SIJ vs. TSYX
SIJ (ProShares UltraShort Industrials) and TSYX (TSPY Lift ETF) are both Leveraged Equities funds. SIJ is passively managed, while TSYX is actively managed. At a correlation of -0.64, they often move in opposite directions. SIJ charges 0.95%/yr vs 0.98%/yr for TSYX.
Performance
SIJ vs. TSYX - Performance Comparison
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Returns By Period
SIJ
- 1D
- -0.08%
- 1M
- -3.55%
- YTD
- -21.28%
- 6M
- -22.55%
- 1Y
- -31.23%
- 3Y*
- -29.54%
- 5Y*
- -18.51%
- 10Y*
- -27.77%
TSYX
- 1D
- -0.16%
- 1M
- 6.87%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIJ vs. TSYX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SIJ ProShares UltraShort Industrials | -17.24% |
TSYX TSPY Lift ETF | 8.70% |
Correlation
The correlation between SIJ and TSYX is -0.64, 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 (All Time) Calculated using the full available price history since Jan 8, 2026 | -0.64 |
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Return for Risk
SIJ vs. TSYX — Risk / Return Rank
SIJ
TSYX
SIJ vs. TSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Industrials (SIJ) and TSPY Lift ETF (TSYX). 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.
| SIJ | TSYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | — | — |
| Martin ratioReturn relative to average drawdown | -1.50 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIJ | TSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.63 | 1.28 | -1.90 |
Drawdowns
SIJ vs. TSYX - Drawdown Comparison
The maximum SIJ drawdown since its inception was -99.93%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for SIJ and TSYX.
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Drawdown Indicators
| SIJ | TSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -13.39% | -86.54% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -69.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -76.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -96.54% | — | — |
Current DrawdownCurrent decline from peak | -99.92% | -0.16% | -99.76% |
Average DrawdownAverage peak-to-trough decline | -86.74% | -2.97% | -83.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.81% | — | — |
Volatility
SIJ vs. TSYX - Volatility Comparison
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Volatility by Period
| SIJ | TSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.18% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.39% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.52% | 18.21% | +13.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.84% | 18.21% | +17.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.62% | 18.21% | +21.41% |
SIJ vs. TSYX - Expense Ratio Comparison
SIJ has a 0.95% expense ratio, which is lower than TSYX's 0.98% expense ratio.
Dividends
SIJ vs. TSYX - Dividend Comparison
SIJ's dividend yield for the trailing twelve months is around 5.75%, less than TSYX's 6.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SIJ ProShares UltraShort Industrials | 5.75% | 5.38% | 5.99% | 4.90% | 0.00% | 0.00% | 0.00% | 1.49% | 0.39% |
TSYX TSPY Lift ETF | 6.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIJ and TSYX have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SIJ is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SIJ is cheaper with a 0.95% expense ratio, compared with 0.98% for TSYX.
TSYX has the higher dividend yield at 6.17%, compared with 5.75% for SIJ.
They also come from different issuers: ProShares and TappAlpha. Their fees differ too: 0.95% for SIJ and 0.98% for TSYX.
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