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SCO vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCO achieves a -59.41% return, which is significantly lower than FTGC's 20.51% return. Over the past 10 years, SCO has underperformed FTGC with an annualized return of -36.90%, while FTGC has yielded a comparatively higher 7.08% annualized return.


SCO

1D
-0.09%
1M
27.56%
YTD
-59.41%
6M
-60.52%
1Y
-46.47%
3Y*
-32.01%
5Y*
-39.29%
10Y*
-36.90%

FTGC

1D
-0.33%
1M
-6.35%
YTD
20.51%
6M
22.09%
1Y
27.15%
3Y*
13.64%
5Y*
12.88%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. FTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-59.41%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
FTGC
First Trust Global Tactical Commodity Strategy Fund
20.51%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between SCO and FTGC is -0.72, 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

-0.72

Correlation (3Y)
Calculated over the trailing 3-year period

-0.72

Correlation (5Y)
Calculated over the trailing 5-year period

-0.73

Correlation (10Y)
Calculated over the trailing 10-year period

-0.69

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2013

-0.67

The correlation between SCO and FTGC has been stable across timeframes, ranging from -0.73 to -0.67 - a consistent structural relationship.

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Return for Risk

SCO vs. FTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCO
SCO Risk / Return Rank: 33
Overall Rank
SCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 33
Sortino Ratio Rank
SCO Omega Ratio Rank: 33
Omega Ratio Rank
SCO Calmar Ratio Rank: 44
Calmar Ratio Rank
SCO Martin Ratio Rank: 22
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 5353
Overall Rank
FTGC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 4949
Sortino Ratio Rank
FTGC Omega Ratio Rank: 5151
Omega Ratio Rank
FTGC Calmar Ratio Rank: 5959
Calmar Ratio Rank
FTGC Martin Ratio Rank: 5555
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.

SCO vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


SCOFTGCDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.52

Omega ratioGain probability vs. loss probability

0.87

1.31

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.66

2.80

-3.46

Martin ratioReturn relative to average drawdown

-1.29

9.24

-10.54

SCO vs. FTGC - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.83, which is lower than the FTGC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SCO and FTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCO vs. FTGC - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for SCO and FTGC.


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Drawdown Indicators


SCOFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-59.47%

-40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-9.63%

-62.61%

Max Drawdown (3Y)

Largest decline over 3 years

-78.76%

-10.39%

-68.37%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-22.64%

-72.16%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

-35.91%

-63.60%

Current Drawdown

Current decline from peak

-99.73%

-9.63%

-90.10%

Average Drawdown

Average peak-to-trough decline

-85.19%

-27.35%

-57.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.61%

2.95%

+33.66%

Volatility

SCO vs. FTGC - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 16.80% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 3.15%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.80%

3.15%

+13.65%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

13.19%

+33.97%

Volatility (1Y)

Calculated over the trailing 1-year period

57.03%

15.66%

+41.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.02%

15.85%

+44.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.92%

14.71%

+57.21%

SCO vs. FTGC - Expense Ratio Comparison

Both SCO and FTGC have an expense ratio of 0.95%.


Dividends

SCO vs. FTGC - Dividend Comparison

SCO has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.91%.


PositionTTM202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.91%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%
SCO
ProShares UltraShort Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCO and FTGC have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (16.80%) compared to FTGC (3.15%). In terms of maximum drawdown, SCO dropped -99.80% vs FTGC's -59.47%.

On 10-year performance, FTGC leads with 7.08% vs -36.90% for SCO. Both ETFs have the same 0.95% expense ratio. On volatility, FTGC has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTGC has performed better with a 7.08% return vs -36.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCO and FTGC have the same expense ratio: 0.95% per year.

FTGC has the higher dividend yield at 15.91%, compared with 0.00% for SCO.

SCO is categorized as Oil & Gas, while FTGC is Commodities. They also come from different issuers: ProShares and First Trust.

FTGC currently has the higher Sharpe Ratio (1.72 vs -0.83), 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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