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 -15.79%/yr vs 12.53%/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 3.99% return, which is significantly lower than FVAL's 11.14% 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%
FVAL
- 1D
- -0.59%
- 1M
- 5.54%
- YTD
- 11.14%
- 6M
- 12.79%
- 1Y
- 31.42%
- 3Y*
- 20.96%
- 5Y*
- 12.53%
- 10Y*
- —
SCC vs. FVAL - 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% |
FVAL Fidelity Value Factor ETF | 11.14% | 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 | -0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2016 | -0.74 |
The correlation between SCC and FVAL has been stable across timeframes, ranging from -0.82 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.
| SCC | FVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.16 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.49 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.54 | -4.07 |
| Martin ratioReturn relative to average drawdown | -0.80 | 15.80 | -16.60 |
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 | FVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 2.73 | -3.16 |
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 | 0.81 | -1.45 |
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 | -29.02% | -8.92% | -20.10% |
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% | -0.75% | -99.15% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -4.58% | -81.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 1.99% | +17.22% |
Volatility
SCC vs. FVAL - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 10.71% compared to Fidelity Value Factor ETF (FVAL) at 2.70%. 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 | 10.71% | 2.70% | +8.01% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 8.64% | +17.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 11.56% | +24.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 16.48% | +27.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 18.11% | +21.41% |
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 4.53%, more than FVAL's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FVAL Fidelity Value Factor ETF | 1.49% | 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 | 4.53% | 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 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 (10.71%) compared to FVAL (2.70%). In terms of maximum drawdown, SCC dropped -99.92% vs FVAL's -37.26%.
On 5-year performance, FVAL leads with 12.53% vs -15.79% for SCC. On fees, FVAL is cheaper at 0.15% per year. On volatility, FVAL has been the lower-risk option at 2.70%. 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 12.53% return vs -15.79%. 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 4.53%, compared with 1.49% 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 (2.73 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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