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REW vs. MVLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REW vs. MVLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Technology (REW) and GraniteShares 2x Long MRVL Daily ETF (MVLL). 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 -48.44% return, which is significantly lower than MVLL's 842.68% return.


REW

1D
2.13%
1M
-32.71%
YTD
-48.44%
6M
-47.77%
1Y
-65.29%
3Y*
-47.19%
5Y*
-40.21%
10Y*
-45.16%

MVLL

1D
7.14%
1M
201.84%
YTD
842.68%
6M
558.01%
1Y
1,215.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REW vs. MVLL - Yearly Performance Comparison


2026 (YTD)2025
REW
ProShares UltraShort Technology
-48.44%-48.89%
MVLL
GraniteShares 2x Long MRVL Daily ETF
842.68%-10.19%

Correlation

The correlation between REW and MVLL is -0.56, 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

-0.56

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2025

-0.60

The correlation between REW and MVLL has been stable across timeframes, ranging from -0.60 to -0.56 - a consistent structural relationship.

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Return for Risk

REW vs. MVLL — Risk / Return Rank

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

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

MVLL
MVLL Risk / Return Rank: 9696
Overall Rank
MVLL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MVLL Sortino Ratio Rank: 9494
Sortino Ratio Rank
MVLL Omega Ratio Rank: 9292
Omega Ratio Rank
MVLL Calmar Ratio Rank: 9999
Calmar Ratio Rank
MVLL Martin Ratio Rank: 9797
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. MVLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Technology (REW) and GraniteShares 2x Long MRVL Daily ETF (MVLL). 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.


REWMVLLDifference
Sharpe ratioReturn per unit of total volatility

-10.79

Sortino ratioReturn per unit of downside risk

-7.82

Omega ratioGain probability vs. loss probability

0.69

1.63

-0.95

Calmar ratioReturn relative to maximum drawdown

-0.99

25.11

-26.10

Martin ratioReturn relative to average drawdown

-2.00

52.27

-54.27

REW vs. MVLL - Sharpe Ratio Comparison

The current REW Sharpe Ratio is -1.56, which is lower than the MVLL Sharpe Ratio of 9.23. The chart below compares the historical Sharpe Ratios of REW and MVLL, 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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Sharpe Ratios by Period


REWMVLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.56

9.23

-10.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

3.33

-4.12

Drawdowns

REW vs. MVLL - Drawdown Comparison

The maximum REW drawdown since its inception was -99.99%, which is greater than MVLL's maximum drawdown of -59.02%. Use the drawdown chart below to compare losses from any high point for REW and MVLL.


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Drawdown Indicators


REWMVLLDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-59.02%

-40.97%

Max Drawdown (1Y)

Largest decline over 1 year

-66.25%

-48.93%

-17.32%

Max Drawdown (3Y)

Largest decline over 3 years

-86.76%

Max Drawdown (5Y)

Largest decline over 5 years

-93.62%

Max Drawdown (10Y)

Largest decline over 10 years

-99.79%

Current Drawdown

Current decline from peak

-99.99%

0.00%

-99.99%

Average Drawdown

Average peak-to-trough decline

-86.88%

-22.42%

-64.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.60%

23.46%

+9.14%

Volatility

REW vs. MVLL - Volatility Comparison

The current volatility for ProShares UltraShort Technology (REW) is 14.84%, while GraniteShares 2x Long MRVL Daily ETF (MVLL) has a volatility of 60.78%. This indicates that REW experiences smaller price fluctuations and is considered to be less risky than MVLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REWMVLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.84%

60.78%

-45.94%

Volatility (6M)

Calculated over the trailing 6-month period

34.14%

96.08%

-61.94%

Volatility (1Y)

Calculated over the trailing 1-year period

42.11%

133.11%

-91.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.64%

139.63%

-87.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.83%

139.63%

-90.80%

REW vs. MVLL - Expense Ratio Comparison

REW has a 0.95% expense ratio, which is lower than MVLL's 1.50% expense ratio.


Dividends

REW vs. MVLL - Dividend Comparison

REW's dividend yield for the trailing twelve months is around 11.04%, while MVLL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
MVLL
GraniteShares 2x Long MRVL Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REW
ProShares UltraShort Technology
11.04%6.69%5.68%5.97%0.65%0.00%0.27%1.80%0.51%

Frequently Asked Questions


REW and MVLL have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVLL has higher volatility (60.78%) compared to REW (14.84%). In terms of maximum drawdown, REW dropped -99.99% vs MVLL's -59.02%.

On 1-year performance, MVLL leads with 1215.17% vs -65.29% for REW. On fees, REW is cheaper at 0.95% per year. On volatility, REW has been the lower-risk option at 14.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MVLL has performed better with a 1215.17% return vs -65.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REW is cheaper with a 0.95% expense ratio, compared with 1.50% for MVLL.

REW has the higher dividend yield at 11.04%, compared with 0.00% for MVLL.

REW tracks Dow Jones U.S. Technology Index (-200%), while MVLL tracks Marvell Technology Inc. (MRVL). They also come from different issuers: ProShares and GraniteShares. Their fees differ too: 0.95% for REW and 1.50% for MVLL.

MVLL currently has the higher Sharpe Ratio (9.23 vs -1.56), 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.

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