SCC vs. FVAL
SCC (ProShares UltraShort Consumer Services) and FVAL (Fidelity Value Factor ETF) are both exchange-traded funds - SCC is a Leveraged Equities fund tracking the DJ Global United States (All) / Consumer Services -IND (-200%), while FVAL is a Large Cap Value Equities fund tracking the Fidelity U.S. Value Factor Index. Both are passively managed. Over the past 5 years, SCC returned -14.17%/yr vs 12.00%/yr for FVAL. At a correlation of -0.74, they often move in opposite directions. SCC charges 0.95%/yr vs 0.15%/yr for FVAL.
Performance
SCC vs. FVAL - 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 FVAL's 7.62% 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%
FVAL
- 1D
- -0.92%
- 1M
- -1.49%
- YTD
- 7.62%
- 6M
- 6.75%
- 1Y
- 25.79%
- 3Y*
- 19.21%
- 5Y*
- 12.00%
- 10Y*
- —
SCC vs. FVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
FVAL Fidelity Value Factor ETF | 7.62% | 19.56% | 18.05% | 23.10% | -14.40% | 30.33% | 9.08% | 30.33% | -7.87% | 22.49% |
Correlation
The correlation between SCC and FVAL is -0.80, 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 | -0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | -0.74 |
The correlation between SCC and FVAL has been stable across timeframes, ranging from -0.83 to -0.74 - a consistent structural relationship.
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Return for Risk
SCC vs. FVAL — Risk / Return Rank
SCC
FVAL
SCC vs. FVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Fidelity Value Factor ETF (FVAL). 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 | FVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.39 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.90 | -3.38 |
| Martin ratioReturn relative to average drawdown | -0.72 | 12.33 | -13.06 |
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Drawdowns
SCC vs. FVAL - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than FVAL's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for SCC and FVAL.
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Drawdown Indicators
| SCC | FVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -37.26% | -62.66% |
Max Drawdown (1Y)Largest decline over 1 year | -26.45% | -8.92% | -17.53% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -18.39% | -48.71% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -23.42% | -53.92% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -3.89% | -96.01% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -4.57% | -81.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 2.10% | +15.20% |
Volatility
SCC vs. FVAL - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 12.97% compared to Fidelity Value Factor ETF (FVAL) at 4.32%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than FVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | FVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 4.32% | +8.65% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 9.35% | +18.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 12.01% | +25.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 16.53% | +27.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 18.10% | +21.57% |
SCC vs. FVAL - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than FVAL's 0.15% expense ratio.
Dividends
SCC vs. FVAL - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.35%, more than FVAL's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FVAL Fidelity Value Factor ETF | 1.62% | 1.61% | 1.60% | 1.69% | 1.79% | 1.41% | 1.61% | 1.77% | 2.06% | 1.62% | 0.45% |
SCC ProShares UltraShort Consumer Services | 4.35% | 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 FVAL have a correlation of -0.80, 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 FVAL (4.32%). In terms of maximum drawdown, SCC dropped -99.92% vs FVAL's -37.26%.
On 5-year performance, FVAL leads with 12.00% vs -14.17% for SCC. On fees, FVAL is cheaper at 0.15% per year. On volatility, FVAL has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FVAL has performed better with a 12.00% return vs -14.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FVAL is cheaper with a 0.15% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 4.35%, compared with 1.62% for FVAL.
SCC is categorized as Leveraged Equities, while FVAL is Large Cap Value Equities. SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while FVAL tracks Fidelity U.S. Value Factor Index. They also come from different issuers: ProShares and Fidelity. Their fees differ too: 0.95% for SCC and 0.15% for FVAL.
FVAL currently has the higher Sharpe Ratio (2.16 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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