PortfoliosLab logoPortfoliosLab logo
OND vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OND vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares On-Demand ETF (OND) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OND vs. FUTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OND
ProShares On-Demand ETF
-18.80%26.72%32.00%27.03%-41.93%-14.36%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%7.91%

Returns By Period

In the year-to-date period, OND achieves a -18.80% return, which is significantly lower than FUTY's 8.19% return.


OND

1D
0.08%
1M
-7.66%
YTD
-18.80%
6M
-30.68%
1Y
0.65%
3Y*
15.19%
5Y*
10Y*

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


OND vs. FUTY - Expense Ratio Comparison

OND has a 0.58% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Return for Risk

OND vs. FUTY — Risk / Return Rank

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

OND
OND Risk / Return Rank: 1212
Overall Rank
OND Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OND Sortino Ratio Rank: 1212
Sortino Ratio Rank
OND Omega Ratio Rank: 1212
Omega Ratio Rank
OND Calmar Ratio Rank: 1313
Calmar Ratio Rank
OND Martin Ratio Rank: 1212
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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.

OND vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares On-Demand ETF (OND) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


ONDFUTYDifference

Sharpe ratio

Return per unit of total volatility

0.03

1.25

-1.22

Sortino ratio

Return per unit of downside risk

0.20

1.70

-1.50

Omega ratio

Gain probability vs. loss probability

1.02

1.23

-0.21

Calmar ratio

Return relative to maximum drawdown

0.04

2.20

-2.16

Martin ratio

Return relative to average drawdown

0.11

5.24

-5.14

OND vs. FUTY - Sharpe Ratio Comparison

The current OND Sharpe Ratio is 0.03, which is lower than the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of OND and FUTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ONDFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

1.25

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.58

-0.71

Correlation

The correlation between OND and FUTY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OND vs. FUTY - Dividend Comparison

OND has not paid dividends to shareholders, while FUTY's dividend yield for the trailing twelve months is around 2.49%.


TTM20252024202320222021202020192018201720162015
OND
ProShares On-Demand ETF
0.00%0.00%0.00%0.78%0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

OND vs. FUTY - Drawdown Comparison

The maximum OND drawdown since its inception was -59.02%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for OND and FUTY.


Loading graphics...

Drawdown Indicators


ONDFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-59.02%

-36.44%

-22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-33.80%

-8.93%

-24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-31.57%

-2.76%

-28.81%

Average Drawdown

Average peak-to-trough decline

-30.39%

-6.06%

-24.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.51%

3.75%

+9.76%

Volatility

OND vs. FUTY - Volatility Comparison

ProShares On-Demand ETF (OND) has a higher volatility of 6.86% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.03%. This indicates that OND's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ONDFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.03%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

10.15%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

15.52%

+7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

16.93%

+10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.36%

18.99%

+8.37%