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MYY vs. ESML
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYY vs. ESML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P Mid Cap400 (MYY) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYY achieves a -11.13% return, which is significantly lower than ESML's 16.26% return.


MYY

1D
0.02%
1M
-3.52%
YTD
-11.13%
6M
-11.03%
1Y
-16.67%
3Y*
-9.90%
5Y*
-5.92%
10Y*
-11.12%

ESML

1D
-0.47%
1M
3.86%
YTD
16.26%
6M
15.99%
1Y
34.21%
3Y*
17.27%
5Y*
7.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYY vs. ESML - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MYY
ProShares Short S&P Mid Cap400
-11.13%-4.05%-7.08%-9.46%10.23%-23.04%-25.94%-19.98%12.79%
ESML
iShares ESG Aware MSCI USA Small-Cap ETF
16.26%10.62%12.01%17.27%-17.28%19.28%19.56%29.12%-10.89%

Correlation

The correlation between MYY and ESML is -0.97, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.97

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

-0.97

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

-0.98

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2018

-0.97

The correlation between MYY and ESML has been stable across timeframes, ranging from -0.98 to -0.97 - a consistent structural relationship.

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Return for Risk

MYY vs. ESML — Risk / Return Rank

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

MYY
MYY Risk / Return Rank: 11
Overall Rank
MYY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MYY Sortino Ratio Rank: 22
Sortino Ratio Rank
MYY Omega Ratio Rank: 22
Omega Ratio Rank
MYY Calmar Ratio Rank: 11
Calmar Ratio Rank
MYY Martin Ratio Rank: 00
Martin Ratio Rank

ESML
ESML Risk / Return Rank: 6666
Overall Rank
ESML Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESML Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESML Omega Ratio Rank: 5757
Omega Ratio Rank
ESML Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESML Martin Ratio Rank: 7474
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.

MYY vs. ESML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P Mid Cap400 (MYY) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML). 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.


MYYESMLDifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-4.41

Omega ratioGain probability vs. loss probability

0.83

1.35

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.95

3.80

-4.76

Martin ratioReturn relative to average drawdown

-1.75

14.00

-15.74

MYY vs. ESML - Sharpe Ratio Comparison

The current MYY Sharpe Ratio is -1.08, which is lower than the ESML Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of MYY and ESML, 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


MYYESMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

2.07

-3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.34

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

0.46

-0.99

Drawdowns

MYY vs. ESML - Drawdown Comparison

The maximum MYY drawdown since its inception was -95.08%, which is greater than ESML's maximum drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for MYY and ESML.


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Drawdown Indicators


MYYESMLDifference

Max Drawdown

Largest peak-to-trough decline

-95.08%

-41.97%

-53.11%

Max Drawdown (1Y)

Largest decline over 1 year

-17.58%

-9.04%

-8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-33.48%

-26.68%

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-36.20%

-28.61%

-7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-71.22%

Current Drawdown

Current decline from peak

-95.07%

-0.47%

-94.60%

Average Drawdown

Average peak-to-trough decline

-72.15%

-8.97%

-63.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

2.45%

+7.11%

Volatility

MYY vs. ESML - Volatility Comparison

ProShares Short S&P Mid Cap400 (MYY) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML) have volatilities of 4.41% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYYESMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.25%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

11.67%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

16.66%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

21.23%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

23.40%

-2.15%

MYY vs. ESML - Expense Ratio Comparison

MYY has a 0.95% expense ratio, which is higher than ESML's 0.17% expense ratio.


Dividends

MYY vs. ESML - Dividend Comparison

MYY's dividend yield for the trailing twelve months is around 4.45%, more than ESML's 0.95% yield.


PositionTTM20252024202320222021202020192018
ESML
iShares ESG Aware MSCI USA Small-Cap ETF
0.95%1.08%1.22%1.31%1.46%0.94%0.99%1.10%1.07%
MYY
ProShares Short S&P Mid Cap400
4.45%4.20%4.92%5.08%0.40%0.00%0.05%1.52%0.34%

Frequently Asked Questions


MYY and ESML have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYY has higher volatility (4.41%) compared to ESML (4.25%). In terms of maximum drawdown, MYY dropped -95.08% vs ESML's -41.97%.

On 5-year performance, ESML leads with 7.18% vs -5.92% for MYY. On fees, ESML is cheaper at 0.17% per year. On volatility, ESML has been the lower-risk option at 4.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESML has performed better with a 7.18% return vs -5.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESML is cheaper with a 0.17% expense ratio, compared with 0.95% for MYY.

MYY has the higher dividend yield at 4.45%, compared with 0.95% for ESML.

MYY is categorized as Inverse Equities, while ESML is Small Cap Growth Equities. MYY tracks S&P Mid Cap 400 (-100%), while ESML tracks MSCI USA Small Cap Extended ESG Focus Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for MYY and 0.17% for ESML.

ESML currently has the higher Sharpe Ratio (2.07 vs -1.08), 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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