SCC vs. WTIU
SCC (ProShares UltraShort Consumer Services) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both Leveraged Equities funds - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while WTIU tracks the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). Both are passively managed. Over the past 3 years, SCC returned -25.44%/yr vs 5.93%/yr for WTIU. At a correlation of -0.11, they often move in opposite directions. Both charge a 0.95% expense ratio.
Performance
SCC vs. WTIU - 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 WTIU's 91.57% 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%
WTIU
- 1D
- 4.02%
- 1M
- -7.74%
- YTD
- 91.57%
- 6M
- 66.33%
- 1Y
- 103.25%
- 3Y*
- 5.93%
- 5Y*
- —
- 10Y*
- —
SCC vs. WTIU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -18.97% | -36.01% | -27.54% |
WTIU MicroSectors Energy 3X Leveraged ETN | 91.57% | -17.13% | -29.63% | -28.42% |
Correlation
The correlation between SCC and WTIU is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2023 | -0.11 |
The correlation between SCC and WTIU shifts across timeframes, from -0.11 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. WTIU — Risk / Return Rank
SCC
WTIU
SCC vs. WTIU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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 | WTIU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.65 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.80 | 6.55 | -7.35 |
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 | WTIU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 1.54 | -1.97 |
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 | -0.09 | -0.55 |
Drawdowns
SCC vs. WTIU - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for SCC and WTIU.
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Drawdown Indicators
| SCC | WTIU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -75.73% | -24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -39.11% | +10.09% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -75.73% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -32.10% | -67.80% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -39.19% | -46.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 15.83% | +3.38% |
Volatility
SCC vs. WTIU - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 10.71%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.06%. This indicates that SCC experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCC | WTIU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 27.06% | -16.35% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 54.98% | -28.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 67.51% | -31.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 70.62% | -26.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 70.62% | -31.10% |
SCC vs. WTIU - Expense Ratio Comparison
Both SCC and WTIU have an expense ratio of 0.95%.
Dividends
SCC vs. WTIU - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, while WTIU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCC and WTIU have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (27.06%) compared to SCC (10.71%). In terms of maximum drawdown, SCC dropped -99.92% vs WTIU's -75.73%.
On 3-year performance, WTIU leads with 5.93% vs -25.44% for SCC. Both ETFs have the same 0.95% expense ratio. On volatility, SCC has been the lower-risk option at 10.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTIU has performed better with a 5.93% return vs -25.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC and WTIU have the same expense ratio: 0.95% per year.
SCC has the higher dividend yield at 4.53%, compared with 0.00% for WTIU.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.
WTIU currently has the higher Sharpe Ratio (1.54 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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