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SCC vs. XDSQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCC vs. XDSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and Innovator US Equity Accelerated ETF (XDSQ). The values are adjusted to include any dividend payments, if applicable.

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SCC vs. XDSQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCC
ProShares UltraShort Consumer Services
19.44%-18.97%-36.01%-44.34%64.09%-15.88%
XDSQ
Innovator US Equity Accelerated ETF
-4.89%14.22%23.12%23.00%-16.78%12.75%

Returns By Period

In the year-to-date period, SCC achieves a 19.44% return, which is significantly higher than XDSQ's -4.89% return.


SCC

1D
-6.15%
1M
13.74%
YTD
19.44%
6M
19.94%
1Y
-24.41%
3Y*
-24.32%
5Y*
-13.80%
10Y*
-24.06%

XDSQ

1D
2.74%
1M
-6.22%
YTD
-4.89%
6M
-0.69%
1Y
13.87%
3Y*
14.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCC vs. XDSQ - Expense Ratio Comparison

SCC has a 0.95% expense ratio, which is higher than XDSQ's 0.79% expense ratio.


Return for Risk

SCC vs. XDSQ — 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: 44
Sharpe Ratio Rank
SCC Sortino Ratio Rank: 44
Sortino Ratio Rank
SCC Omega Ratio Rank: 44
Omega Ratio Rank
SCC Calmar Ratio Rank: 44
Calmar Ratio Rank
SCC Martin Ratio Rank: 77
Martin Ratio Rank

XDSQ
XDSQ Risk / Return Rank: 4949
Overall Rank
XDSQ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XDSQ Sortino Ratio Rank: 4545
Sortino Ratio Rank
XDSQ Omega Ratio Rank: 5454
Omega Ratio Rank
XDSQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
XDSQ Martin Ratio Rank: 6060
Martin Ratio Rank
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. XDSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Innovator US Equity Accelerated ETF (XDSQ). 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.


SCCXDSQDifference

Sharpe ratio

Return per unit of total volatility

-0.52

0.77

-1.30

Sortino ratio

Return per unit of downside risk

-0.48

1.22

-1.70

Omega ratio

Gain probability vs. loss probability

0.94

1.20

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.46

1.19

-1.65

Martin ratio

Return relative to average drawdown

-0.58

5.87

-6.45

SCC vs. XDSQ - Sharpe Ratio Comparison

The current SCC Sharpe Ratio is -0.52, which is lower than the XDSQ Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SCC and XDSQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCCXDSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

0.77

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.60

-1.23

Correlation

The correlation between SCC and XDSQ is -0.82. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCC vs. XDSQ - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 3.94%, while XDSQ has not paid dividends to shareholders.


TTM20252024202320222021202020192018
SCC
ProShares UltraShort Consumer Services
3.94%4.87%7.46%4.53%0.53%0.00%0.06%2.67%0.86%
XDSQ
Innovator US Equity Accelerated ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCC vs. XDSQ - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for SCC and XDSQ.


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Drawdown Indicators


SCCXDSQDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-26.06%

-73.86%

Max Drawdown (1Y)

Largest decline over 1 year

-52.32%

-12.18%

-40.14%

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

-99.89%

-7.12%

-92.77%

Average Drawdown

Average peak-to-trough decline

-85.82%

-5.08%

-80.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.09%

2.47%

+39.62%

Volatility

SCC vs. XDSQ - Volatility Comparison

ProShares UltraShort Consumer Services (SCC) has a higher volatility of 14.51% compared to Innovator US Equity Accelerated ETF (XDSQ) at 5.65%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCXDSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

5.65%

+8.86%

Volatility (6M)

Calculated over the trailing 6-month period

27.05%

9.60%

+17.45%

Volatility (1Y)

Calculated over the trailing 1-year period

46.88%

17.99%

+28.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.65%

15.32%

+28.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.33%

15.32%

+24.01%