PortfoliosLab logoPortfoliosLab logo
REK vs. SRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REK vs. SRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Real Estate (REK) and ProShares UltraShort Real Estate (SRS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, REK achieves a -9.23% return, which is significantly higher than SRS's -19.56% return. Over the past 10 years, REK has outperformed SRS with an annualized return of -6.40%, while SRS has yielded a comparatively lower -16.93% annualized return.


REK

1D
-1.45%
1M
-0.67%
YTD
-9.23%
6M
-9.52%
1Y
-4.22%
3Y*
-5.24%
5Y*
-0.65%
10Y*
-6.40%

SRS

1D
-2.78%
1M
-1.86%
YTD
-19.56%
6M
-20.11%
1Y
-12.62%
3Y*
-15.69%
5Y*
-6.99%
10Y*
-16.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REK vs. SRS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REK
ProShares Short Real Estate
-9.23%2.35%1.42%-6.61%29.17%-30.58%-11.33%-20.96%4.61%-9.34%
SRS
ProShares UltraShort Real Estate
-19.56%-1.45%-3.55%-18.78%54.68%-52.22%-33.05%-38.97%6.01%-18.03%

Correlation

The correlation between REK and SRS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.96

The correlation between REK and SRS has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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

REK vs. SRS — Risk / Return Rank

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

REK
REK Risk / Return Rank: 66
Overall Rank
REK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
REK Sortino Ratio Rank: 66
Sortino Ratio Rank
REK Omega Ratio Rank: 66
Omega Ratio Rank
REK Calmar Ratio Rank: 66
Calmar Ratio Rank
REK Martin Ratio Rank: 55
Martin Ratio Rank

SRS
SRS Risk / Return Rank: 55
Overall Rank
SRS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SRS Sortino Ratio Rank: 55
Sortino Ratio Rank
SRS Omega Ratio Rank: 55
Omega Ratio Rank
SRS Calmar Ratio Rank: 44
Calmar Ratio Rank
SRS Martin Ratio Rank: 33
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.

REK vs. SRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) and ProShares UltraShort Real Estate (SRS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


REKSRSDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

0.96

0.95

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.38

-0.57

+0.19

Martin ratioReturn relative to average drawdown

-0.86

-1.25

+0.39

REK vs. SRS - Sharpe Ratio Comparison

The current REK Sharpe Ratio is -0.30, which is higher than the SRS Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of REK and SRS, 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...

Drawdowns

REK vs. SRS - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, smaller than the maximum SRS drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for REK and SRS.


Loading charts...

Drawdown Indicators


REKSRSDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-99.96%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-22.21%

+11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-26.93%

-52.58%

+25.65%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-52.58%

+25.65%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-86.12%

+27.45%

Current Drawdown

Current decline from peak

-82.46%

-99.96%

+17.50%

Average Drawdown

Average peak-to-trough decline

-64.12%

-91.23%

+27.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

10.14%

-5.20%

Volatility

REK vs. SRS - Volatility Comparison

The current volatility for ProShares Short Real Estate (REK) is 5.22%, while ProShares UltraShort Real Estate (SRS) has a volatility of 10.70%. This indicates that REK experiences smaller price fluctuations and is considered to be less risky than SRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


REKSRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

10.70%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

21.31%

-10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

28.53%

-14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

37.74%

-18.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

40.77%

-20.42%

REK vs. SRS - Expense Ratio Comparison

Both REK and SRS have an expense ratio of 0.95%.


Dividends

REK vs. SRS - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 3.36%, less than SRS's 3.92% yield.


PositionTTM20252024202320222021202020192018
REK
ProShares Short Real Estate
3.36%3.43%6.22%4.50%0.48%0.00%0.07%1.28%0.43%
SRS
ProShares UltraShort Real Estate
3.92%3.61%6.06%4.49%0.30%0.00%0.19%1.80%0.47%

Frequently Asked Questions


With a correlation of 0.99, REK and SRS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SRS has higher volatility (10.70%) compared to REK (5.22%). In terms of maximum drawdown, REK dropped -84.57% vs SRS's -99.96%.

On 10-year performance, REK leads with -6.40% vs -16.93% for SRS. Both ETFs have the same 0.95% expense ratio. On volatility, REK has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REK has performed better with a -6.40% return vs -16.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REK and SRS have the same expense ratio: 0.95% per year.

SRS has the higher dividend yield at 3.92%, compared with 3.36% for REK.

REK tracks DJ Global United States (All) / Real Estate -SS (-100%), while SRS tracks Dow Jones U.S. Real Estate Index (-200%).

REK currently has the higher Sharpe Ratio (-0.30 vs -0.45), 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 REK and SRS

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