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SIXH vs. SJB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIXH vs. SJB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and ProShares Short High Yield (SJB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIXH achieves a 9.61% return, which is significantly higher than SJB's 0.61% return.


SIXH

1D
0.55%
1M
0.87%
YTD
9.61%
6M
9.61%
1Y
13.50%
3Y*
13.19%
5Y*
9.64%
10Y*

SJB

1D
0.07%
1M
-0.29%
YTD
0.61%
6M
0.46%
1Y
-0.35%
3Y*
-2.26%
5Y*
-0.44%
10Y*
-3.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIXH vs. SJB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
9.61%9.47%12.06%4.93%6.90%18.37%6.49%
SJB
ProShares Short High Yield
0.61%-1.87%-0.84%-5.63%9.57%-6.69%-13.72%

Correlation

The correlation between SIXH and SJB is -0.19, 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

-0.19

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

-0.26

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

-0.35

Correlation (All Time)
Calculated using the full available price history since May 11, 2020

-0.35

The correlation between SIXH and SJB shifts across timeframes, from -0.35 (5 years) to -0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SIXH vs. SJB — Risk / Return Rank

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

SIXH
SIXH Risk / Return Rank: 5656
Overall Rank
SIXH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 6060
Sortino Ratio Rank
SIXH Omega Ratio Rank: 5151
Omega Ratio Rank
SIXH Calmar Ratio Rank: 6565
Calmar Ratio Rank
SIXH Martin Ratio Rank: 4949
Martin Ratio Rank

SJB
SJB Risk / Return Rank: 77
Overall Rank
SJB Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SJB Sortino Ratio Rank: 77
Sortino Ratio Rank
SJB Omega Ratio Rank: 77
Omega Ratio Rank
SJB Calmar Ratio Rank: 77
Calmar Ratio Rank
SJB Martin Ratio Rank: 77
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.

SIXH vs. SJB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and ProShares Short High Yield (SJB). 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.


SIXHSJBDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.31

0.99

+0.33

Calmar ratioReturn relative to maximum drawdown

3.11

-0.13

+3.24

Martin ratioReturn relative to average drawdown

7.88

-0.27

+8.15

SIXH vs. SJB - Sharpe Ratio Comparison

The current SIXH Sharpe Ratio is 1.77, which is higher than the SJB Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SIXH and SJB, 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

SIXH vs. SJB - Drawdown Comparison

The maximum SIXH drawdown since its inception was -11.68%, smaller than the maximum SJB drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for SIXH and SJB.


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Drawdown Indicators


SIXHSJBDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-58.06%

+46.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

-2.74%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

-10.54%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

-13.30%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

Current Drawdown

Current decline from peak

-0.47%

-57.45%

+56.98%

Average Drawdown

Average peak-to-trough decline

-1.84%

-42.52%

+40.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.32%

+0.40%

Volatility

SIXH vs. SJB - Volatility Comparison

6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) has a higher volatility of 2.33% compared to ProShares Short High Yield (SJB) at 1.05%. This indicates that SIXH's price experiences larger fluctuations and is considered to be riskier than SJB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIXHSJBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

1.05%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

3.03%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

7.68%

3.88%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

7.52%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

8.51%

+1.62%

SIXH vs. SJB - Expense Ratio Comparison

SIXH has a 0.87% expense ratio, which is lower than SJB's 0.95% expense ratio.


Dividends

SIXH vs. SJB - Dividend Comparison

SIXH's dividend yield for the trailing twelve months is around 1.85%, less than SJB's 3.44% yield.


PositionTTM20252024202320222021202020192018
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.85%2.23%1.55%2.04%2.06%1.65%1.10%0.00%0.00%
SJB
ProShares Short High Yield
3.44%3.86%5.86%4.10%0.46%0.00%0.07%1.27%0.71%

Frequently Asked Questions


SIXH and SJB have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIXH has higher volatility (2.33%) compared to SJB (1.05%). In terms of maximum drawdown, SIXH dropped -11.68% vs SJB's -58.06%.

On 5-year performance, SIXH leads with 9.64% vs -0.44% for SJB. On fees, SIXH is cheaper at 0.87% per year. On volatility, SJB has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SIXH has performed better with a 9.64% return vs -0.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIXH is cheaper with a 0.87% expense ratio, compared with 0.95% for SJB.

SJB has the higher dividend yield at 3.44%, compared with 1.85% for SIXH.

SIXH is categorized as Volatility Hedged Equity, while SJB is Inverse Bonds. They also come from different issuers: Exchange Traded Concepts and ProShares. Their fees differ too: 0.87% for SIXH and 0.95% for SJB.

SIXH currently has the higher Sharpe Ratio (1.77 vs -0.09), 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 SIXH and SJB

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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