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SMN vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMN vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Basic Materials (SMN) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMN achieves a -23.63% return, which is significantly lower than WTIU's 87.83% return.


SMN

1D
0.29%
1M
-0.39%
YTD
-23.63%
6M
-28.01%
1Y
-28.36%
3Y*
-17.13%
5Y*
-14.30%
10Y*
-24.91%

WTIU

1D
-1.95%
1M
-8.81%
YTD
87.83%
6M
63.25%
1Y
112.38%
3Y*
5.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMN vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
SMN
ProShares UltraShort Basic Materials
-23.63%-17.96%7.37%-6.68%
WTIU
MicroSectors Energy 3X Leveraged ETN
87.83%-17.13%-29.63%-28.42%

Correlation

The correlation between SMN and WTIU is -0.10, 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

-0.10

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

-0.30

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2023

-0.35

Over the past year, the inverse relationship between SMN and WTIU has weakened: their correlation has moved from -0.34 to -0.10, meaning they move in opposite directions less often than they have historically.

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Return for Risk

SMN vs. WTIU — Risk / Return Rank

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

SMN
SMN Risk / Return Rank: 33
Overall Rank
SMN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SMN Sortino Ratio Rank: 33
Sortino Ratio Rank
SMN Omega Ratio Rank: 33
Omega Ratio Rank
SMN Calmar Ratio Rank: 33
Calmar Ratio Rank
SMN Martin Ratio Rank: 22
Martin Ratio Rank

WTIU
WTIU Risk / Return Rank: 4747
Overall Rank
WTIU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 4242
Sortino Ratio Rank
WTIU Omega Ratio Rank: 4141
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5959
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
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.

SMN vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Basic Materials (SMN) 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.


SMNWTIUDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-3.22

Omega ratioGain probability vs. loss probability

0.88

1.26

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.74

2.89

-3.63

Martin ratioReturn relative to average drawdown

-1.33

7.08

-8.41

SMN vs. WTIU - Sharpe Ratio Comparison

The current SMN Sharpe Ratio is -0.84, which is lower than the WTIU Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SMN and WTIU, 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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Sharpe Ratios by Period


SMNWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

1.68

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.10

-0.44

Drawdowns

SMN vs. WTIU - Drawdown Comparison

The maximum SMN drawdown since its inception was -99.92%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for SMN and WTIU.


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Drawdown Indicators


SMNWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-75.73%

-24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-38.52%

-39.11%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-53.71%

-75.73%

+22.02%

Max Drawdown (5Y)

Largest decline over 5 years

-66.05%

Max Drawdown (10Y)

Largest decline over 10 years

-95.39%

Current Drawdown

Current decline from peak

-99.91%

-33.42%

-66.49%

Average Drawdown

Average peak-to-trough decline

-90.55%

-39.18%

-51.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.36%

15.92%

+5.44%

Volatility

SMN vs. WTIU - Volatility Comparison

The current volatility for ProShares UltraShort Basic Materials (SMN) is 11.03%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.11%. This indicates that SMN 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


SMNWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

27.11%

-16.08%

Volatility (6M)

Calculated over the trailing 6-month period

26.56%

54.96%

-28.40%

Volatility (1Y)

Calculated over the trailing 1-year period

33.82%

67.43%

-33.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.54%

70.58%

-31.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.89%

70.58%

-27.69%

SMN vs. WTIU - Expense Ratio Comparison

Both SMN and WTIU have an expense ratio of 0.95%.


Dividends

SMN vs. WTIU - Dividend Comparison

SMN's dividend yield for the trailing twelve months is around 4.61%, while WTIU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
SMN
ProShares UltraShort Basic Materials
4.61%4.08%5.02%4.54%0.42%0.00%0.00%0.72%0.06%
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


SMN and WTIU have a correlation of -0.10, 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 SMN (11.03%). In terms of maximum drawdown, SMN dropped -99.92% vs WTIU's -75.73%.

On 3-year performance, WTIU leads with 5.95% vs -17.13% for SMN. Both ETFs have the same 0.95% expense ratio. On volatility, SMN has been the lower-risk option at 11.03%. 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 -17.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMN and WTIU have the same expense ratio: 0.95% per year.

SMN has the higher dividend yield at 4.61%, compared with 0.00% for WTIU.

SMN tracks Dow Jones U.S. Basic Materials Index (-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 -0.84), 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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