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SEF vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEF vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Financials (SEF) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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SEF vs. NOBL - 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%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.36%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Returns By Period

In the year-to-date period, SEF achieves a 11.27% return, which is significantly higher than NOBL's 2.36% return. Over the past 10 years, SEF has underperformed NOBL with an annualized return of -11.67%, while NOBL has yielded a comparatively higher 9.54% 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%

NOBL

1D
1.28%
1M
-7.04%
YTD
2.36%
6M
4.01%
1Y
6.06%
3Y*
7.41%
5Y*
6.31%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEF vs. NOBL - Expense Ratio Comparison

SEF has a 0.95% expense ratio, which is higher than NOBL's 0.35% expense ratio.


Return for Risk

SEF vs. NOBL — 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

NOBL
NOBL Risk / Return Rank: 2727
Overall Rank
NOBL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2626
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2424
Omega Ratio Rank
NOBL Calmar Ratio Rank: 3030
Calmar Ratio Rank
NOBL Martin Ratio Rank: 3030
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. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Financials (SEF) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


SEFNOBLDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.40

-0.26

Sortino ratio

Return per unit of downside risk

0.36

0.68

-0.32

Omega ratio

Gain probability vs. loss probability

1.05

1.09

-0.04

Calmar ratio

Return relative to maximum drawdown

0.08

0.66

-0.59

Martin ratio

Return relative to average drawdown

0.11

2.36

-2.26

SEF vs. NOBL - Sharpe Ratio Comparison

The current SEF Sharpe Ratio is 0.14, which is lower than the NOBL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SEF and NOBL, 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


SEFNOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.40

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.44

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.57

0.58

-1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.64

-1.13

Correlation

The correlation between SEF and NOBL is -0.81. 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

SEF vs. NOBL - Dividend Comparison

SEF's dividend yield for the trailing twelve months is around 3.27%, more than NOBL's 2.14% yield.


TTM20252024202320222021202020192018201720162015
SEF
ProShares Short Financials
3.27%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%0.00%0.00%0.00%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.14%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Drawdowns

SEF vs. NOBL - Drawdown Comparison

The maximum SEF drawdown since its inception was -96.51%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for SEF and NOBL.


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Drawdown Indicators


SEFNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-96.51%

-35.43%

-61.08%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-11.20%

-9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

-17.92%

-23.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

-35.43%

-40.23%

Current Drawdown

Current decline from peak

-96.00%

-7.04%

-88.96%

Average Drawdown

Average peak-to-trough decline

-82.58%

-3.45%

-79.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

3.15%

+11.29%

Volatility

SEF vs. NOBL - Volatility Comparison

ProShares Short Financials (SEF) has a higher volatility of 4.86% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.61%. This indicates that SEF's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEFNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

3.61%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

8.07%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

15.29%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

14.40%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

16.60%

+3.95%