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SEF vs. WTID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SEF achieves a -2.97% return, which is significantly higher than WTID's -67.32% return.


SEF

1D
-0.56%
1M
-2.73%
6M
-4.74%
YTD
-2.97%
1Y
-7.57%
3Y*
-12.14%
5Y*
-7.56%
10Y*
-12.22%
ALL TIME*
-13.90%

WTID

1D
4.70%
1M
-32.80%
6M
-56.78%
YTD
-67.32%
1Y
-74.04%
3Y*
-45.60%
5Y*
10Y*
ALL TIME*
-43.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$316.98K$220.26K$247.07K
$198.95K$195.92K$630.81K

SEF vs. WTID - Yearly Performance Comparison


2026 (YTD)202520242023
SEF
ProShares Short Financials
-2.97%-9.82%-17.81%-1.77%
WTID
MicroSectors Energy -3X Inverse Leveraged ETN
-67.32%-44.50%-7.93%-16.93%

Correlation

The correlation between SEF and WTID is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.06

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2023

0.28

The correlation between SEF and WTID shifts across timeframes, from -0.06 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

SEF vs. WTID - Sectors Allocation Comparison


Sectors
SEF
WTID

Financial Services

75.3%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

100.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Financial Services

SEF
75.3%
WTID

-

Basic Materials

SEF

-

WTID

-

Communication Services

SEF

-

WTID

-

Consumer Cyclical

SEF

-

WTID

-

Consumer Defensive

SEF

-

WTID

-

Energy

SEF

-

WTID
100.0%

Healthcare

SEF

-

WTID

-

Industrials

SEF

-

WTID

-

Real Estate

SEF

-

WTID

-

Technology

SEF

-

WTID

-

Utilities

SEF

-

WTID

-

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Return for Risk

SEF vs. WTID — Risk / Return Rank

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

SEF
SEF Risk / Return Rank: 55
Overall Rank
SEF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SEF Sortino Ratio Rank: 55
Sortino Ratio Rank
SEF Omega Ratio Rank: 55
Omega Ratio Rank
SEF Calmar Ratio Rank: 55
Calmar Ratio Rank
SEF Martin Ratio Rank: 33
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: 11
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.

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.

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.


SEFWTIDDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

0.92

0.77

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.98

+0.50

Martin ratioReturn relative to average drawdown

-1.17

-1.49

+0.32

SEF vs. WTID - Sharpe Ratio Comparison

The current SEF Sharpe Ratio is -0.52, which is higher than the WTID Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of SEF and WTID, 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

SEF vs. WTID - Drawdown Comparison

The maximum SEF drawdown since its inception was -96.53%, which is greater than WTID's maximum drawdown of -90.80%. 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

-96.53%

-90.80%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.98%

-76.06%

+60.08%

Max Drawdown (3Y)

Largest decline over 3 years

-39.77%

-86.73%

+46.96%

Max Drawdown (5Y)

Largest decline over 5 years

-41.98%

Max Drawdown (10Y)

Largest decline over 10 years

-73.23%

Current Drawdown

Current decline from peak

-96.52%

-90.37%

-6.15%

Average Drawdown

Average peak-to-trough decline

-82.82%

-55.96%

-26.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

49.62%

-43.14%

Volatility

SEF vs. WTID - Volatility Comparison

The current volatility for ProShares Short Financials (SEF) is 3.84%, while MicroSectors Energy -3X Inverse Leveraged ETN (WTID) has a volatility of 23.44%. 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

3.84%

23.44%

-19.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

56.62%

-45.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

69.15%

-54.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

70.60%

-52.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

70.60%

-50.14%

SEF vs. WTID - Expense Ratio Comparison

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


Dividends

SEF vs. WTID - Dividend Comparison

SEF's dividend yield for the trailing twelve months is around 3.46%, while WTID has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
SEF
ProShares Short Financials
3.46%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%

Frequently Asked Questions


SEF and WTID have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTID has higher volatility (23.44%) compared to SEF (3.84%). In terms of maximum drawdown, SEF dropped -96.53% vs WTID's -90.80%.

On 3-year performance, SEF leads with -12.14% vs -45.60% for WTID. Both ETFs have the same 0.95% expense ratio. On volatility, SEF has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SEF has performed better with a -12.14% return vs -45.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SEF and WTID have the same expense ratio: 0.95% per year.

SEF has the higher dividend yield at 3.46%, compared with 0.00% for WTID.

SEF tracks Dow Jones U.S. Financials Index (-100%), while WTID tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.

SEF currently has the higher Sharpe Ratio (-0.52 vs -1.07), 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 SEF and WTID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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