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HDGE vs. SEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDGE vs. SEF - Performance Comparison

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

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HDGE vs. SEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDGE
AdvisorShares Ranger Equity Bear ETF
12.05%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%
SEF
ProShares Short Financials
11.27%-9.82%-17.81%-8.81%11.85%-27.02%-16.93%-23.51%10.34%-17.12%

Returns By Period

In the year-to-date period, HDGE achieves a 12.05% return, which is significantly higher than SEF's 11.27% return. Over the past 10 years, HDGE has underperformed SEF with an annualized return of -14.57%, while SEF has yielded a comparatively higher -11.67% annualized return.


HDGE

1D
-1.94%
1M
4.54%
YTD
12.05%
6M
13.38%
1Y
4.28%
3Y*
-4.77%
5Y*
-2.67%
10Y*
-14.57%

SEF

1D
-2.13%
1M
3.96%
YTD
11.27%
6M
10.38%
1Y
2.76%
3Y*
-10.01%
5Y*
-6.70%
10Y*
-11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDGE vs. SEF - Expense Ratio Comparison

HDGE has a 3.36% expense ratio, which is higher than SEF's 0.95% expense ratio.


Return for Risk

HDGE vs. SEF — Risk / Return Rank

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

HDGE
HDGE Risk / Return Rank: 1717
Overall Rank
HDGE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1818
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1717
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
Martin Ratio Rank

SEF
SEF Risk / Return Rank: 1515
Overall Rank
SEF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SEF Sortino Ratio Rank: 1616
Sortino Ratio Rank
SEF Omega Ratio Rank: 1616
Omega Ratio Rank
SEF Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEF Martin Ratio Rank: 1313
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. SEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) and ProShares Short Financials (SEF). 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.


HDGESEFDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.14

+0.07

Sortino ratio

Return per unit of downside risk

0.45

0.36

+0.09

Omega ratio

Gain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratio

Return relative to maximum drawdown

0.21

0.08

+0.13

Martin ratio

Return relative to average drawdown

0.30

0.11

+0.19

HDGE vs. SEF - Sharpe Ratio Comparison

The current HDGE Sharpe Ratio is 0.22, which is higher than the SEF Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of HDGE and SEF, 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


HDGESEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.14

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

-0.37

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

-0.57

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.66

-0.49

-0.18

Correlation

The correlation between HDGE and SEF 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

HDGE vs. SEF - Dividend Comparison

HDGE's dividend yield for the trailing twelve months is around 3.12%, less than SEF's 3.27% yield.


TTM20252024202320222021202020192018
HDGE
AdvisorShares Ranger Equity Bear ETF
3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%
SEF
ProShares Short Financials
3.27%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%

Drawdowns

HDGE vs. SEF - Drawdown Comparison

The maximum HDGE drawdown since its inception was -93.88%, roughly equal to the maximum SEF drawdown of -96.51%. Use the drawdown chart below to compare losses from any high point for HDGE and SEF.


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Drawdown Indicators


HDGESEFDifference

Max Drawdown

Largest peak-to-trough decline

-93.88%

-96.51%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-20.21%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-41.62%

-1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

-75.66%

-8.03%

Current Drawdown

Current decline from peak

-92.64%

-96.00%

+3.36%

Average Drawdown

Average peak-to-trough decline

-69.85%

-82.58%

+12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.53%

14.44%

-0.91%

Volatility

HDGE vs. SEF - Volatility Comparison

The current volatility for AdvisorShares Ranger Equity Bear ETF (HDGE) is 4.48%, while ProShares Short Financials (SEF) has a volatility of 4.86%. This indicates that HDGE experiences smaller price fluctuations and is considered to be less risky than SEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDGESEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.86%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

11.37%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

19.28%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.96%

17.99%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

20.55%

+2.96%