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SCO vs. WTID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCO vs. WTID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and MicroSectors Energy -3X Inverse Leveraged ETN (WTID). The values are adjusted to include any dividend payments, if applicable.

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SCO vs. WTID - Yearly Performance Comparison


2026 (YTD)202520242023
SCO
ProShares UltraShort Bloomberg Crude Oil
-55.18%15.90%-19.00%-12.85%
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-60.85%-44.50%-7.93%-17.12%

Returns By Period

In the year-to-date period, SCO achieves a -55.18% return, which is significantly higher than WTID's -60.85% return.


SCO

1D
5.65%
1M
-31.91%
YTD
-55.18%
6M
-50.11%
1Y
-47.55%
3Y*
-29.63%
5Y*
-41.92%
10Y*
-39.82%

WTID

1D
11.27%
1M
-20.94%
YTD
-60.85%
6M
-60.99%
1Y
-70.03%
3Y*
-46.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCO vs. WTID - Expense Ratio Comparison

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


Return for Risk

SCO vs. WTID — Risk / Return Rank

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

SCO
SCO Risk / Return Rank: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 11
Sortino Ratio Rank
SCO Omega Ratio Rank: 22
Omega Ratio Rank
SCO Calmar Ratio Rank: 22
Calmar Ratio Rank
SCO Martin Ratio Rank: 11
Martin Ratio Rank

WTID
WTID Risk / Return Rank: 11
Overall Rank
WTID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WTID Sortino Ratio Rank: 11
Sortino Ratio Rank
WTID Omega Ratio Rank: 11
Omega Ratio Rank
WTID Calmar Ratio Rank: 11
Calmar Ratio Rank
WTID Martin Ratio Rank: 22
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. WTID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) and MicroSectors Energy -3X Inverse Leveraged ETN (WTID). 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.


SCOWTIDDifference

Sharpe ratio

Return per unit of total volatility

-0.84

-0.86

+0.03

Sortino ratio

Return per unit of downside risk

-1.20

-1.58

+0.38

Omega ratio

Gain probability vs. loss probability

0.87

0.82

+0.05

Calmar ratio

Return relative to maximum drawdown

-0.72

-0.82

+0.10

Martin ratio

Return relative to average drawdown

-1.71

-1.25

-0.46

SCO vs. WTID - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.84, which is comparable to the WTID Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of SCO and WTID, 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


SCOWTIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.86

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

-0.63

+0.27

Correlation

The correlation between SCO and WTID is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCO vs. WTID - Dividend Comparison

Neither SCO nor WTID has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCO vs. WTID - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.74%, which is greater than WTID's maximum drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for SCO and WTID.


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Drawdown Indicators


SCOWTIDDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-90.35%

-9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-66.46%

-86.07%

+19.61%

Max Drawdown (5Y)

Largest decline over 5 years

-94.53%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

Current Drawdown

Current decline from peak

-99.70%

-88.47%

-11.23%

Average Drawdown

Average peak-to-trough decline

-85.03%

-52.62%

-32.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.84%

56.27%

-28.43%

Volatility

SCO vs. WTID - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 24.45% compared to MicroSectors Energy -3X Inverse Leveraged ETN (WTID) at 21.31%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than WTID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOWTIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.45%

21.31%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

40.35%

46.17%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

57.03%

81.40%

-24.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.08%

69.32%

-10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.93%

69.32%

+2.61%