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REW vs. SSG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REW vs. SSG - Performance Comparison

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

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REW vs. SSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REW
ProShares UltraShort Technology
14.28%-43.15%-33.70%-61.35%65.72%-53.61%-71.34%-56.83%-10.02%-49.11%
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, REW achieves a 14.28% return, which is significantly higher than SSG's -1.48% return. Over the past 10 years, REW has outperformed SSG with an annualized return of -40.52%, while SSG has yielded a comparatively lower -58.81% annualized return.


REW

1D
-8.56%
1M
7.63%
YTD
14.28%
6M
8.22%
1Y
-47.23%
3Y*
-35.55%
5Y*
-31.49%
10Y*
-40.52%

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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REW vs. SSG - Expense Ratio Comparison

Both REW and SSG have an expense ratio of 0.95%.


Return for Risk

REW vs. SSG — Risk / Return Rank

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

REW
REW Risk / Return Rank: 22
Overall Rank
REW Sharpe Ratio Rank: 11
Sharpe Ratio Rank
REW Sortino Ratio Rank: 11
Sortino Ratio Rank
REW Omega Ratio Rank: 11
Omega Ratio Rank
REW Calmar Ratio Rank: 22
Calmar Ratio Rank
REW Martin Ratio Rank: 55
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.

REW vs. SSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Technology (REW) 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.


REWSSGDifference

Sharpe ratio

Return per unit of total volatility

-0.88

-1.00

+0.12

Sortino ratio

Return per unit of downside risk

-1.21

-1.90

+0.70

Omega ratio

Gain probability vs. loss probability

0.84

0.76

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.70

-0.90

+0.20

Martin ratio

Return relative to average drawdown

-0.84

-1.04

+0.20

REW vs. SSG - Sharpe Ratio Comparison

The current REW Sharpe Ratio is -0.88, which is comparable to the SSG Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of REW 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


REWSSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

-1.00

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.62

-0.79

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.84

-0.86

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.74

-0.75

+0.01

Correlation

The correlation between REW and SSG is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

REW vs. SSG - Dividend Comparison

REW's dividend yield for the trailing twelve months is around 4.98%, less than SSG's 5.30% yield.


TTM20252024202320222021202020192018
REW
ProShares UltraShort Technology
4.98%6.69%5.68%5.97%0.65%0.00%0.27%1.80%0.51%
SSG
Proshares Ultrashort Semiconductors
5.30%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%

Drawdowns

REW vs. SSG - Drawdown Comparison

The maximum REW drawdown since its inception was -99.99%, roughly equal to the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for REW and SSG.


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Drawdown Indicators


REWSSGDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-67.44%

-85.01%

+17.57%

Max Drawdown (5Y)

Largest decline over 5 years

-88.56%

-99.37%

+10.81%

Max Drawdown (10Y)

Largest decline over 10 years

-99.62%

-99.99%

+0.37%

Current Drawdown

Current decline from peak

-99.99%

-100.00%

+0.01%

Average Drawdown

Average peak-to-trough decline

-86.76%

-88.49%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.52%

73.38%

-16.86%

Volatility

REW vs. SSG - Volatility Comparison

The current volatility for ProShares UltraShort Technology (REW) is 16.49%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 22.18%. This indicates that REW 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


REWSSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.49%

22.18%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

32.90%

49.00%

-16.10%

Volatility (1Y)

Calculated over the trailing 1-year period

53.94%

77.13%

-23.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.30%

77.03%

-25.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.53%

68.55%

-20.02%