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NOBL vs. REGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NOBL and REGL is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

NOBL vs. REGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Dividend Aristocrats ETF (NOBL) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-2.22%
2.04%
NOBL
REGL

Key characteristics

Sharpe Ratio

NOBL:

0.34

REGL:

0.51

Sortino Ratio

NOBL:

0.54

REGL:

0.85

Omega Ratio

NOBL:

1.06

REGL:

1.10

Calmar Ratio

NOBL:

0.39

REGL:

0.66

Martin Ratio

NOBL:

1.01

REGL:

1.57

Ulcer Index

NOBL:

3.74%

REGL:

4.79%

Daily Std Dev

NOBL:

11.23%

REGL:

14.60%

Max Drawdown

NOBL:

-35.44%

REGL:

-36.37%

Current Drawdown

NOBL:

-4.69%

REGL:

-6.77%

Returns By Period

In the year-to-date period, NOBL achieves a 3.25% return, which is significantly higher than REGL's 1.86% return. Both investments have delivered pretty close results over the past 10 years, with NOBL having a 9.69% annualized return and REGL not far ahead at 9.84%.


NOBL

YTD

3.25%

1M

-1.00%

6M

-2.74%

1Y

4.41%

5Y*

15.44%

10Y*

9.69%

REGL

YTD

1.86%

1M

-0.74%

6M

2.33%

1Y

8.30%

5Y*

17.06%

10Y*

9.84%

*Annualized

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NOBL vs. REGL - Expense Ratio Comparison

NOBL has a 0.35% expense ratio, which is lower than REGL's 0.40% expense ratio.


Expense ratio chart for REGL: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REGL: 0.40%
Expense ratio chart for NOBL: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NOBL: 0.35%

Risk-Adjusted Performance

NOBL vs. REGL — Risk-Adjusted Performance Rank

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

NOBL
The Risk-Adjusted Performance Rank of NOBL is 3636
Overall Rank
The Sharpe Ratio Rank of NOBL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of NOBL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of NOBL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of NOBL is 4242
Calmar Ratio Rank
The Martin Ratio Rank of NOBL is 3434
Martin Ratio Rank

REGL
The Risk-Adjusted Performance Rank of REGL is 5050
Overall Rank
The Sharpe Ratio Rank of REGL is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of REGL is 5252
Sortino Ratio Rank
The Omega Ratio Rank of REGL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of REGL is 5858
Calmar Ratio Rank
The Martin Ratio Rank of REGL is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NOBL vs. REGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Dividend Aristocrats ETF (NOBL) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). 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.


The chart of Sharpe ratio for NOBL, currently valued at 0.34, compared to the broader market0.002.004.00
NOBL: 0.34
REGL: 0.51
The chart of Sortino ratio for NOBL, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.00
NOBL: 0.54
REGL: 0.85
The chart of Omega ratio for NOBL, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
NOBL: 1.06
REGL: 1.10
The chart of Calmar ratio for NOBL, currently valued at 0.39, compared to the broader market0.005.0010.0015.00
NOBL: 0.39
REGL: 0.66
The chart of Martin ratio for NOBL, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.00100.00
NOBL: 1.01
REGL: 1.57

The current NOBL Sharpe Ratio is 0.34, which is lower than the REGL Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NOBL and REGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.34
0.51
NOBL
REGL

Dividends

NOBL vs. REGL - Dividend Comparison

NOBL's dividend yield for the trailing twelve months is around 2.08%, less than REGL's 2.50% yield.


TTM20242023202220212020201920182017201620152014
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.08%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.50%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%0.00%

Drawdowns

NOBL vs. REGL - Drawdown Comparison

The maximum NOBL drawdown since its inception was -35.44%, roughly equal to the maximum REGL drawdown of -36.37%. Use the drawdown chart below to compare losses from any high point for NOBL and REGL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.69%
-6.77%
NOBL
REGL

Volatility

NOBL vs. REGL - Volatility Comparison

ProShares S&P 500 Dividend Aristocrats ETF (NOBL) has a higher volatility of 4.42% compared to ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) at 3.94%. This indicates that NOBL's price experiences larger fluctuations and is considered to be riskier than REGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
4.42%
3.94%
NOBL
REGL