SIJ vs. WTIU
SIJ (ProShares UltraShort Industrials) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both Leveraged Equities funds - SIJ tracks the DJ Global United States (All) / Industrials -IND (-200%) while WTIU tracks the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). Both are passively managed. Over the past 3 years, SIJ returned -30.36%/yr vs 5.95%/yr for WTIU. At a correlation of -0.31, they often move in opposite directions. Both charge a 0.95% expense ratio.
Performance
SIJ vs. WTIU - Performance Comparison
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Returns By Period
In the year-to-date period, SIJ achieves a -22.92% return, which is significantly lower than WTIU's 87.83% return.
SIJ
- 1D
- -2.08%
- 1M
- -4.03%
- YTD
- -22.92%
- 6M
- -23.42%
- 1Y
- -32.54%
- 3Y*
- -30.36%
- 5Y*
- -18.85%
- 10Y*
- -27.76%
WTIU
- 1D
- -1.95%
- 1M
- -8.81%
- YTD
- 87.83%
- 6M
- 63.25%
- 1Y
- 112.38%
- 3Y*
- 5.95%
- 5Y*
- —
- 10Y*
- —
SIJ vs. WTIU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SIJ ProShares UltraShort Industrials | -22.92% | -29.33% | -21.63% | -13.38% |
WTIU MicroSectors Energy 3X Leveraged ETN | 87.83% | -17.13% | -29.63% | -28.42% |
Correlation
The correlation between SIJ and WTIU is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2023 | -0.31 |
Over the past year, the inverse relationship between SIJ and WTIU has weakened: their correlation has moved from -0.31 to -0.03, meaning they move in opposite directions less often than they have historically.
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Return for Risk
SIJ vs. WTIU — Risk / Return Rank
SIJ
WTIU
SIJ vs. WTIU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Industrials (SIJ) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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 | WTIU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.26 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.89 | -3.81 |
| Martin ratioReturn relative to average drawdown | -1.56 | 7.08 | -8.64 |
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 | WTIU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | 1.68 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | — | — |
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 | -0.10 | -0.53 |
Drawdowns
SIJ vs. WTIU - Drawdown Comparison
The maximum SIJ drawdown since its inception was -99.93%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for SIJ and WTIU.
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Drawdown Indicators
| SIJ | WTIU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -75.73% | -24.20% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | -39.11% | +3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -69.84% | -75.73% | +5.89% |
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 | -99.93% | -33.42% | -66.51% |
Average DrawdownAverage peak-to-trough decline | -86.74% | -39.18% | -47.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.92% | 15.92% | +5.00% |
Volatility
SIJ vs. WTIU - Volatility Comparison
The current volatility for ProShares UltraShort Industrials (SIJ) is 10.27%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.11%. This indicates that SIJ experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIJ | WTIU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.27% | 27.11% | -16.84% |
Volatility (6M)Calculated over the trailing 6-month period | 26.40% | 54.96% | -28.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.55% | 67.43% | -35.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.85% | 70.58% | -34.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.62% | 70.58% | -30.96% |
SIJ vs. WTIU - Expense Ratio Comparison
Both SIJ and WTIU have an expense ratio of 0.95%.
Dividends
SIJ vs. WTIU - Dividend Comparison
SIJ's dividend yield for the trailing twelve months is around 5.87%, while WTIU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SIJ ProShares UltraShort Industrials | 5.87% | 5.38% | 5.99% | 4.90% | 0.00% | 0.00% | 0.00% | 1.49% | 0.39% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIJ and WTIU have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (27.11%) compared to SIJ (10.27%). In terms of maximum drawdown, SIJ dropped -99.93% vs WTIU's -75.73%.
On 3-year performance, WTIU leads with 5.95% vs -30.36% for SIJ. Both ETFs have the same 0.95% expense ratio. On volatility, SIJ has been the lower-risk option at 10.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTIU has performed better with a 5.95% return vs -30.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SIJ and WTIU have the same expense ratio: 0.95% per year.
SIJ has the higher dividend yield at 5.87%, compared with 0.00% for WTIU.
SIJ tracks DJ Global United States (All) / Industrials -IND (-200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.
WTIU currently has the higher Sharpe Ratio (1.68 vs -1.03), 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.
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