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SDP vs. IFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDP vs. IFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Utilities (SDP) and iShares U.S. Infrastructure ETF (IFRA). 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 -6.23% return, which is significantly lower than IFRA's 16.63% return.


SDP

1D
-3.79%
1M
12.87%
YTD
-6.23%
6M
-1.59%
1Y
-13.53%
3Y*
-19.57%
5Y*
-16.36%
10Y*
-20.74%

IFRA

1D
1.80%
1M
-2.15%
YTD
16.63%
6M
17.20%
1Y
29.74%
3Y*
20.02%
5Y*
13.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDP vs. IFRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SDP
ProShares UltraShort Utilities
-6.23%-22.59%-30.11%18.95%-12.54%-33.14%-36.27%-35.57%-13.85%
IFRA
iShares U.S. Infrastructure ETF
16.63%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-8.57%

Correlation

The correlation between SDP and IFRA is -0.59, 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

-0.59

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

-0.62

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

-0.64

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2018

-0.57

The correlation between SDP and IFRA has been stable across timeframes, ranging from -0.64 to -0.57 - a consistent structural relationship.

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Return for Risk

SDP vs. IFRA — Risk / Return Rank

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

SDP
SDP Risk / Return Rank: 55
Overall Rank
SDP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SDP Sortino Ratio Rank: 44
Sortino Ratio Rank
SDP Omega Ratio Rank: 55
Omega Ratio Rank
SDP Calmar Ratio Rank: 44
Calmar Ratio Rank
SDP Martin Ratio Rank: 55
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 6464
Overall Rank
IFRA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 6363
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5555
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7171
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7171
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.

SDP vs. IFRA - Risk-Adjusted Trends Comparison

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


SDPIFRADifference

Sharpe ratio

Return per unit of total volatility

-0.46

2.02

-2.48

Sortino ratio

Return per unit of downside risk

-0.52

2.96

-3.48

Omega ratio

Gain probability vs. loss probability

0.94

1.34

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.47

3.60

-4.07

Martin ratio

Return relative to average drawdown

-0.79

13.50

-14.29

SDP vs. IFRA - Sharpe Ratio Comparison

The current SDP Sharpe Ratio is -0.46, which is lower than the IFRA Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SDP and IFRA, 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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Sharpe Ratios by Period


SDPIFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

2.02

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.73

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

0.63

-1.20

Drawdowns

SDP vs. IFRA - Drawdown Comparison

The maximum SDP drawdown since its inception was -99.56%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for SDP and IFRA.


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Drawdown Indicators


SDPIFRADifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-41.06%

-58.50%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-8.40%

-20.61%

Max Drawdown (3Y)

Largest decline over 3 years

-66.17%

-19.93%

-46.24%

Max Drawdown (5Y)

Largest decline over 5 years

-66.61%

-19.93%

-46.68%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

Current Drawdown

Current decline from peak

-99.49%

-2.85%

-96.64%

Average Drawdown

Average peak-to-trough decline

-82.12%

-5.14%

-76.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.35%

2.24%

+15.11%

Volatility

SDP vs. IFRA - Volatility Comparison

ProShares UltraShort Utilities (SDP) has a higher volatility of 10.90% compared to iShares U.S. Infrastructure ETF (IFRA) at 4.92%. This indicates that SDP's price experiences larger fluctuations and is considered to be riskier than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDPIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.90%

4.92%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.55%

11.40%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

29.22%

14.80%

+14.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.37%

17.92%

+16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.51%

21.38%

+16.13%

SDP vs. IFRA - Expense Ratio Comparison

SDP has a 0.95% expense ratio, which is higher than IFRA's 0.30% expense ratio.


Dividends

SDP vs. IFRA - Dividend Comparison

SDP's dividend yield for the trailing twelve months is around 3.90%, more than IFRA's 1.60% yield.


PositionTTM20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF
1.60%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%
SDP
ProShares UltraShort Utilities
3.90%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%

Frequently Asked Questions


SDP and IFRA have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDP has higher volatility (10.90%) compared to IFRA (4.92%). In terms of maximum drawdown, SDP dropped -99.56% vs IFRA's -41.06%.

On 5-year performance, IFRA leads with 13.02% vs -16.36% for SDP. On fees, IFRA is cheaper at 0.30% per year. On volatility, IFRA has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IFRA has performed better with a 13.02% return vs -16.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFRA is cheaper with a 0.30% expense ratio, compared with 0.95% for SDP.

SDP has the higher dividend yield at 3.90%, compared with 1.60% for IFRA.

SDP is categorized as Leveraged Equities, while IFRA is Industrials Equities. SDP tracks Dow Jones U.S. Utilities Index (-200%), while IFRA tracks NYSE FactSet U.S. Infrastructure Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SDP and 0.30% for IFRA.

IFRA currently has the higher Sharpe Ratio (2.02 vs -0.46), 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 SDP and IFRA

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