SKF vs. DTD

Last updated Jun 4, 2026

SKF (ProShares UltraShort Financials) and DTD (WisdomTree U.S. Total Dividend Fund) are both exchange-traded funds - SKF is a Leveraged Equities fund tracking the DJ Global United States (All) / Financials -IND (-200%), while DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, SKF returned -25.91%/yr vs 12.18%/yr for DTD. At a correlation of -0.87, they often move in opposite directions. SKF charges 0.95%/yr vs 0.28%/yr for DTD.

Performance

SKF vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Financials (SKF) and WisdomTree U.S. Total Dividend Fund (DTD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SKF achieves a 15.68% return, which is significantly higher than DTD's 10.02% return. Over the past 10 years, SKF has underperformed DTD with an annualized return of -25.91%, while DTD has yielded a comparatively higher 12.18% annualized return.

SKF

• 1D: 2.34%
• 1M: 3.32%
• YTD: 15.68%
• 6M: 10.42%
• 1Y: 2.16%
• 3Y*: -24.34%
• 5Y*: -15.11%
• 10Y*: -25.91%

DTD

• 1D: -0.48%
• 1M: 2.79%
• YTD: 10.02%
• 6M: 9.93%
• 1Y: 21.95%
• 3Y*: 17.94%
• 5Y*: 11.75%
• 10Y*: 12.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SKF vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SKF ProShares UltraShort Financials	15.68%	-23.99%	-36.29%	-21.78%	17.63%	-47.66%	-42.40%	-42.97%	16.42%	-31.70%
DTD WisdomTree U.S. Total Dividend Fund	10.02%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%

Correlation

The correlation between SKF and DTD is -0.79, 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	-0.79
Correlation (3Y) Calculated over the trailing 3-year period	-0.83
Correlation (5Y) Calculated over the trailing 5-year period	-0.87
Correlation (10Y) Calculated over the trailing 10-year period	-0.86
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007	-0.87

The correlation between SKF and DTD has been stable across timeframes, ranging from -0.87 to -0.79 - a consistent structural relationship.

SKF vs. DTD - Sectors Allocation Comparison

Sectors	SKF	DTD
Financial Services	48.0%	18.8%
Basic Materials	-	1.5%
Communication Services	-	7.4%
Consumer Cyclical	-	5.6%
Consumer Defensive	-	8.7%
Energy	-	8.4%
Healthcare	-	11.5%
Industrials	-	8.6%
Real Estate	-	5.2%
Technology	-	18.5%
Utilities	-	5.9%

Return for Risk

SKF vs. DTD — Risk / Return Rank

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

SKF

SKF Risk / Return Rank: 10
SKF Sharpe Ratio Rank: 10
SKF Sortino Ratio Rank: 11
SKF Omega Ratio Rank: 10
SKF Calmar Ratio Rank: 10
SKF Martin Ratio Rank: 10

DTD

DTD Risk / Return Rank: 72
DTD Sharpe Ratio Rank: 71
DTD Sortino Ratio Rank: 74
DTD Omega Ratio Rank: 71
DTD Calmar Ratio Rank: 70
DTD Martin Ratio Rank: 75

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.

SKF vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Financials (SKF) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

	SKF	DTD	Difference
Sharpe ratio Return per unit of total volatility	0.08	2.37	-2.30
Sortino ratio Return per unit of downside risk	0.33	3.38	-3.05
Omega ratio Gain probability vs. loss probability	1.04	1.43	-0.40
Calmar ratio Return relative to maximum drawdown	0.10	3.50	-3.39
Martin ratio Return relative to average drawdown	0.19	14.51	-14.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SKF vs. DTD - Sharpe Ratio Comparison

The current SKF Sharpe Ratio is 0.08, which is lower than the DTD Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SKF and DTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SKF	DTD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.08	2.37	-2.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.42	0.87	-1.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.64	0.75	-1.39
Sharpe Ratio (All Time) Calculated using the full available price history	-0.51	0.53	-1.04

Drawdowns

SKF vs. DTD - Drawdown Comparison

The maximum SKF drawdown since its inception was -99.96%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for SKF and DTD.

Drawdown Indicators

	SKF	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-99.96%	-58.19%	-41.77%
Max Drawdown (1Y) Largest decline over 1 year	-20.76%	-6.30%	-14.46%
Max Drawdown (3Y) Largest decline over 3 years	-68.09%	-14.41%	-53.68%
Max Drawdown (5Y) Largest decline over 5 years	-72.40%	-16.14%	-56.26%
Max Drawdown (10Y) Largest decline over 10 years	-96.51%	-37.29%	-59.22%
Current Drawdown Current decline from peak	-99.95%	-0.48%	-99.47%
Average Drawdown Average peak-to-trough decline	-89.26%	-7.34%	-81.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.13%	1.52%	+9.61%

Volatility

SKF vs. DTD - Volatility Comparison

ProShares UltraShort Financials (SKF) has a higher volatility of 6.29% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.13%. This indicates that SKF's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SKF	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	2.13%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	21.80%	6.98%	+14.82%
Volatility (1Y) Calculated over the trailing 1-year period	28.85%	9.29%	+19.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.03%	13.57%	+22.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.90%	16.21%	+24.69%

SKF vs. DTD - Expense Ratio Comparison

SKF has a 0.95% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

SKF vs. DTD - Dividend Comparison

SKF's dividend yield for the trailing twelve months is around 4.09%, more than DTD's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTD WisdomTree U.S. Total Dividend Fund	1.87%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
SKF ProShares UltraShort Financials	4.09%	5.61%	7.94%	3.93%	0.03%	0.00%	0.11%	1.29%	0.06%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SKF and DTD in my portfolio?

SKF and DTD have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SKF or DTD?

SKF has higher volatility (6.29%) compared to DTD (2.13%). In terms of maximum drawdown, SKF dropped -99.96% vs DTD's -58.19%.

Which ETF is better, SKF or DTD?

On 10-year performance, DTD leads with 12.18% vs -25.91% for SKF. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SKF or DTD?

Over the 10-year period, DTD has performed better with a 12.18% return vs -25.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SKF or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.95% for SKF.

Which ETF pays a higher dividend yield, SKF or DTD?

SKF has the higher dividend yield at 4.09%, compared with 1.87% for DTD.

What is the main difference between SKF and DTD?

SKF is categorized as Leveraged Equities, while DTD is Large Cap Value Equities. SKF tracks DJ Global United States (All) / Financials -IND (-200%), while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for SKF and 0.28% for DTD.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.37 vs 0.08), 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.