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SMN vs. XTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMN vs. XTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Basic Materials (SMN) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). 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 -23.85% return, which is significantly lower than XTAP's 10.96% return.


SMN

1D
-0.81%
1M
-4.18%
YTD
-23.85%
6M
-27.24%
1Y
-28.88%
3Y*
-17.26%
5Y*
-14.35%
10Y*
-25.09%

XTAP

1D
-0.21%
1M
2.32%
YTD
10.96%
6M
12.10%
1Y
21.00%
3Y*
17.90%
5Y*
10.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMN vs. XTAP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMN
ProShares UltraShort Basic Materials
-23.85%-17.96%7.37%-20.23%-3.03%-28.77%
XTAP
Innovator U.S. Equity Accelerated Plus ETF
10.96%17.58%14.26%23.46%-14.68%11.87%

Correlation

The correlation between SMN and XTAP is -0.43, 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

-0.43

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

-0.54

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

-0.65

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

-0.65

Over the past year, the inverse relationship between SMN and XTAP has weakened: their correlation has moved from -0.65 to -0.43, meaning they move in opposite directions less often than they have historically.

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Return for Risk

SMN vs. XTAP — Risk / Return Rank

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

SMN
SMN Risk / Return Rank: 22
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

XTAP
XTAP Risk / Return Rank: 9898
Overall Rank
XTAP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 9898
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9898
Omega Ratio Rank
XTAP Calmar Ratio Rank: 9898
Calmar Ratio Rank
XTAP Martin Ratio Rank: 9898
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. XTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Basic Materials (SMN) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). 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.


SMNXTAPDifference
Sharpe ratioReturn per unit of total volatility

-5.36

Sortino ratioReturn per unit of downside risk

-8.92

Omega ratioGain probability vs. loss probability

0.87

2.22

-1.34

Calmar ratioReturn relative to maximum drawdown

-0.75

14.82

-15.58

Martin ratioReturn relative to average drawdown

-1.36

78.70

-80.06

SMN vs. XTAP - Sharpe Ratio Comparison

The current SMN Sharpe Ratio is -0.86, which is lower than the XTAP Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of SMN and XTAP, 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


SMNXTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

4.50

-5.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.76

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.80

-1.34

Drawdowns

SMN vs. XTAP - Drawdown Comparison

The maximum SMN drawdown since its inception was -99.92%, which is greater than XTAP's maximum drawdown of -22.13%. Use the drawdown chart below to compare losses from any high point for SMN and XTAP.


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Drawdown Indicators


SMNXTAPDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-22.13%

-77.79%

Max Drawdown (1Y)

Largest decline over 1 year

-38.52%

-1.42%

-37.10%

Max Drawdown (3Y)

Largest decline over 3 years

-53.71%

-11.83%

-41.88%

Max Drawdown (5Y)

Largest decline over 5 years

-66.05%

-22.13%

-43.92%

Max Drawdown (10Y)

Largest decline over 10 years

-95.39%

Current Drawdown

Current decline from peak

-99.91%

-0.21%

-99.70%

Average Drawdown

Average peak-to-trough decline

-90.55%

-3.45%

-87.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.25%

0.27%

+20.98%

Volatility

SMN vs. XTAP - Volatility Comparison

ProShares UltraShort Basic Materials (SMN) has a higher volatility of 11.58% compared to Innovator U.S. Equity Accelerated Plus ETF (XTAP) at 1.10%. This indicates that SMN's price experiences larger fluctuations and is considered to be riskier than XTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMNXTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

1.10%

+10.48%

Volatility (6M)

Calculated over the trailing 6-month period

26.63%

3.16%

+23.47%

Volatility (1Y)

Calculated over the trailing 1-year period

33.89%

4.70%

+29.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.54%

14.54%

+25.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.90%

14.41%

+28.49%

SMN vs. XTAP - Expense Ratio Comparison

SMN has a 0.95% expense ratio, which is higher than XTAP's 0.79% expense ratio.


Dividends

SMN vs. XTAP - Dividend Comparison

SMN's dividend yield for the trailing twelve months is around 4.62%, while XTAP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
SMN
ProShares UltraShort Basic Materials
4.62%4.08%5.02%4.54%0.42%0.00%0.00%0.72%0.06%
XTAP
Innovator U.S. Equity Accelerated Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMN and XTAP have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMN has higher volatility (11.58%) compared to XTAP (1.10%). In terms of maximum drawdown, SMN dropped -99.92% vs XTAP's -22.13%.

On 5-year performance, XTAP leads with 10.99% vs -14.35% for SMN. On fees, XTAP is cheaper at 0.79% per year. On volatility, XTAP has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XTAP has performed better with a 10.99% return vs -14.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTAP is cheaper with a 0.79% expense ratio, compared with 0.95% for SMN.

SMN has the higher dividend yield at 4.62%, compared with 0.00% for XTAP.

They also come from different issuers: ProShares and Innovator. Their fees differ too: 0.95% for SMN and 0.79% for XTAP.

XTAP currently has the higher Sharpe Ratio (4.50 vs -0.86), 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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