PortfoliosLab logoPortfoliosLab logo
MZZ vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MZZ vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MidCap400 (MZZ) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MZZ achieves a -22.57% return, which is significantly lower than WTIU's 84.16% return.


MZZ

1D
-1.64%
1M
-5.89%
YTD
-22.57%
6M
-23.66%
1Y
-35.66%
3Y*
-23.59%
5Y*
-16.74%
10Y*
-25.27%

WTIU

1D
2.52%
1M
-7.88%
YTD
84.16%
6M
66.93%
1Y
103.84%
3Y*
4.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MZZ vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
MZZ
ProShares UltraShort MidCap400
-22.57%-14.68%-17.75%-6.22%
WTIU
MicroSectors Energy 3X Leveraged ETN
84.16%-17.13%-29.63%-28.42%

Correlation

The correlation between MZZ and WTIU is -0.06, 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 (1Y)
Calculated over the trailing 1-year period

-0.06

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

-0.30

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2023

-0.35

Over the past year, the inverse relationship between MZZ and WTIU has weakened: their correlation has moved from -0.35 to -0.06, meaning they move in opposite directions less often than they have historically.

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

MZZ vs. WTIU — Risk / Return Rank

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

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

WTIU
WTIU Risk / Return Rank: 4444
Overall Rank
WTIU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 3838
Sortino Ratio Rank
WTIU Omega Ratio Rank: 3838
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5757
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4343
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.

MZZ vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MidCap400 (MZZ) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


MZZWTIUDifference

Sharpe ratio

Return per unit of total volatility

-1.15

1.55

-2.70

Sortino ratio

Return per unit of downside risk

-1.65

2.00

-3.66

Omega ratio

Gain probability vs. loss probability

0.81

1.25

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.99

2.85

-3.84

Martin ratio

Return relative to average drawdown

-1.73

7.09

-8.82

MZZ vs. WTIU - Sharpe Ratio Comparison

The current MZZ Sharpe Ratio is -1.15, which is lower than the WTIU Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of MZZ and WTIU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MZZWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

1.55

-2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

-0.11

-0.49

Drawdowns

MZZ vs. WTIU - Drawdown Comparison

The maximum MZZ drawdown since its inception was -99.90%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for MZZ and WTIU.


Loading charts...

Drawdown Indicators


MZZWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-75.73%

-24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

-39.11%

+3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-62.13%

-75.73%

+13.60%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

Max Drawdown (10Y)

Largest decline over 10 years

-95.10%

Current Drawdown

Current decline from peak

-99.90%

-34.72%

-65.18%

Average Drawdown

Average peak-to-trough decline

-86.07%

-39.19%

-46.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.39%

15.74%

+4.65%

Volatility

MZZ vs. WTIU - Volatility Comparison

The current volatility for ProShares UltraShort MidCap400 (MZZ) is 8.88%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.04%. This indicates that MZZ experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MZZWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

27.04%

-18.16%

Volatility (6M)

Calculated over the trailing 6-month period

22.99%

54.87%

-31.88%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

67.49%

-36.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.16%

70.62%

-31.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.39%

70.62%

-29.23%

MZZ vs. WTIU - Expense Ratio Comparison

Both MZZ and WTIU have an expense ratio of 0.95%.


Dividends

MZZ vs. WTIU - Dividend Comparison

MZZ's dividend yield for the trailing twelve months is around 6.70%, while WTIU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
MZZ
ProShares UltraShort MidCap400
6.70%5.27%6.36%4.52%0.25%0.00%0.22%1.53%0.53%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MZZ and WTIU have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTIU has higher volatility (27.04%) compared to MZZ (8.88%). In terms of maximum drawdown, MZZ dropped -99.90% vs WTIU's -75.73%.

On 3-year performance, WTIU leads with 4.54% vs -23.59% for MZZ. Both ETFs have the same 0.95% expense ratio. On volatility, MZZ has been the lower-risk option at 8.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WTIU has performed better with a 4.54% return vs -23.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MZZ and WTIU have the same expense ratio: 0.95% per year.

MZZ has the higher dividend yield at 6.70%, compared with 0.00% for WTIU.

MZZ tracks S&P MidCap 400 Index (-200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.

WTIU currently has the higher Sharpe Ratio (1.55 vs -1.15), 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.

Portfolio Optimizer

Find the right allocation for MZZ and WTIU

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