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SBB vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBB vs. FIAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short SmallCap600 (SBB) 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, SBB achieves a -13.39% return, which is significantly lower than FIAT's 13.21% return.


SBB

1D
-1.22%
1M
-1.20%
YTD
-13.39%
6M
-12.19%
1Y
-22.27%
3Y*
-10.56%
5Y*
-4.83%
10Y*
-11.72%

FIAT

1D
-0.56%
1M
13.73%
YTD
13.21%
6M
31.80%
1Y
-1.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBB vs. FIAT - Yearly Performance Comparison


2026 (YTD)20252024
SBB
ProShares Short SmallCap600
-13.39%-3.56%-6.98%
FIAT
YieldMax Short COIN Option Income Strategy ETF
13.21%-24.17%-28.61%

Correlation

The correlation between SBB and FIAT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.51

The correlation between SBB and FIAT has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

SBB vs. FIAT — Risk / Return Rank

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

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

FIAT
FIAT Risk / Return Rank: 1010
Overall Rank
FIAT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1111
Omega Ratio Rank
FIAT Calmar Ratio Rank: 99
Calmar Ratio Rank
FIAT Martin Ratio Rank: 99
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.

SBB vs. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short SmallCap600 (SBB) 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.


SBBFIATDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

0.81

1.04

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.05

-0.94

Martin ratioReturn relative to average drawdown

-1.69

-0.07

-1.62

SBB vs. FIAT - Sharpe Ratio Comparison

The current SBB Sharpe Ratio is -1.25, which is lower than the FIAT Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SBB 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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Sharpe Ratios by Period


SBBFIATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.25

-0.03

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

-0.38

-0.13

Drawdowns

SBB vs. FIAT - Drawdown Comparison

The maximum SBB drawdown since its inception was -95.75%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SBB and FIAT.


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Drawdown Indicators


SBBFIATDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-70.50%

-25.25%

Max Drawdown (1Y)

Largest decline over 1 year

-22.68%

-42.26%

+19.58%

Max Drawdown (3Y)

Largest decline over 3 years

-35.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

Max Drawdown (10Y)

Largest decline over 10 years

-72.83%

Current Drawdown

Current decline from peak

-95.75%

-51.21%

-44.54%

Average Drawdown

Average peak-to-trough decline

-74.54%

-45.36%

-29.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

27.35%

-14.16%

Volatility

SBB vs. FIAT - Volatility Comparison

The current volatility for ProShares Short SmallCap600 (SBB) is 4.55%, while YieldMax Short COIN Option Income Strategy ETF (FIAT) has a volatility of 15.31%. This indicates that SBB 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


SBBFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

15.31%

-10.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

42.02%

-30.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

55.36%

-37.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

60.50%

-38.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

60.50%

-37.24%

SBB vs. FIAT - Expense Ratio Comparison

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


Dividends

SBB vs. FIAT - Dividend Comparison

SBB's dividend yield for the trailing twelve months is around 3.63%, less than FIAT's 96.37% yield.


PositionTTM20252024202320222021202020192018
FIAT
YieldMax Short COIN Option Income Strategy ETF
96.37%178.11%70.99%0.00%0.00%0.00%0.00%0.00%0.00%
SBB
ProShares Short SmallCap600
3.63%3.44%4.86%4.64%0.31%0.00%0.04%1.20%0.17%

Frequently Asked Questions


SBB and FIAT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIAT has higher volatility (15.31%) compared to SBB (4.55%). In terms of maximum drawdown, SBB dropped -95.75% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with -1.90% vs -22.27% for SBB. On fees, SBB is cheaper at 0.95% per year. On volatility, SBB has been the lower-risk option at 4.55%. 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 -1.90% return vs -22.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FIAT has the higher dividend yield at 96.37%, compared with 3.63% for SBB.

SBB 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 SBB and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (-0.03 vs -1.25), 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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