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SCC vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCC vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCC vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between SCC and NTSD is -0.83, 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 (All Time)
Calculated using the full available price history since Mar 20, 2026

-0.83

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Return for Risk

SCC vs. NTSD — 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

NTSD
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. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.


SCCNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.53

Martin ratioReturn relative to average drawdown

-0.80

SCC vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCCNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

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

5.08

-5.72

Drawdowns

SCC vs. NTSD - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for SCC and NTSD.


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Drawdown Indicators


SCCNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-5.20%

-94.72%

Max Drawdown (1Y)

Largest decline over 1 year

-29.02%

Max Drawdown (3Y)

Largest decline over 3 years

-67.10%

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%

-1.11%

-98.79%

Average Drawdown

Average peak-to-trough decline

-85.95%

-0.84%

-85.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

Volatility

SCC vs. NTSD - Volatility Comparison


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Volatility by Period


SCCNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

Volatility (1Y)

Calculated over the trailing 1-year period

36.34%

24.28%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

24.28%

+19.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

24.28%

+15.24%

SCC vs. NTSD - Expense Ratio Comparison

SCC has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

SCC vs. NTSD - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 4.53%, while NTSD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%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 NTSD have a correlation of -0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for SCC.

SCC has the higher dividend yield at 4.53%, compared with 0.00% for NTSD.

They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for SCC and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for SCC and NTSD

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