.19%
Max Drawdown-57.92%-33.99%
Current Drawdown0.00%-0.86%

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EQRR vs. VOO - Expense Ratio Comparison

EQRR has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


EQRR
ProShares Equities for Rising Rates ETF
Expense ratio chart for EQRR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.6

The correlation between EQRR and VOO is 0.56, 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.

Risk-Adjusted Performance

EQRR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Equities for Rising Rates ETF (EQRR) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for EQRR, currently valued at 1.92, compared to the broader market0.002.004.001.922.70
The chart of Sortino ratio for EQRR, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.002.803.60
The chart of Omega ratio for EQRR, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.50
The chart of Calmar ratio for EQRR, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.503.90
The chart of Martin ratio for EQRR, currently valued at 6.13, compared to the broader market0.0020.0040.0060.0080.00100.006.1317.65
EQRR
VOO

The current EQRR Sharpe Ratio is 1.88, which is lower than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of EQRR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.92
2.70
EQRR
VOO

Dividends

EQRR vs. VOO - Dividend Comparison

EQRR's dividend yield for the trailing twelve months is around 2.32%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
EQRR
ProShares Equities for Rising Rates ETF
2.32%2.76%2.34%1.71%2.17%2.05%2.47%0.69%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EQRR vs. VOO - Drawdown Comparison

The maximum EQRR drawdown since its inception was -57.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EQRR and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.86%
EQRR
VOO

Volatility

EQRR vs. VOO - Volatility Comparison

ProShares Equities for Rising Rates ETF (EQRR) has a higher volatility of 5.46% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that EQRR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.46%
3.99%
EQRR
VOO