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RWM vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWM vs. FIAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Russell2000 (RWM) and YieldMax Short COIN Option Income Strategy ETF (FIAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RWM achieves a -16.04% return, which is significantly lower than FIAT's 20.47% return.


RWM

1D
-1.60%
1M
0.82%
6M
-10.93%
YTD
-16.04%
1Y
-26.16%
3Y*
-11.17%
5Y*
-6.29%
10Y*
-11.48%
ALL TIME*
-12.05%

FIAT

1D
0.37%
1M
10.33%
6M
5.84%
YTD
20.47%
1Y
46.79%
3Y*
5Y*
10Y*
ALL TIME*
-18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.18M$1.16M$1.55M
$356.63M$306.99M$253.47M

RWM vs. FIAT - Yearly Performance Comparison


2026 (YTD)20252024
RWM
ProShares Short Russell2000
-16.04%-9.40%-8.06%
FIAT
YieldMax Short COIN Option Income Strategy ETF
20.47%-24.17%-28.04%

Correlation

The correlation between RWM and FIAT is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2024

0.56

The correlation between RWM and FIAT has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

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Return for Risk

RWM vs. FIAT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

FIAT
FIAT Risk / Return Rank: 3535
Overall Rank
FIAT Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 3535
Sortino Ratio Rank
FIAT Omega Ratio Rank: 3737
Omega Ratio Rank
FIAT Calmar Ratio Rank: 3838
Calmar Ratio Rank
FIAT Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RWM vs. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Russell2000 (RWM) and YieldMax Short COIN Option Income Strategy ETF (FIAT). 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.


RWMFIATDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

0.79

1.18

-0.39

Calmar ratioReturn relative to maximum drawdown

-1.01

1.37

-2.38

Martin ratioReturn relative to average drawdown

-1.68

2.83

-4.51

RWM vs. FIAT - Sharpe Ratio Comparison

The current RWM Sharpe Ratio is -1.37, which is lower than the FIAT Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RWM and FIAT, 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

RWM vs. FIAT - Drawdown Comparison

The maximum RWM drawdown since its inception was -95.61%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for RWM and FIAT.


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Drawdown Indicators


RWMFIATDifference

Max Drawdown

Largest peak-to-trough decline

-95.61%

-70.50%

-25.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.97%

-34.22%

+8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-43.12%

Max Drawdown (5Y)

Largest decline over 5 years

-43.12%

Max Drawdown (10Y)

Largest decline over 10 years

-72.51%

Current Drawdown

Current decline from peak

-95.52%

-48.08%

-47.44%

Average Drawdown

Average peak-to-trough decline

-74.21%

-45.69%

-28.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.24%

16.56%

+0.68%

Volatility

RWM vs. FIAT - Volatility Comparison

The current volatility for ProShares Short Russell2000 (RWM) is 4.04%, while YieldMax Short COIN Option Income Strategy ETF (FIAT) has a volatility of 15.57%. This indicates that RWM experiences smaller price fluctuations and is considered to be less risky than FIAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWMFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

15.57%

-11.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

45.14%

-31.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

53.41%

-34.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

60.06%

-37.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

60.06%

-36.96%

RWM vs. FIAT - Expense Ratio Comparison

RWM has a 0.95% expense ratio, which is lower than FIAT's 0.99% expense ratio.


Dividends

RWM vs. FIAT - Dividend Comparison

RWM's dividend yield for the trailing twelve months is around 3.80%, less than FIAT's 100.80% yield.


PositionTTM202520242023202220212020201920182017
FIAT
YieldMax Short COIN Option Income Strategy ETF
100.80%178.11%70.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RWM
ProShares Short Russell2000
3.80%3.97%6.03%4.78%0.39%0.00%0.20%1.55%0.87%0.07%

Frequently Asked Questions


RWM and FIAT have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIAT has higher volatility (15.57%) compared to RWM (4.04%). In terms of maximum drawdown, RWM dropped -95.61% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with 46.79% vs -26.16% for RWM. On fees, RWM is cheaper at 0.95% per year. On volatility, RWM has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FIAT has performed better with a 46.79% return vs -26.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RWM is cheaper with a 0.95% expense ratio, compared with 0.99% for FIAT.

FIAT has the higher dividend yield at 100.80%, compared with 3.80% for RWM.

RWM is categorized as Inverse Equities, while FIAT is Derivative Income. They also come from different issuers: ProShares and YieldMax. Their fees differ too: 0.95% for RWM and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (0.88 vs -1.37), 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 RWM and FIAT

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