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SEF vs. WTID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEF vs. WTID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Financials (SEF) and MicroSectors Energy -3X Inverse Leveraged ETN (WTID). The values are adjusted to include any dividend payments, if applicable.

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SEF vs. WTID - Yearly Performance Comparison


2026 (YTD)202520242023
SEF
ProShares Short Financials
11.27%-9.82%-17.81%-1.44%
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-64.82%-44.50%-7.93%-17.12%

Returns By Period

In the year-to-date period, SEF achieves a 11.27% return, which is significantly higher than WTID's -64.82% 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%

WTID

1D
4.88%
1M
-34.34%
YTD
-64.82%
6M
-65.12%
1Y
-73.42%
3Y*
-48.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEF vs. WTID - Expense Ratio Comparison

Both SEF and WTID have an expense ratio of 0.95%.


Return for Risk

SEF vs. WTID — 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

WTID
WTID Risk / Return Rank: 11
Overall Rank
WTID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WTID Sortino Ratio Rank: 00
Sortino Ratio Rank
WTID Omega Ratio Rank: 11
Omega Ratio Rank
WTID Calmar Ratio Rank: 11
Calmar Ratio Rank
WTID Martin Ratio Rank: 22
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. WTID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Financials (SEF) and MicroSectors Energy -3X Inverse Leveraged ETN (WTID). 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.


SEFWTIDDifference

Sharpe ratio

Return per unit of total volatility

0.14

-0.91

+1.06

Sortino ratio

Return per unit of downside risk

0.36

-1.81

+2.17

Omega ratio

Gain probability vs. loss probability

1.05

0.80

+0.25

Calmar ratio

Return relative to maximum drawdown

0.08

-0.86

+0.94

Martin ratio

Return relative to average drawdown

0.11

-1.33

+1.43

SEF vs. WTID - Sharpe Ratio Comparison

The current SEF Sharpe Ratio is 0.14, which is higher than the WTID Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of SEF and WTID, 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


SEFWTIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.91

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.66

+0.18

Correlation

The correlation between SEF and WTID is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SEF vs. WTID - Dividend Comparison

SEF's dividend yield for the trailing twelve months is around 3.27%, while WTID has not paid dividends to shareholders.


TTM20252024202320222021202020192018
SEF
ProShares Short Financials
3.27%4.33%5.72%4.43%0.39%0.00%0.12%1.25%0.41%
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SEF vs. WTID - Drawdown Comparison

The maximum SEF drawdown since its inception was -96.51%, which is greater than WTID's maximum drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for SEF and WTID.


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Drawdown Indicators


SEFWTIDDifference

Max Drawdown

Largest peak-to-trough decline

-96.51%

-90.35%

-6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-86.07%

+65.86%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

Max Drawdown (10Y)

Largest decline over 10 years

-75.66%

Current Drawdown

Current decline from peak

-96.00%

-89.63%

-6.37%

Average Drawdown

Average peak-to-trough decline

-82.58%

-52.57%

-30.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

56.03%

-41.59%

Volatility

SEF vs. WTID - Volatility Comparison

The current volatility for ProShares Short Financials (SEF) is 4.86%, while MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a volatility of 17.45%. This indicates that SEF experiences smaller price fluctuations and is considered to be less risky than WTID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEFWTIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

17.45%

-12.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

44.85%

-33.48%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

80.62%

-61.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

69.06%

-51.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

69.06%

-48.51%