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PSI vs. SSG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSI vs. SSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Semiconductors ETF (PSI) and Proshares Ultrashort Semiconductors (SSG). The values are adjusted to include any dividend payments, if applicable.

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PSI vs. SSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSI
Invesco Semiconductors ETF
19.68%36.32%17.17%49.06%-34.43%46.55%56.75%52.49%-11.55%40.16%
SSG
Proshares Ultrashort Semiconductors
-1.48%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%

Returns By Period

In the year-to-date period, PSI achieves a 19.68% return, which is significantly higher than SSG's -1.48% return. Over the past 10 years, PSI has outperformed SSG with an annualized return of 27.52%, while SSG has yielded a comparatively lower -58.81% annualized return.


PSI

1D
6.62%
1M
-4.66%
YTD
19.68%
6M
34.22%
1Y
99.43%
3Y*
32.09%
5Y*
17.89%
10Y*
27.52%

SSG

1D
-11.17%
1M
5.14%
YTD
-1.48%
6M
-17.04%
1Y
-76.82%
3Y*
-69.74%
5Y*
-60.78%
10Y*
-58.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSI vs. SSG - Expense Ratio Comparison

PSI has a 0.56% expense ratio, which is lower than SSG's 0.95% expense ratio.


Return for Risk

PSI vs. SSG — Risk / Return Rank

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

PSI
PSI Risk / Return Rank: 9595
Overall Rank
PSI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSI Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSI Omega Ratio Rank: 9292
Omega Ratio Rank
PSI Calmar Ratio Rank: 9898
Calmar Ratio Rank
PSI Martin Ratio Rank: 9797
Martin Ratio Rank

SSG
SSG Risk / Return Rank: 11
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 44
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.

PSI vs. SSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Semiconductors ETF (PSI) and Proshares Ultrashort Semiconductors (SSG). 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.


PSISSGDifference

Sharpe ratio

Return per unit of total volatility

2.29

-1.00

+3.29

Sortino ratio

Return per unit of downside risk

2.79

-1.90

+4.70

Omega ratio

Gain probability vs. loss probability

1.39

0.76

+0.63

Calmar ratio

Return relative to maximum drawdown

5.26

-0.90

+6.16

Martin ratio

Return relative to average drawdown

19.05

-1.04

+20.09

PSI vs. SSG - Sharpe Ratio Comparison

The current PSI Sharpe Ratio is 2.29, which is higher than the SSG Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of PSI and SSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSISSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

-1.00

+3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.79

+1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

-0.86

+1.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.75

+1.25

Correlation

The correlation between PSI and SSG is -0.90. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PSI vs. SSG - Dividend Comparison

PSI's dividend yield for the trailing twelve months is around 0.08%, less than SSG's 5.30% yield.


TTM20252024202320222021202020192018201720162015
PSI
Invesco Semiconductors ETF
0.08%0.10%0.15%0.40%0.61%0.14%0.21%0.52%0.83%0.21%0.68%0.16%
SSG
Proshares Ultrashort Semiconductors
5.30%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%0.00%0.00%0.00%

Drawdowns

PSI vs. SSG - Drawdown Comparison

The maximum PSI drawdown since its inception was -62.96%, smaller than the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for PSI and SSG.


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Drawdown Indicators


PSISSGDifference

Max Drawdown

Largest peak-to-trough decline

-62.96%

-100.00%

+37.04%

Max Drawdown (1Y)

Largest decline over 1 year

-18.67%

-85.01%

+66.34%

Max Drawdown (5Y)

Largest decline over 5 years

-44.85%

-99.37%

+54.52%

Max Drawdown (10Y)

Largest decline over 10 years

-44.85%

-99.99%

+55.14%

Current Drawdown

Current decline from peak

-9.88%

-100.00%

+90.12%

Average Drawdown

Average peak-to-trough decline

-16.05%

-88.49%

+72.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

73.38%

-68.23%

Volatility

PSI vs. SSG - Volatility Comparison

The current volatility for Invesco Semiconductors ETF (PSI) is 16.03%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 22.18%. This indicates that PSI experiences smaller price fluctuations and is considered to be less risky than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSISSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.03%

22.18%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

29.69%

49.00%

-19.31%

Volatility (1Y)

Calculated over the trailing 1-year period

43.61%

77.13%

-33.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.38%

77.03%

-39.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.66%

68.55%

-33.89%