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SEF vs. HDGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEF vs. HDGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Financials (SEF) and AdvisorShares Ranger Equity Bear ETF (HDGE). The values are adjusted to include any dividend payments, if applicable.

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SEF vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEF
ProShares Short Financials
11.27%-9.82%-17.81%-8.81%11.85%-27.02%-16.93%-23.51%10.34%-17.12%
HDGE
AdvisorShares Ranger Equity Bear ETF
12.05%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%

Returns By Period

In the year-to-date period, SEF achieves a 11.27% return, which is significantly lower than HDGE's 12.05% return. Over the past 10 years, SEF has outperformed HDGE with an annualized return of -11.67%, while HDGE has yielded a comparatively lower -14.57% annualized return.


SEF

1D
-2.13%
1M
3.96%
YTD
11.27%
6M
10.38%
1Y
2.76%
3Y*
-10.01%
5Y*
-6.70%
10Y*
-11.67%

HDGE

1D
-1.94%
1M
4.54%
YTD
12.05%
6M
13.38%
1Y
4.28%
3Y*
-4.77%
5Y*
-2.67%
10Y*
-14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEF vs. HDGE - Expense Ratio Comparison

SEF has a 0.95% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Return for Risk

SEF vs. HDGE — Risk / Return Rank

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

SEF
SEF Risk / Return Rank: 1515
Overall Rank
SEF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SEF Sortino Ratio Rank: 1616
Sortino Ratio Rank
SEF Omega Ratio Rank: 1616
Omega Ratio Rank
SEF Calmar Ratio Rank: 1313
Calmar Ratio Rank
SEF Martin Ratio Rank: 1313
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 1717
Overall Rank
HDGE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1818
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1717
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
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.

SEF vs. HDGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Financials (SEF) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


SEFHDGEDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.22

-0.07

Sortino ratio

Return per unit of downside risk

0.36

0.45

-0.09

Omega ratio

Gain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratio

Return relative to maximum drawdown

0.08

0.21

-0.13

Martin ratio

Return relative to average drawdown

0.11

0.30

-0.19

SEF vs. HDGE - Sharpe Ratio Comparison

The current SEF Sharpe Ratio is 0.14, which is lower than the HDGE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SEF and HDGE, 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


SEFHDGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.22

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.11

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.57

-0.62

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.66

+0.18

Correlation

The correlation between SEF and HDGE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SEF vs. HDGE - Dividend Comparison

SEF's dividend yield for the trailing twelve months is around 3.27%, more than HDGE's 3.12% yield.


TTM20252024202320222021202020192018
SEF
ProShares Short Financials
3.27%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%

Drawdowns

SEF vs. HDGE - Drawdown Comparison

The maximum SEF drawdown since its inception was -96.51%, roughly equal to the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for SEF and HDGE.


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Drawdown Indicators


SEFHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-96.51%

-93.88%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-19.63%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

-42.97%

+1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-83.69%

+8.03%

Current Drawdown

Current decline from peak

-96.00%

-92.64%

-3.36%

Average Drawdown

Average peak-to-trough decline

-82.58%

-69.85%

-12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

13.53%

+0.91%

Volatility

SEF vs. HDGE - Volatility Comparison

ProShares Short Financials (SEF) has a higher volatility of 4.86% compared to AdvisorShares Ranger Equity Bear ETF (HDGE) at 4.48%. This indicates that SEF's price experiences larger fluctuations and is considered to be riskier than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEFHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.48%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

12.17%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

19.95%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

23.96%

-5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

23.51%

-2.96%