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HDG vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDG vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Hedge Replication (HDG) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDG achieves a 6.42% return, which is significantly higher than BTAL's -17.44% return. Over the past 10 years, HDG has outperformed BTAL with an annualized return of 3.85%, while BTAL has yielded a comparatively lower -4.73% annualized return.


HDG

1D
-0.66%
1M
-0.28%
6M
4.61%
YTD
6.42%
1Y
11.62%
3Y*
7.10%
5Y*
3.33%
10Y*
3.85%

BTAL

1D
2.68%
1M
5.41%
6M
-14.66%
YTD
-17.44%
1Y
-28.44%
3Y*
-9.44%
5Y*
-4.93%
10Y*
-4.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDG vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDG
ProShares Hedge Replication
6.42%7.18%5.12%7.14%-8.48%2.97%7.45%9.58%-4.52%5.59%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-17.44%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between HDG and BTAL is -0.74, 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

-0.74

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

-0.67

Correlation (5Y)
Calculated over the trailing 5-year period

-0.66

Correlation (10Y)
Calculated over the trailing 10-year period

-0.59

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.53

Over the past year, the inverse relationship between HDG and BTAL has strengthened: their correlation has moved from -0.53 to -0.74, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

HDG vs. BTAL — Risk / Return Rank

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

HDG
HDG Risk / Return Rank: 7474
Overall Rank
HDG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HDG Sortino Ratio Rank: 7474
Sortino Ratio Rank
HDG Omega Ratio Rank: 7575
Omega Ratio Rank
HDG Calmar Ratio Rank: 7373
Calmar Ratio Rank
HDG Martin Ratio Rank: 7878
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 11
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 11
Sortino Ratio Rank
BTAL Omega Ratio Rank: 11
Omega Ratio Rank
BTAL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

HDG vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Hedge Replication (HDG) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


HDGBTALDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+4.47

Omega ratioGain probability vs. loss probability

1.35

0.81

+0.54

Calmar ratioReturn relative to maximum drawdown

2.94

-0.83

+3.76

Martin ratioReturn relative to average drawdown

11.54

-1.56

+13.10

HDG vs. BTAL - Sharpe Ratio Comparison

The current HDG Sharpe Ratio is 1.84, which is higher than the BTAL Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of HDG and BTAL, 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

HDG vs. BTAL - Drawdown Comparison

The maximum HDG drawdown since its inception was -15.31%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for HDG and BTAL.


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Drawdown Indicators


HDGBTALDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-52.70%

+37.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-34.57%

+30.60%

Max Drawdown (3Y)

Largest decline over 3 years

-7.20%

-47.83%

+40.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-47.83%

+32.52%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

-52.70%

+37.39%

Current Drawdown

Current decline from peak

-1.29%

-48.54%

+47.25%

Average Drawdown

Average peak-to-trough decline

-2.76%

-22.17%

+19.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

18.24%

-17.23%

Volatility

HDG vs. BTAL - Volatility Comparison

The current volatility for ProShares Hedge Replication (HDG) is 2.10%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 7.79%. This indicates that HDG experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDGBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

7.79%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.41%

17.46%

-12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

23.44%

-17.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

19.27%

-12.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

17.39%

-10.28%

HDG vs. BTAL - Expense Ratio Comparison

HDG has a 0.95% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

HDG vs. BTAL - Dividend Comparison

HDG's dividend yield for the trailing twelve months is around 2.38%, less than BTAL's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.01%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
HDG
ProShares Hedge Replication
2.38%2.55%3.50%3.48%0.39%0.00%0.08%1.09%0.51%0.00%0.00%0.00%

Frequently Asked Questions


HDG and BTAL 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.

BTAL has higher volatility (7.79%) compared to HDG (2.10%). In terms of maximum drawdown, HDG dropped -15.31% vs BTAL's -52.70%.

On 10-year performance, HDG leads with 3.85% vs -4.73% for BTAL. On fees, HDG is cheaper at 0.95% per year. On volatility, HDG has been the lower-risk option at 2.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HDG has performed better with a 3.85% return vs -4.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDG is cheaper with a 0.95% expense ratio, compared with 1.40% for BTAL.

BTAL has the higher dividend yield at 3.01%, compared with 2.38% for HDG.

HDG is categorized as Long-Short, while BTAL is Equity Market Neutral. They also come from different issuers: ProShares and AGF. Their fees differ too: 0.95% for HDG and 1.40% for BTAL.

HDG currently has the higher Sharpe Ratio (1.84 vs -1.22), 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.

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