SCC vs. BMNG
SCC (ProShares UltraShort Consumer Services) and BMNG (Leverage Shares 2X Long BMNR Daily ETF) are both Leveraged Equities funds. SCC is passively managed, while BMNG is actively managed. At a correlation of -0.38, they often move in opposite directions. SCC charges 0.95%/yr vs 0.75%/yr for BMNG.
Performance
SCC vs. BMNG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCC achieves a 3.99% return, which is significantly higher than BMNG's -75.13% return.
SCC
- 1D
- 1.71%
- 1M
- 1.88%
- YTD
- 3.99%
- 6M
- 4.09%
- 1Y
- -15.43%
- 3Y*
- -25.44%
- 5Y*
- -15.79%
- 10Y*
- -25.08%
BMNG
- 1D
- -12.21%
- 1M
- -48.30%
- YTD
- -75.13%
- 6M
- -85.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCC vs. BMNG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | 1.66% |
BMNG Leverage Shares 2X Long BMNR Daily ETF | -75.13% | -81.37% |
Correlation
The correlation between SCC and BMNG is -0.38, 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 (All Time) Calculated using the full available price history since Oct 28, 2025 | -0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCC vs. BMNG — Risk / Return Rank
SCC
BMNG
SCC vs. BMNG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Leverage Shares 2X Long BMNR Daily ETF (BMNG). 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.
| SCC | BMNG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | — | — |
| Martin ratioReturn relative to average drawdown | -0.80 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SCC | BMNG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | -0.52 | -0.12 |
Drawdowns
SCC vs. BMNG - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, roughly equal to the maximum BMNG drawdown of -95.36%. Use the drawdown chart below to compare losses from any high point for SCC and BMNG.
Loading charts...
Drawdown Indicators
| SCC | BMNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -95.36% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -95.36% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -81.38% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | — | — |
Volatility
SCC vs. BMNG - Volatility Comparison
Loading charts...
Volatility by Period
| SCC | BMNG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 191.58% | -155.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 191.58% | -147.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 191.58% | -152.06% |
SCC vs. BMNG - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than BMNG's 0.75% expense ratio.
Dividends
SCC vs. BMNG - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, while BMNG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BMNG Leverage Shares 2X Long BMNR Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
Frequently Asked Questions
SCC and BMNG have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BMNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BMNG is cheaper with a 0.75% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 4.53%, compared with 0.00% for BMNG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for SCC and 0.75% for BMNG.
Find the right allocation for SCC and BMNG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer