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SH vs. XLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SH vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P500 (SH) and Communication Services Select Sector SPDR Fund (XLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SH achieves a -6.39% return, which is significantly lower than XLC's -4.85% return.


SH

1D
-0.50%
1M
1.30%
YTD
-6.39%
6M
-6.43%
1Y
-15.90%
3Y*
-11.96%
5Y*
-8.68%
10Y*
-12.83%

XLC

1D
-0.42%
1M
-4.66%
YTD
-4.85%
6M
-3.59%
1Y
10.19%
3Y*
21.60%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SH vs. XLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SH
ProShares Short S&P500
-6.39%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%9.74%
XLC
Communication Services Select Sector SPDR Fund
-4.85%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.45%

Correlation

The correlation between SH and XLC is -0.63, 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

-0.63

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

-0.74

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

-0.80

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

-0.81

The correlation between SH and XLC shifts across timeframes, from -0.81 (all time) to -0.63 (1 year), reflecting how their relationship changes across market environments.

SH vs. XLC - Sectors Allocation Comparison


Sectors
SH
XLC

Financial Services

75.1%

-

Basic Materials

-

-

Communication Services

-

95.1%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

4.7%

Utilities

-

-

Financial Services

SH
75.1%
XLC

-

Basic Materials

SH

-

XLC

-

Communication Services

SH

-

XLC
95.1%

Consumer Cyclical

SH

-

XLC

-

Consumer Defensive

SH

-

XLC

-

Energy

SH

-

XLC

-

Healthcare

SH

-

XLC

-

Industrials

SH

-

XLC

-

Real Estate

SH

-

XLC

-

Technology

SH

-

XLC
4.7%

Utilities

SH

-

XLC

-

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Return for Risk

SH vs. XLC — Risk / Return Rank

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

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 22
Calmar Ratio Rank
SH Martin Ratio Rank: 11
Martin Ratio Rank

XLC
XLC Risk / Return Rank: 2222
Overall Rank
XLC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2222
Sortino Ratio Rank
XLC Omega Ratio Rank: 2020
Omega Ratio Rank
XLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
XLC Martin Ratio Rank: 2424
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.

SH vs. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P500 (SH) and Communication Services Select Sector SPDR Fund (XLC). 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.


SHXLCDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

0.81

1.12

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.82

0.86

-1.68

Martin ratioReturn relative to average drawdown

-1.47

2.73

-4.21

SH vs. XLC - Sharpe Ratio Comparison

The current SH Sharpe Ratio is -1.22, which is lower than the XLC Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SH and XLC, 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

SH vs. XLC - Drawdown Comparison

The maximum SH drawdown since its inception was -94.66%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for SH and XLC.


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Drawdown Indicators


SHXLCDifference

Max Drawdown

Largest peak-to-trough decline

-94.66%

-46.65%

-48.01%

Max Drawdown (1Y)

Largest decline over 1 year

-18.16%

-10.57%

-7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-38.82%

-17.97%

-20.85%

Max Drawdown (5Y)

Largest decline over 5 years

-44.53%

-46.65%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-76.12%

Current Drawdown

Current decline from peak

-94.53%

-6.72%

-87.81%

Average Drawdown

Average peak-to-trough decline

-67.75%

-10.58%

-57.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.13%

3.33%

+6.80%

Volatility

SH vs. XLC - Volatility Comparison

ProShares Short S&P500 (SH) has a higher volatility of 4.33% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.57%. This indicates that SH's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.57%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.65%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

13.28%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

20.68%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

22.17%

-4.13%

SH vs. XLC - Expense Ratio Comparison

SH has a 0.90% expense ratio, which is higher than XLC's 0.13% expense ratio.


Dividends

SH vs. XLC - Dividend Comparison

SH's dividend yield for the trailing twelve months is around 4.43%, more than XLC's 1.25% yield.


PositionTTM202520242023202220212020201920182017
SH
ProShares Short S&P500
4.43%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%

Frequently Asked Questions


SH and XLC have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SH has higher volatility (4.33%) compared to XLC (3.57%). In terms of maximum drawdown, SH dropped -94.66% vs XLC's -46.65%.

On 5-year performance, XLC leads with 8.03% vs -8.68% for SH. On fees, XLC is cheaper at 0.13% per year. On volatility, XLC has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XLC has performed better with a 8.03% return vs -8.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLC is cheaper with a 0.13% expense ratio, compared with 0.90% for SH.

SH has the higher dividend yield at 4.43%, compared with 1.25% for XLC.

SH is categorized as Inverse Equities, while XLC is Communications Equities. SH tracks S&P 500 (-100%), while XLC tracks S&P Communication Services Select Sector Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.90% for SH and 0.13% for XLC.

XLC currently has the higher Sharpe Ratio (0.69 vs -1.22), 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 SH and XLC

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