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SDOW vs. PST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDOW vs. PST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short Dow30 (SDOW) and ProShares UltraShort 7-10 Year Treasury (PST). The values are adjusted to include any dividend payments, if applicable.

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SDOW vs. PST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDOW
ProShares UltraPro Short Dow30
10.94%-33.94%-25.95%-28.78%4.00%-49.00%-66.48%-49.54%-0.30%-52.26%
PST
ProShares UltraShort 7-10 Year Treasury
2.06%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%

Returns By Period

In the year-to-date period, SDOW achieves a 10.94% return, which is significantly higher than PST's 2.06% return. Over the past 10 years, SDOW has underperformed PST with an annualized return of -36.41%, while PST has yielded a comparatively higher 1.99% annualized return.


SDOW

1D
-7.24%
1M
17.21%
YTD
10.94%
6M
0.57%
1Y
-29.73%
3Y*
-26.80%
5Y*
-22.86%
10Y*
-36.41%

PST

1D
-0.23%
1M
5.54%
YTD
2.06%
6M
2.99%
1Y
1.28%
3Y*
6.13%
5Y*
7.99%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDOW vs. PST - Expense Ratio Comparison

Both SDOW and PST have an expense ratio of 0.95%.


Return for Risk

SDOW vs. PST — Risk / Return Rank

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

SDOW
SDOW Risk / Return Rank: 44
Overall Rank
SDOW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SDOW Sortino Ratio Rank: 33
Sortino Ratio Rank
SDOW Omega Ratio Rank: 33
Omega Ratio Rank
SDOW Calmar Ratio Rank: 33
Calmar Ratio Rank
SDOW Martin Ratio Rank: 77
Martin Ratio Rank

PST
PST Risk / Return Rank: 1414
Overall Rank
PST Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PST Sortino Ratio Rank: 1414
Sortino Ratio Rank
PST Omega Ratio Rank: 1313
Omega Ratio Rank
PST Calmar Ratio Rank: 1414
Calmar Ratio Rank
PST Martin Ratio Rank: 1313
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.

SDOW vs. PST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Dow30 (SDOW) and ProShares UltraShort 7-10 Year Treasury (PST). 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.


SDOWPSTDifference

Sharpe ratio

Return per unit of total volatility

-0.59

0.11

-0.70

Sortino ratio

Return per unit of downside risk

-0.61

0.24

-0.84

Omega ratio

Gain probability vs. loss probability

0.92

1.03

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.54

0.10

-0.64

Martin ratio

Return relative to average drawdown

-0.70

0.16

-0.86

SDOW vs. PST - Sharpe Ratio Comparison

The current SDOW Sharpe Ratio is -0.59, which is lower than the PST Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SDOW and PST, 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


SDOWPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

0.11

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

0.52

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.70

0.15

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.76

-0.39

-0.37

Correlation

The correlation between SDOW and PST is -0.25. 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

SDOW vs. PST - Dividend Comparison

SDOW's dividend yield for the trailing twelve months is around 4.19%, more than PST's 3.16% yield.


TTM202520242023202220212020201920182017
SDOW
ProShares UltraPro Short Dow30
4.19%5.80%8.30%5.38%0.36%0.00%0.52%2.17%1.23%0.09%
PST
ProShares UltraShort 7-10 Year Treasury
3.16%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%0.00%

Drawdowns

SDOW vs. PST - Drawdown Comparison

The maximum SDOW drawdown since its inception was -99.96%, which is greater than PST's maximum drawdown of -79.25%. Use the drawdown chart below to compare losses from any high point for SDOW and PST.


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Drawdown Indicators


SDOWPSTDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-79.25%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-58.80%

-8.22%

-50.58%

Max Drawdown (5Y)

Largest decline over 5 years

-80.95%

-16.19%

-64.76%

Max Drawdown (10Y)

Largest decline over 10 years

-99.20%

-36.07%

-63.13%

Current Drawdown

Current decline from peak

-99.95%

-64.99%

-34.96%

Average Drawdown

Average peak-to-trough decline

-89.32%

-61.45%

-27.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.44%

5.01%

+40.43%

Volatility

SDOW vs. PST - Volatility Comparison

ProShares UltraPro Short Dow30 (SDOW) has a higher volatility of 14.79% compared to ProShares UltraShort 7-10 Year Treasury (PST) at 3.88%. This indicates that SDOW's price experiences larger fluctuations and is considered to be riskier than PST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDOWPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.79%

3.88%

+10.91%

Volatility (6M)

Calculated over the trailing 6-month period

27.65%

6.53%

+21.12%

Volatility (1Y)

Calculated over the trailing 1-year period

50.29%

11.90%

+38.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.15%

15.58%

+28.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.05%

13.33%

+38.72%