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HDG vs. GURU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDG vs. GURU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Hedge Replication (HDG) and Global X Guru Index ETF (GURU). The values are adjusted to include any dividend payments, if applicable.

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HDG vs. GURU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDG
ProShares Hedge Replication
0.79%7.18%5.12%7.14%-8.48%2.97%7.45%9.58%-4.52%5.59%
GURU
Global X Guru Index ETF
-4.73%25.43%23.76%19.28%-27.94%8.19%25.27%30.99%-6.56%24.26%

Returns By Period

In the year-to-date period, HDG achieves a 0.79% return, which is significantly higher than GURU's -4.73% return. Over the past 10 years, HDG has underperformed GURU with an annualized return of 3.45%, while GURU has yielded a comparatively higher 11.03% annualized return.


HDG

1D
0.31%
1M
-1.59%
YTD
0.79%
6M
2.49%
1Y
8.76%
3Y*
5.86%
5Y*
2.03%
10Y*
3.45%

GURU

1D
1.18%
1M
-3.90%
YTD
-4.73%
6M
-0.37%
1Y
22.26%
3Y*
19.55%
5Y*
5.18%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDG vs. GURU - Expense Ratio Comparison

HDG has a 0.95% expense ratio, which is higher than GURU's 0.75% expense ratio.


Return for Risk

HDG vs. GURU — Risk / Return Rank

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

HDG
HDG Risk / Return Rank: 6969
Overall Rank
HDG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HDG Sortino Ratio Rank: 7171
Sortino Ratio Rank
HDG Omega Ratio Rank: 6868
Omega Ratio Rank
HDG Calmar Ratio Rank: 6767
Calmar Ratio Rank
HDG Martin Ratio Rank: 6868
Martin Ratio Rank

GURU
GURU Risk / Return Rank: 6060
Overall Rank
GURU Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GURU Sortino Ratio Rank: 6262
Sortino Ratio Rank
GURU Omega Ratio Rank: 6060
Omega Ratio Rank
GURU Calmar Ratio Rank: 6060
Calmar Ratio Rank
GURU Martin Ratio Rank: 6060
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. GURU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Hedge Replication (HDG) and Global X Guru Index ETF (GURU). 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.


HDGGURUDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.10

+0.17

Sortino ratio

Return per unit of downside risk

1.83

1.64

+0.19

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

1.80

1.64

+0.17

Martin ratio

Return relative to average drawdown

7.31

6.33

+0.98

HDG vs. GURU - Sharpe Ratio Comparison

The current HDG Sharpe Ratio is 1.27, which is comparable to the GURU Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of HDG and GURU, 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


HDGGURUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.10

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.26

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.55

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Correlation

The correlation between HDG and GURU is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HDG vs. GURU - Dividend Comparison

HDG's dividend yield for the trailing twelve months is around 2.48%, more than GURU's 0.12% yield.


TTM20252024202320222021202020192018201720162015
HDG
ProShares Hedge Replication
2.48%2.55%3.50%3.48%0.39%0.00%0.08%1.09%0.51%0.00%0.00%0.00%
GURU
Global X Guru Index ETF
0.12%0.11%0.17%0.57%0.22%0.09%2.75%0.35%0.54%0.54%0.22%0.47%

Drawdowns

HDG vs. GURU - Drawdown Comparison

The maximum HDG drawdown since its inception was -15.31%, smaller than the maximum GURU drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for HDG and GURU.


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Drawdown Indicators


HDGGURUDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-38.50%

+23.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-13.33%

+8.48%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-38.50%

+23.19%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

-38.50%

+23.19%

Current Drawdown

Current decline from peak

-2.44%

-7.19%

+4.75%

Average Drawdown

Average peak-to-trough decline

-2.80%

-8.75%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

3.45%

-2.25%

Volatility

HDG vs. GURU - Volatility Comparison

The current volatility for ProShares Hedge Replication (HDG) is 2.50%, while Global X Guru Index ETF (GURU) has a volatility of 6.75%. This indicates that HDG experiences smaller price fluctuations and is considered to be less risky than GURU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDGGURUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

6.75%

-4.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

11.71%

-7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

20.27%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

20.27%

-13.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

20.08%

-13.00%