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REW vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

REW vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Technology (REW) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REW achieves a -39.78% return, which is significantly lower than ^GSPC's 10.05% return. Over the past 10 years, REW has underperformed ^GSPC with an annualized return of -43.85%, while ^GSPC has yielded a comparatively higher 13.27% annualized return.


REW

1D
4.43%
1M
8.43%
6M
-38.44%
YTD
-39.78%
1Y
-51.65%
3Y*
-41.91%
5Y*
-36.52%
10Y*
-43.85%

^GSPC

1D
-0.51%
1M
0.30%
6M
8.49%
YTD
10.05%
1Y
20.28%
3Y*
18.54%
5Y*
11.73%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REW vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REW
ProShares UltraShort Technology
-39.78%-43.15%-33.70%-61.35%65.72%-53.61%-71.34%-56.83%-10.02%-49.11%
^GSPC
S&P 500 Index
10.05%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between REW and ^GSPC is -0.85, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.85

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

-0.88

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

-0.90

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

-0.86

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

-0.84

The correlation between REW and ^GSPC has been stable across timeframes, ranging from -0.90 to -0.84 - a consistent structural relationship.

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Return for Risk

REW vs. ^GSPC — Risk / Return Rank

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

REW
REW Risk / Return Rank: 11
Overall Rank
REW Sharpe Ratio Rank: 11
Sharpe Ratio Rank
REW Sortino Ratio Rank: 11
Sortino Ratio Rank
REW Omega Ratio Rank: 22
Omega Ratio Rank
REW Calmar Ratio Rank: 22
Calmar Ratio Rank
REW Martin Ratio Rank: 00
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6565
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6868
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7777
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.

REW vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Technology (REW) and S&P 500 Index (^GSPC). 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.


REW^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-3.96

Omega ratioGain probability vs. loss probability

0.82

1.29

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.86

2.24

-3.10

Martin ratioReturn relative to average drawdown

-1.75

9.71

-11.46

REW vs. ^GSPC - Sharpe Ratio Comparison

The current REW Sharpe Ratio is -1.04, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of REW and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

REW vs. ^GSPC - Drawdown Comparison

The maximum REW drawdown since its inception was -99.99%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for REW and ^GSPC.


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Drawdown Indicators


REW^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-56.78%

-43.21%

Max Drawdown (1Y)

Largest decline over 1 year

-60.10%

-9.10%

-51.00%

Max Drawdown (3Y)

Largest decline over 3 years

-86.76%

-18.90%

-67.86%

Max Drawdown (5Y)

Largest decline over 5 years

-93.62%

-25.43%

-68.19%

Max Drawdown (10Y)

Largest decline over 10 years

-99.74%

-33.92%

-65.82%

Current Drawdown

Current decline from peak

-99.99%

-1.00%

-98.99%

Average Drawdown

Average peak-to-trough decline

-86.94%

-10.70%

-76.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.45%

2.09%

+27.36%

Volatility

REW vs. ^GSPC - Volatility Comparison

ProShares UltraShort Technology (REW) has a higher volatility of 19.92% compared to S&P 500 Index (^GSPC) at 3.25%. This indicates that REW's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REW^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.92%

3.25%

+16.67%

Volatility (6M)

Calculated over the trailing 6-month period

42.41%

10.00%

+32.41%

Volatility (1Y)

Calculated over the trailing 1-year period

49.67%

12.56%

+37.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.97%

17.00%

+35.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.45%

18.05%

+31.40%

Frequently Asked Questions


REW and ^GSPC have a correlation of -0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REW has higher volatility (19.92%) compared to ^GSPC (3.25%). In terms of maximum drawdown, REW dropped -99.99% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.62 vs -1.04), 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 REW and ^GSPC

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