SCC vs. DLLL
SCC (ProShares UltraShort Consumer Services) and DLLL (GraniteShares 2x Long DELL Daily ETF) are both Leveraged Equities funds - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while DLLL tracks the Dell Technologies Inc. (DELL). Both are passively managed. Over the past year, SCC returned -15.43% vs 850.63% for DLLL. At a correlation of -0.39, they often move in opposite directions. SCC charges 0.95%/yr vs 1.50%/yr for DLLL.
Performance
SCC vs. DLLL - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than DLLL's 757.76% 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%
DLLL
- 1D
- -6.45%
- 1M
- 245.92%
- YTD
- 757.76%
- 6M
- 648.38%
- 1Y
- 850.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCC vs. DLLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -16.91% |
DLLL GraniteShares 2x Long DELL Daily ETF | 757.76% | -3.72% |
Correlation
The correlation between SCC and DLLL is -0.27, 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 | -0.27 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | -0.39 |
The correlation between SCC and DLLL shifts across timeframes, from -0.39 (all time) to -0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. DLLL — Risk / Return Rank
SCC
DLLL
SCC vs. DLLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and GraniteShares 2x Long DELL Daily ETF (DLLL). 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 | DLLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.08 | ||
| Sortino ratioReturn per unit of downside risk | -5.21 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.60 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 15.02 | -15.56 |
| Martin ratioReturn relative to average drawdown | -0.80 | 31.34 | -32.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCC | DLLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 6.65 | -7.08 |
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 | 3.16 | -3.80 |
Drawdowns
SCC vs. DLLL - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than DLLL's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for SCC and DLLL.
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Drawdown Indicators
| SCC | DLLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -68.58% | -31.34% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -57.19% | +28.17% |
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% | -18.86% | -81.04% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -25.91% | -60.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 27.36% | -8.15% |
Volatility
SCC vs. DLLL - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 10.71%, while GraniteShares 2x Long DELL Daily ETF (DLLL) has a volatility of 69.39%. This indicates that SCC experiences smaller price fluctuations and is considered to be less risky than DLLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | DLLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 69.39% | -58.68% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 102.08% | -75.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 129.28% | -92.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 130.55% | -86.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 130.55% | -91.03% |
SCC vs. DLLL - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is lower than DLLL's 1.50% expense ratio.
Dividends
SCC vs. DLLL - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, while DLLL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DLLL GraniteShares 2x Long DELL 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 DLLL have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLLL has higher volatility (69.39%) compared to SCC (10.71%). In terms of maximum drawdown, SCC dropped -99.92% vs DLLL's -68.58%.
On 1-year performance, DLLL leads with 850.63% vs -15.43% for SCC. On fees, SCC is cheaper at 0.95% per year. On volatility, SCC has been the lower-risk option at 10.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DLLL has performed better with a 850.63% return vs -15.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC is cheaper with a 0.95% expense ratio, compared with 1.50% for DLLL.
SCC has the higher dividend yield at 4.53%, compared with 0.00% for DLLL.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while DLLL tracks Dell Technologies Inc. (DELL). They also come from different issuers: ProShares and GraniteShares. Their fees differ too: 0.95% for SCC and 1.50% for DLLL.
DLLL currently has the higher Sharpe Ratio (6.65 vs -0.43), 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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