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HDGE vs. EMTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDGE vs. EMTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Ranger Equity Bear ETF (HDGE) and ProShares Decline of the Retail Store ETF (EMTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDGE achieves a 5.43% return, which is significantly higher than EMTY's 1.09% return.


HDGE

1D
2.55%
1M
-2.09%
YTD
5.43%
6M
5.59%
1Y
-0.65%
3Y*
-5.06%
5Y*
-2.89%
10Y*
-14.77%

EMTY

1D
-0.32%
1M
1.81%
YTD
1.09%
6M
3.80%
1Y
1.60%
3Y*
-4.69%
5Y*
-2.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDGE vs. EMTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDGE
AdvisorShares Ranger Equity Bear ETF
5.43%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-5.31%
EMTY
ProShares Decline of the Retail Store ETF
1.09%-1.76%-4.13%0.27%4.32%-37.39%-31.92%-8.65%11.16%-14.16%

Correlation

The correlation between HDGE and EMTY is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.70

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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2017

0.71

The correlation between HDGE and EMTY has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

HDGE vs. EMTY — Risk / Return Rank

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

HDGE
HDGE Risk / Return Rank: 88
Overall Rank
HDGE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 88
Sortino Ratio Rank
HDGE Omega Ratio Rank: 88
Omega Ratio Rank
HDGE Calmar Ratio Rank: 88
Calmar Ratio Rank
HDGE Martin Ratio Rank: 88
Martin Ratio Rank

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 99
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
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.

HDGE vs. EMTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) and ProShares Decline of the Retail Store ETF (EMTY). 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.


HDGEEMTYDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.01

1.03

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.05

0.11

-0.17

Martin ratioReturn relative to average drawdown

-0.11

0.20

-0.30

HDGE vs. EMTY - Sharpe Ratio Comparison

The current HDGE Sharpe Ratio is -0.04, which is lower than the EMTY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HDGE and EMTY, 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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Sharpe Ratios by Period


HDGEEMTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.09

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.13

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

-0.43

-0.24

Drawdowns

HDGE vs. EMTY - Drawdown Comparison

The maximum HDGE drawdown since its inception was -93.88%, which is greater than EMTY's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for HDGE and EMTY.


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Drawdown Indicators


HDGEEMTYDifference

Max Drawdown

Largest peak-to-trough decline

-93.88%

-77.62%

-16.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-14.00%

+1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-30.83%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-30.83%

-12.14%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

Current Drawdown

Current decline from peak

-93.08%

-74.77%

-18.31%

Average Drawdown

Average peak-to-trough decline

-70.11%

-54.01%

-16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

8.11%

-1.95%

Volatility

HDGE vs. EMTY - Volatility Comparison

AdvisorShares Ranger Equity Bear ETF (HDGE) has a higher volatility of 6.41% compared to ProShares Decline of the Retail Store ETF (EMTY) at 6.00%. This indicates that HDGE's price experiences larger fluctuations and is considered to be riskier than EMTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDGEEMTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.00%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

12.40%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

17.71%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.18%

22.36%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

25.67%

-2.11%

HDGE vs. EMTY - Expense Ratio Comparison

HDGE has a 3.36% expense ratio, which is higher than EMTY's 0.66% expense ratio.


Dividends

HDGE vs. EMTY - Dividend Comparison

HDGE's dividend yield for the trailing twelve months is around 3.32%, less than EMTY's 3.45% yield.


PositionTTM202520242023202220212020201920182017
EMTY
ProShares Decline of the Retail Store ETF
3.45%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.32%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%0.00%

Frequently Asked Questions


HDGE and EMTY have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDGE has higher volatility (6.41%) compared to EMTY (6.00%). In terms of maximum drawdown, HDGE dropped -93.88% vs EMTY's -77.62%.

On 5-year performance, EMTY leads with -2.87% vs -2.89% for HDGE. On fees, EMTY is cheaper at 0.66% per year. On volatility, EMTY has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMTY has performed better with a -2.87% return vs -2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTY is cheaper with a 0.66% expense ratio, compared with 3.36% for HDGE.

EMTY has the higher dividend yield at 3.45%, compared with 3.32% for HDGE.

They also come from different issuers: AdvisorShares and ProShares. Their fees differ too: 3.36% for HDGE and 0.66% for EMTY.

EMTY currently has the higher Sharpe Ratio (0.09 vs -0.04), 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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