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SDD vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDD vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort SmallCap600 (SDD) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDD achieves a -32.06% return, which is significantly lower than IJR's 21.68% return. Over the past 10 years, SDD has underperformed IJR with an annualized return of -26.98%, while IJR has yielded a comparatively higher 10.76% annualized return.


SDD

1D
0.02%
1M
-2.88%
6M
-25.07%
YTD
-32.06%
1Y
-40.76%
3Y*
-24.65%
5Y*
-17.22%
10Y*
-26.98%

IJR

1D
0.06%
1M
1.62%
6M
15.67%
YTD
21.68%
1Y
30.71%
3Y*
14.91%
5Y*
7.15%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDD vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDD
ProShares UltraShort SmallCap600
-32.06%-14.69%-13.60%-25.99%20.50%-46.57%-55.11%-36.30%14.10%-25.45%
IJR
iShares Core S&P Small-Cap ETF
21.68%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%

Correlation

The correlation between SDD and IJR is -0.99, 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

-0.99

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

-0.99

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

-0.99

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

-0.94

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2007

-0.93

The correlation between SDD and IJR has been stable across timeframes, ranging from -0.99 to -0.93 - a consistent structural relationship.

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Return for Risk

SDD vs. IJR — Risk / Return Rank

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

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

IJR
IJR Risk / Return Rank: 6969
Overall Rank
IJR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 6868
Sortino Ratio Rank
IJR Omega Ratio Rank: 6060
Omega Ratio Rank
IJR Calmar Ratio Rank: 8080
Calmar Ratio Rank
IJR Martin Ratio Rank: 7676
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.

SDD vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort SmallCap600 (SDD) and iShares Core S&P Small-Cap ETF (IJR). 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.


SDDIJRDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-4.06

Omega ratioGain probability vs. loss probability

0.82

1.29

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.83

3.39

-4.22

Martin ratioReturn relative to average drawdown

-1.45

11.36

-12.81

SDD vs. IJR - Sharpe Ratio Comparison

The current SDD Sharpe Ratio is -1.10, which is lower than the IJR Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SDD and IJR, 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

SDD vs. IJR - Drawdown Comparison

The maximum SDD drawdown since its inception was -99.94%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for SDD and IJR.


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Drawdown Indicators


SDDIJRDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-58.15%

-41.79%

Max Drawdown (1Y)

Largest decline over 1 year

-47.71%

-8.68%

-39.03%

Max Drawdown (3Y)

Largest decline over 3 years

-69.10%

-28.02%

-41.08%

Max Drawdown (5Y)

Largest decline over 5 years

-71.26%

-28.02%

-43.24%

Max Drawdown (10Y)

Largest decline over 10 years

-96.11%

-44.36%

-51.75%

Current Drawdown

Current decline from peak

-99.94%

-1.85%

-98.09%

Average Drawdown

Average peak-to-trough decline

-86.96%

-9.25%

-77.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.29%

2.60%

+24.69%

Volatility

SDD vs. IJR - Volatility Comparison

ProShares UltraShort SmallCap600 (SDD) has a higher volatility of 8.95% compared to iShares Core S&P Small-Cap ETF (IJR) at 4.64%. This indicates that SDD's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDDIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

4.64%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.79%

12.06%

+12.73%

Volatility (1Y)

Calculated over the trailing 1-year period

35.96%

17.58%

+18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.10%

21.36%

+21.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.02%

22.84%

+22.18%

SDD vs. IJR - Expense Ratio Comparison

SDD has a 0.95% expense ratio, which is higher than IJR's 0.06% expense ratio.


Dividends

SDD vs. IJR - Dividend Comparison

SDD's dividend yield for the trailing twelve months is around 6.33%, more than IJR's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF
1.13%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
SDD
ProShares UltraShort SmallCap600
6.33%5.07%4.34%3.84%0.33%0.00%0.00%1.20%0.52%0.00%0.00%0.00%

Frequently Asked Questions


SDD and IJR have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDD has higher volatility (8.95%) compared to IJR (4.64%). In terms of maximum drawdown, SDD dropped -99.94% vs IJR's -58.15%.

On 10-year performance, IJR leads with 10.76% vs -26.98% for SDD. On fees, IJR is cheaper at 0.06% per year. On volatility, IJR has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJR has performed better with a 10.76% return vs -26.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJR is cheaper with a 0.06% expense ratio, compared with 0.95% for SDD.

SDD has the higher dividend yield at 6.33%, compared with 1.13% for IJR.

SDD is categorized as Inverse Equities, while IJR is Small Cap Blend Equities. SDD tracks S&P Small Cap 600 (-200%), while IJR tracks S&P SmallCap 600 Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SDD and 0.06% for IJR.

IJR currently has the higher Sharpe Ratio (1.67 vs -1.10), 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.

Portfolio Optimizer

Find the right allocation for SDD and IJR

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