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SDP vs. BILT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDP vs. BILT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Utilities (SDP) and iShares Infrastructure Active ETF (BILT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDP achieves a -9.16% return, which is significantly lower than BILT's 14.30% return.


SDP

1D
1.06%
1M
6.29%
6M
-7.08%
YTD
-9.16%
1Y
-8.19%
3Y*
-19.35%
5Y*
-16.38%
10Y*
-20.32%
ALL TIME*
-21.28%

BILT

1D
0.11%
1M
-1.05%
6M
8.99%
YTD
14.30%
1Y
17.98%
3Y*
5Y*
10Y*
ALL TIME*
19.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.38M$1.70M$1.65M
$172.54K$93.38K$80.16K

SDP vs. BILT - Yearly Performance Comparison


2026 (YTD)2025
SDP
ProShares UltraShort Utilities
-9.16%-0.44%
BILT
iShares Infrastructure Active ETF
14.30%4.16%

Correlation

The correlation between SDP and BILT is -0.75, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.75

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2025

-0.75

The correlation between SDP and BILT has been stable across timeframes, ranging from -0.75 to -0.75 - a consistent structural relationship.

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Return for Risk

SDP vs. BILT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SDP
SDP Risk / Return Rank: 77
Overall Rank
SDP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SDP Sortino Ratio Rank: 77
Sortino Ratio Rank
SDP Omega Ratio Rank: 77
Omega Ratio Rank
SDP Calmar Ratio Rank: 77
Calmar Ratio Rank
SDP Martin Ratio Rank: 77
Martin Ratio Rank

BILT
BILT Risk / Return Rank: 8181
Overall Rank
BILT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BILT Sortino Ratio Rank: 7979
Sortino Ratio Rank
BILT Omega Ratio Rank: 7878
Omega Ratio Rank
BILT Calmar Ratio Rank: 8888
Calmar Ratio Rank
BILT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SDP vs. BILT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Utilities (SDP) and iShares Infrastructure Active ETF (BILT). 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.


SDPBILTDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

0.98

1.33

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.35

3.52

-3.86

Martin ratioReturn relative to average drawdown

-0.57

10.60

-11.16

SDP vs. BILT - Sharpe Ratio Comparison

The current SDP Sharpe Ratio is -0.29, which is lower than the BILT Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SDP and BILT, 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

SDP vs. BILT - Drawdown Comparison

The maximum SDP drawdown since its inception was -99.56%, which is greater than BILT's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for SDP and BILT.


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Drawdown Indicators


SDPBILTDifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-5.38%

-94.18%

Max Drawdown (1Y)

Largest decline over 1 year

-25.44%

-5.38%

-20.06%

Max Drawdown (3Y)

Largest decline over 3 years

-66.17%

Max Drawdown (5Y)

Largest decline over 5 years

-66.17%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

Current Drawdown

Current decline from peak

-99.50%

-2.25%

-97.25%

Average Drawdown

Average peak-to-trough decline

-82.25%

-1.36%

-80.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.45%

1.78%

+13.67%

Volatility

SDP vs. BILT - Volatility Comparison

ProShares UltraShort Utilities (SDP) has a higher volatility of 9.55% compared to iShares Infrastructure Active ETF (BILT) at 3.10%. This indicates that SDP's price experiences larger fluctuations and is considered to be riskier than BILT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDPBILTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

3.10%

+6.45%

Volatility (6M)

Calculated over the trailing 6-month period

24.16%

8.44%

+15.72%

Volatility (1Y)

Calculated over the trailing 1-year period

30.16%

10.31%

+19.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.44%

10.31%

+24.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.63%

10.31%

+27.32%

SDP vs. BILT - Expense Ratio Comparison

SDP has a 0.95% expense ratio, which is higher than BILT's 0.60% expense ratio.


Dividends

SDP vs. BILT - Dividend Comparison

SDP's dividend yield for the trailing twelve months is around 4.09%, less than BILT's 5.70% yield.


PositionTTM20252024202320222021202020192018
BILT
iShares Infrastructure Active ETF
5.70%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDP
ProShares UltraShort Utilities
4.09%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%

Frequently Asked Questions


SDP and BILT have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDP has higher volatility (9.55%) compared to BILT (3.10%). In terms of maximum drawdown, SDP dropped -99.56% vs BILT's -5.38%.

On 1-year performance, BILT leads with 17.98% vs -8.19% for SDP. On fees, BILT is cheaper at 0.60% per year. On volatility, BILT has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BILT has performed better with a 17.98% return vs -8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BILT is cheaper with a 0.60% expense ratio, compared with 0.95% for SDP.

BILT has the higher dividend yield at 5.70%, compared with 4.09% for SDP.

SDP is categorized as Leveraged Equities, while BILT is Infrastructure Equities. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SDP and 0.60% for BILT.

BILT currently has the higher Sharpe Ratio (1.84 vs -0.29), 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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