SCC vs. DSEP
SCC (ProShares UltraShort Consumer Services) and DSEP (FT Cboe Vest U.S. Equity Deep Buffer ETF - September) are both exchange-traded funds - SCC is a Leveraged Equities fund tracking the DJ Global United States (All) / Consumer Services -IND (-200%), while DSEP is a Options Trading fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect September Series Index. Both are passively managed. Over the past 5 years, SCC returned -14.17%/yr vs 7.91%/yr for DSEP. At a correlation of -0.80, they often move in opposite directions. SCC charges 0.95%/yr vs 0.85%/yr for DSEP.
Performance
SCC vs. DSEP - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 8.21% return, which is significantly higher than DSEP's 4.88% return.
SCC
- 1D
- 2.43%
- 1M
- 8.97%
- YTD
- 8.21%
- 6M
- 13.36%
- 1Y
- -12.48%
- 3Y*
- -21.64%
- 5Y*
- -14.17%
- 10Y*
- -24.95%
DSEP
- 1D
- -0.46%
- 1M
- 0.10%
- YTD
- 4.88%
- 6M
- 4.56%
- 1Y
- 13.08%
- 3Y*
- 11.80%
- 5Y*
- 7.91%
- 10Y*
- —
SCC vs. DSEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -25.77% |
DSEP FT Cboe Vest U.S. Equity Deep Buffer ETF - September | 4.88% | 10.75% | 11.29% | 18.87% | -7.45% | 6.42% | 5.16% |
Correlation
The correlation between SCC and DSEP is -0.78, 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 | -0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2020 | -0.80 |
The correlation between SCC and DSEP has been stable across timeframes, ranging from -0.81 to -0.78 - a consistent structural relationship.
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Return for Risk
SCC vs. DSEP — Risk / Return Rank
SCC
DSEP
SCC vs. DSEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and FT Cboe Vest U.S. Equity Deep Buffer ETF - September (DSEP). 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.
| SCC | DSEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.44 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.89 | -3.37 |
| Martin ratioReturn relative to average drawdown | -0.72 | 14.18 | -14.90 |
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Drawdowns
SCC vs. DSEP - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than DSEP's maximum drawdown of -11.78%. Use the drawdown chart below to compare losses from any high point for SCC and DSEP.
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Drawdown Indicators
| SCC | DSEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -11.78% | -88.14% |
Max Drawdown (1Y)Largest decline over 1 year | -26.45% | -4.54% | -21.91% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -9.93% | -57.17% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -11.78% | -65.56% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -0.67% | -99.23% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -1.84% | -84.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 0.92% | +16.38% |
Volatility
SCC vs. DSEP - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 12.97% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - September (DSEP) at 1.77%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than DSEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | DSEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 1.77% | +11.20% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 4.76% | +23.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 5.93% | +31.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 7.78% | +36.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 7.47% | +32.20% |
SCC vs. DSEP - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than DSEP's 0.85% expense ratio.
Dividends
SCC vs. DSEP - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.35%, while DSEP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DSEP FT Cboe Vest U.S. Equity Deep Buffer ETF - September | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 4.35% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
Frequently Asked Questions
SCC and DSEP have a correlation of -0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (12.97%) compared to DSEP (1.77%). In terms of maximum drawdown, SCC dropped -99.92% vs DSEP's -11.78%.
On 5-year performance, DSEP leads with 7.91% vs -14.17% for SCC. On fees, DSEP is cheaper at 0.85% per year. On volatility, DSEP has been the lower-risk option at 1.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DSEP has performed better with a 7.91% return vs -14.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DSEP is cheaper with a 0.85% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 4.35%, compared with 0.00% for DSEP.
SCC is categorized as Leveraged Equities, while DSEP is Options Trading. SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while DSEP tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect September Series Index. They also come from different issuers: ProShares and FT Vest. Their fees differ too: 0.95% for SCC and 0.85% for DSEP.
DSEP currently has the higher Sharpe Ratio (2.22 vs -0.34), 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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