SCC vs. SPUU
SCC (ProShares UltraShort Consumer Services) and SPUU (Direxion Daily S&P 500 Bull 2X ETF) are both Leveraged Equities funds - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while SPUU tracks the S&P 500 Index (200% Daily). Both are passively managed. Over the past 10 years, SCC returned -24.49%/yr vs 23.89%/yr for SPUU. At a correlation of -0.72, they often move in opposite directions. SCC charges 0.95%/yr vs 0.60%/yr for SPUU.
Performance
SCC vs. SPUU - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 4.54% return, which is significantly lower than SPUU's 17.85% return. Over the past 10 years, SCC has underperformed SPUU with an annualized return of -24.49%, while SPUU has yielded a comparatively higher 23.89% annualized return.
SCC
- 1D
- 2.55%
- 1M
- 0.54%
- 6M
- 13.40%
- YTD
- 4.54%
- 1Y
- -10.09%
- 3Y*
- -19.74%
- 5Y*
- -13.89%
- 10Y*
- -24.49%
SPUU
- 1D
- -1.52%
- 1M
- 1.98%
- 6M
- 13.42%
- YTD
- 17.85%
- 1Y
- 38.09%
- 3Y*
- 33.08%
- 5Y*
- 18.17%
- 10Y*
- 23.89%
SCC vs. SPUU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 4.54% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
SPUU Direxion Daily S&P 500 Bull 2X ETF | 17.85% | 26.55% | 44.25% | 47.28% | -38.72% | 61.27% | 21.85% | 66.84% | -14.59% | 44.33% |
Correlation
The correlation between SCC and SPUU is -0.76, 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 | -0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014 | -0.72 |
The correlation between SCC and SPUU shifts across timeframes, from -0.85 (5 years) to -0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. SPUU — Risk / Return Rank
SCC
SPUU
SCC vs. SPUU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Direxion Daily S&P 500 Bull 2X ETF (SPUU). 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 | SPUU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.26 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 2.10 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.62 | 8.72 | -9.34 |
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Drawdowns
SCC vs. SPUU - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than SPUU's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for SCC and SPUU.
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Drawdown Indicators
| SCC | SPUU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -59.35% | -40.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.54% | -18.19% | -7.35% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -35.18% | -31.92% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -46.59% | -30.75% |
Max Drawdown (10Y)Largest decline over 10 years | -95.14% | -59.35% | -35.79% |
Current DrawdownCurrent decline from peak | -99.90% | -2.90% | -97.00% |
Average DrawdownAverage peak-to-trough decline | -86.01% | -9.46% | -76.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.44% | 4.38% | +12.06% |
Volatility
SCC vs. SPUU - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 12.93% compared to Direxion Daily S&P 500 Bull 2X ETF (SPUU) at 8.12%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | SPUU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.93% | 8.12% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 28.47% | 20.13% | +8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.42% | 25.30% | +12.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.33% | 33.69% | +10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.48% | 35.76% | +3.72% |
SCC vs. SPUU - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than SPUU's 0.60% expense ratio.
Dividends
SCC vs. SPUU - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 3.44%, more than SPUU's 1.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.44% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 0.00% | 0.00% | 0.00% |
SPUU Direxion Daily S&P 500 Bull 2X ETF | 1.33% | 1.63% | 0.55% | 0.83% | 0.88% | 3.04% | 8.03% | 1.80% | 5.50% | 6.96% | 8.08% | 4.42% |
Frequently Asked Questions
SCC and SPUU have a correlation of -0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (12.93%) compared to SPUU (8.12%). In terms of maximum drawdown, SCC dropped -99.92% vs SPUU's -59.35%.
On 10-year performance, SPUU leads with 23.89% vs -24.49% for SCC. On fees, SPUU is cheaper at 0.60% per year. On volatility, SPUU has been the lower-risk option at 8.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SPUU has performed better with a 23.89% return vs -24.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPUU is cheaper with a 0.60% expense ratio, compared with 0.95% for SCC.
SCC has the higher dividend yield at 3.44%, compared with 1.33% for SPUU.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while SPUU tracks S&P 500 Index (200% Daily). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SCC and 0.60% for SPUU.
SPUU currently has the higher Sharpe Ratio (1.52 vs -0.27), 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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