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HDG vs. MKTN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDG vs. MKTN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Hedge Replication (HDG) and Federated Hermes MDT Market Neutral ETF (MKTN). 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 6.40% return, which is significantly higher than MKTN's 1.27% return.


HDG

1D
-0.37%
1M
2.07%
YTD
6.40%
6M
7.00%
1Y
13.22%
3Y*
7.56%
5Y*
3.02%
10Y*
3.91%

MKTN

1D
0.12%
1M
1.01%
YTD
1.27%
6M
4.04%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDG vs. MKTN - Yearly Performance Comparison


Correlation

The correlation between HDG and MKTN is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.03

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Return for Risk

HDG vs. MKTN — Risk / Return Rank

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

HDG
HDG Risk / Return Rank: 7373
Overall Rank
HDG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HDG Sortino Ratio Rank: 7777
Sortino Ratio Rank
HDG Omega Ratio Rank: 7676
Omega Ratio Rank
HDG Calmar Ratio Rank: 6767
Calmar Ratio Rank
HDG Martin Ratio Rank: 7373
Martin Ratio Rank

MKTN
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. MKTN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Hedge Replication (HDG) and Federated Hermes MDT Market Neutral ETF (MKTN). 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.


HDGMKTNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.35

Martin ratioReturn relative to average drawdown

13.81

HDG vs. MKTN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HDGMKTNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.06

-0.63

Drawdowns

HDG vs. MKTN - Drawdown Comparison

The maximum HDG drawdown since its inception was -15.31%, which is greater than MKTN's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for HDG and MKTN.


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Drawdown Indicators


HDGMKTNDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-4.13%

-11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

Current Drawdown

Current decline from peak

-0.37%

-0.65%

+0.28%

Average Drawdown

Average peak-to-trough decline

-2.77%

-1.13%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

HDG vs. MKTN - Volatility Comparison


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Volatility by Period


HDGMKTNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.64%

6.81%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

6.81%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

6.81%

+0.30%

Dividends

HDG vs. MKTN - Dividend Comparison

HDG's dividend yield for the trailing twelve months is around 2.35%, more than MKTN's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
HDG
ProShares Hedge Replication
2.35%2.55%3.50%3.48%0.39%0.00%0.08%1.09%0.51%0.00%0.00%0.00%
MKTN
Federated Hermes MDT Market Neutral ETF
0.50%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDG and MKTN have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDG has the higher dividend yield at 2.35%, compared with 0.50% for MKTN.

They also come from different issuers: ProShares and Federated Hermes.

Portfolio Optimizer

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