SCC vs. ESG
SCC (ProShares UltraShort Consumer Services) and ESG (FlexShares STOXX US ESG Select Index Fund) are both exchange-traded funds - SCC is a Leveraged Equities fund tracking the DJ Global United States (All) / Consumer Services -IND (-200%), while ESG is a Large Cap Growth Equities fund tracking the STOXX USA ESG Select KPIs Index. Both are passively managed. Over the past 5 years, SCC returned -15.79%/yr vs 12.73%/yr for ESG. At a correlation of -0.77, they often move in opposite directions. SCC charges 0.95%/yr vs 0.32%/yr for ESG.
Performance
SCC vs. ESG - 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 ESG's 12.20% 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%
ESG
- 1D
- -0.45%
- 1M
- 7.28%
- YTD
- 12.20%
- 6M
- 13.15%
- 1Y
- 25.90%
- 3Y*
- 20.72%
- 5Y*
- 12.73%
- 10Y*
- —
SCC vs. ESG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
ESG FlexShares STOXX US ESG Select Index Fund | 12.20% | 16.04% | 20.22% | 27.86% | -19.89% | 28.48% | 20.75% | 31.74% | -5.17% | 22.78% |
Correlation
The correlation between SCC and ESG is -0.79, 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 | -0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2016 | -0.77 |
The correlation between SCC and ESG has been stable across timeframes, ranging from -0.87 to -0.77 - a consistent structural relationship.
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Return for Risk
SCC vs. ESG — Risk / Return Rank
SCC
ESG
SCC vs. ESG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and FlexShares STOXX US ESG Select Index Fund (ESG). 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 | ESG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.41 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.00 | -3.53 |
| Martin ratioReturn relative to average drawdown | -0.80 | 13.02 | -13.82 |
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 | ESG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 2.33 | -2.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.76 | -1.13 |
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 | 0.83 | -1.47 |
Drawdowns
SCC vs. ESG - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than ESG's maximum drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for SCC and ESG.
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Drawdown Indicators
| SCC | ESG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -32.53% | -67.39% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -8.68% | -20.34% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -18.32% | -48.78% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -26.04% | -51.30% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -0.45% | -99.45% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -5.07% | -80.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 1.99% | +17.22% |
Volatility
SCC vs. ESG - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 10.71% compared to FlexShares STOXX US ESG Select Index Fund (ESG) at 2.94%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than ESG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | ESG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 2.94% | +7.77% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 8.46% | +17.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 11.16% | +25.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 16.73% | +27.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 18.36% | +21.16% |
SCC vs. ESG - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than ESG's 0.32% expense ratio.
Dividends
SCC vs. ESG - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, more than ESG's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 0.87% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% |
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 0.00% | 0.00% |
Frequently Asked Questions
SCC and ESG have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (10.71%) compared to ESG (2.94%). In terms of maximum drawdown, SCC dropped -99.92% vs ESG's -32.53%.
On 5-year performance, ESG leads with 12.73% vs -15.79% for SCC. On fees, ESG is cheaper at 0.32% per year. On volatility, ESG has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESG has performed better with a 12.73% return vs -15.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESG is cheaper with a 0.32% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 4.53%, compared with 0.87% for ESG.
SCC is categorized as Leveraged Equities, while ESG is Large Cap Growth Equities. SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while ESG tracks STOXX USA ESG Select KPIs Index. They also come from different issuers: ProShares and Northern Trust. Their fees differ too: 0.95% for SCC and 0.32% for ESG.
ESG currently has the higher Sharpe Ratio (2.33 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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