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SCC vs. FEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCC vs. FEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than FEUS's 10.28% 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%

FEUS

1D
-0.77%
1M
5.74%
YTD
10.28%
6M
10.59%
1Y
26.25%
3Y*
20.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCC vs. FEUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCC
ProShares UltraShort Consumer Services
3.99%-18.97%-36.01%-44.34%64.09%-7.24%
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
10.28%14.67%23.10%25.54%-19.10%9.97%

Correlation

The correlation between SCC and FEUS 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

-0.83

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

-0.86

The correlation between SCC and FEUS has been stable across timeframes, ranging from -0.86 to -0.79 - a consistent structural relationship.

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Return for Risk

SCC vs. FEUS — Risk / Return Rank

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

SCC
SCC Risk / Return Rank: 55
Overall Rank
SCC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SCC Sortino Ratio Rank: 55
Sortino Ratio Rank
SCC Omega Ratio Rank: 55
Omega Ratio Rank
SCC Calmar Ratio Rank: 44
Calmar Ratio Rank
SCC Martin Ratio Rank: 55
Martin Ratio Rank

FEUS
FEUS Risk / Return Rank: 6464
Overall Rank
FEUS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FEUS Sortino Ratio Rank: 6565
Sortino Ratio Rank
FEUS Omega Ratio Rank: 6565
Omega Ratio Rank
FEUS Calmar Ratio Rank: 5757
Calmar Ratio Rank
FEUS Martin Ratio Rank: 6565
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.

SCC vs. FEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). 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.


SCCFEUSDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.40

Omega ratioGain probability vs. loss probability

0.96

1.39

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.53

2.76

-3.29

Martin ratioReturn relative to average drawdown

-0.80

11.75

-12.56

SCC vs. FEUS - Sharpe Ratio Comparison

The current SCC Sharpe Ratio is -0.43, which is lower than the FEUS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of SCC and FEUS, 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


SCCFEUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

2.19

-2.62

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

0.74

-1.38

Drawdowns

SCC vs. FEUS - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than FEUS's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for SCC and FEUS.


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Drawdown Indicators


SCCFEUSDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-25.31%

-74.61%

Max Drawdown (1Y)

Largest decline over 1 year

-29.02%

-9.55%

-19.47%

Max Drawdown (3Y)

Largest decline over 3 years

-67.10%

-19.47%

-47.63%

Max Drawdown (5Y)

Largest decline over 5 years

-77.34%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

Current Drawdown

Current decline from peak

-99.90%

-0.77%

-99.13%

Average Drawdown

Average peak-to-trough decline

-85.95%

-6.35%

-79.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

2.24%

+16.97%

Volatility

SCC vs. FEUS - Volatility Comparison

ProShares UltraShort Consumer Services (SCC) has a higher volatility of 10.71% compared to FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) at 3.11%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than FEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCFEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

3.11%

+7.60%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

9.16%

+17.25%

Volatility (1Y)

Calculated over the trailing 1-year period

36.34%

12.05%

+24.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

17.01%

+26.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

17.01%

+22.51%

SCC vs. FEUS - Expense Ratio Comparison

SCC has a 0.95% expense ratio, which is higher than FEUS's 0.09% expense ratio.


Dividends

SCC vs. FEUS - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 4.53%, more than FEUS's 0.98% yield.


PositionTTM20252024202320222021202020192018
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
0.98%1.06%1.15%1.41%1.48%0.36%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 FEUS 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 FEUS (3.11%). In terms of maximum drawdown, SCC dropped -99.92% vs FEUS's -25.31%.

On 3-year performance, FEUS leads with 20.38% vs -25.44% for SCC. On fees, FEUS is cheaper at 0.09% per year. On volatility, FEUS has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FEUS has performed better with a 20.38% return vs -25.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEUS is cheaper with a 0.09% expense ratio, compared with 0.95% for SCC.

SCC has the higher dividend yield at 4.53%, compared with 0.98% for FEUS.

SCC is categorized as Leveraged Equities, while FEUS is Large Cap Blend Equities. SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while FEUS tracks Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross. They also come from different issuers: ProShares and FlexShares. Their fees differ too: 0.95% for SCC and 0.09% for FEUS.

FEUS currently has the higher Sharpe Ratio (2.19 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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