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FEUS vs. SCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUS vs. SCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and ProShares UltraShort Consumer Services (SCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEUS achieves a 7.39% return, which is significantly lower than SCC's 8.21% return.


FEUS

1D
-1.00%
1M
-1.59%
YTD
7.39%
6M
6.58%
1Y
22.36%
3Y*
18.61%
5Y*
10Y*

SCC

1D
2.43%
1M
8.97%
YTD
8.21%
6M
13.36%
1Y
-12.48%
3Y*
-21.64%
5Y*
-14.17%
10Y*
-24.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUS vs. SCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
7.39%14.67%23.10%25.54%-19.10%9.37%
SCC
ProShares UltraShort Consumer Services
8.21%-18.97%-36.01%-44.34%64.09%-7.08%

Correlation

The correlation between FEUS and SCC is -0.79, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.79

Correlation (3Y)
Calculated over the trailing 3-year period

-0.83

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

-0.86

The correlation between FEUS and SCC has been stable across timeframes, ranging from -0.86 to -0.79 - a consistent structural relationship.

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Return for Risk

FEUS vs. SCC — Risk / Return Rank

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

FEUS
FEUS Risk / Return Rank: 5656
Overall Rank
FEUS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FEUS Sortino Ratio Rank: 5656
Sortino Ratio Rank
FEUS Omega Ratio Rank: 5656
Omega Ratio Rank
FEUS Calmar Ratio Rank: 5252
Calmar Ratio Rank
FEUS Martin Ratio Rank: 5959
Martin Ratio Rank

SCC
SCC Risk / Return Rank: 66
Overall Rank
SCC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SCC Sortino Ratio Rank: 66
Sortino Ratio Rank
SCC Omega Ratio Rank: 66
Omega Ratio Rank
SCC Calmar Ratio Rank: 55
Calmar Ratio Rank
SCC Martin Ratio Rank: 66
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.

FEUS vs. SCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and ProShares UltraShort Consumer Services (SCC). 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.


FEUSSCCDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.32

0.97

+0.35

Calmar ratioReturn relative to maximum drawdown

2.35

-0.47

+2.83

Martin ratioReturn relative to average drawdown

9.70

-0.72

+10.43

FEUS vs. SCC - Sharpe Ratio Comparison

The current FEUS Sharpe Ratio is 1.79, which is higher than the SCC Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of FEUS and SCC, 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

FEUS vs. SCC - Drawdown Comparison

The maximum FEUS drawdown since its inception was -25.31%, smaller than the maximum SCC drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for FEUS and SCC.


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Drawdown Indicators


FEUSSCCDifference

Max Drawdown

Largest peak-to-trough decline

-25.31%

-99.92%

+74.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-26.45%

+16.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-67.10%

+47.63%

Max Drawdown (5Y)

Largest decline over 5 years

-77.34%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

Current Drawdown

Current decline from peak

-3.37%

-99.90%

+96.53%

Average Drawdown

Average peak-to-trough decline

-6.31%

-85.97%

+79.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

17.30%

-14.99%

Volatility

FEUS vs. SCC - Volatility Comparison

The current volatility for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) is 4.55%, while ProShares UltraShort Consumer Services (SCC) has a volatility of 12.97%. This indicates that FEUS experiences smaller price fluctuations and is considered to be less risky than SCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUSSCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

12.97%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

27.84%

-17.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

37.09%

-24.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

44.20%

-27.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

39.67%

-22.64%

FEUS vs. SCC - Expense Ratio Comparison

FEUS has a 0.09% expense ratio, which is lower than SCC's 0.95% expense ratio.


Dividends

FEUS vs. SCC - Dividend Comparison

FEUS's dividend yield for the trailing twelve months is around 1.01%, less than SCC's 4.35% yield.


PositionTTM20252024202320222021202020192018
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
1.01%1.06%1.15%1.41%1.48%0.36%0.00%0.00%0.00%
SCC
ProShares UltraShort Consumer Services
4.35%4.87%7.46%4.53%0.53%0.00%0.06%2.67%0.86%

Frequently Asked Questions


FEUS and SCC have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCC has higher volatility (12.97%) compared to FEUS (4.55%). In terms of maximum drawdown, FEUS dropped -25.31% vs SCC's -99.92%.

On 3-year performance, FEUS leads with 18.61% vs -21.64% for SCC. On fees, FEUS is cheaper at 0.09% per year. On volatility, FEUS has been the lower-risk option at 4.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FEUS has performed better with a 18.61% return vs -21.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEUS is cheaper with a 0.09% expense ratio, compared with 0.95% for SCC.

SCC has the higher dividend yield at 4.35%, compared with 1.01% for FEUS.

FEUS is categorized as Large Cap Blend Equities, while SCC is Leveraged Equities. FEUS tracks Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross, while SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%). They also come from different issuers: FlexShares and ProShares. Their fees differ too: 0.09% for FEUS and 0.95% for SCC.

FEUS currently has the higher Sharpe Ratio (1.79 vs -0.34), 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

Find the right allocation for FEUS and SCC

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