PortfoliosLab logoPortfoliosLab logo
HFEQ vs. CSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFEQ vs. CSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFEQ Equity Long/Short ETF (HFEQ) and Proshares Large Cap Core Plus (CSM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HFEQ achieves a 9.98% return, which is significantly higher than CSM's 6.09% return.


HFEQ

1D
-3.97%
1M
-1.18%
YTD
9.98%
6M
8.55%
1Y
3Y*
5Y*
10Y*

CSM

1D
-1.20%
1M
-1.28%
YTD
6.09%
6M
5.46%
1Y
24.27%
3Y*
20.69%
5Y*
12.67%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFEQ vs. CSM - Yearly Performance Comparison


Correlation

The correlation between HFEQ and CSM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.84

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HFEQ vs. CSM — Risk / Return Rank

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

HFEQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CSM
CSM Risk / Return Rank: 6060
Overall Rank
CSM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CSM Sortino Ratio Rank: 6161
Sortino Ratio Rank
CSM Omega Ratio Rank: 5959
Omega Ratio Rank
CSM Calmar Ratio Rank: 5656
Calmar Ratio Rank
CSM Martin Ratio Rank: 6363
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.

HFEQ vs. CSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFEQ Equity Long/Short ETF (HFEQ) and Proshares Large Cap Core Plus (CSM). 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.


HFEQCSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

10.87

HFEQ vs. CSM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

HFEQ vs. CSM - Drawdown Comparison

The maximum HFEQ drawdown since its inception was -12.46%, smaller than the maximum CSM drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for HFEQ and CSM.


Loading charts...

Drawdown Indicators


HFEQCSMDifference

Max Drawdown

Largest peak-to-trough decline

-12.46%

-36.11%

+23.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

Current Drawdown

Current decline from peak

-3.97%

-3.47%

-0.50%

Average Drawdown

Average peak-to-trough decline

-2.44%

-4.03%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

Volatility

HFEQ vs. CSM - Volatility Comparison


Loading charts...

Volatility by Period


HFEQCSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

12.42%

+9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

17.19%

+4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

18.39%

+3.51%

HFEQ vs. CSM - Expense Ratio Comparison

HFEQ has a 1.00% expense ratio, which is higher than CSM's 0.45% expense ratio.


Dividends

HFEQ vs. CSM - Dividend Comparison

HFEQ has not paid dividends to shareholders, while CSM's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
CSM
Proshares Large Cap Core Plus
1.03%1.04%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%
HFEQ
Unlimited HFEQ Equity Long/Short ETF
9.59%10.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HFEQ and CSM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSM is cheaper with a 0.45% expense ratio, compared with 1.00% for HFEQ.

HFEQ has the higher dividend yield at 9.59%, compared with 1.03% for CSM.

They also come from different issuers: Unlimited and ProShares. Their fees differ too: 1.00% for HFEQ and 0.45% for CSM.

Portfolio Optimizer

Find the right allocation for HFEQ and CSM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer