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SPXN vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXN vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Financials ETF (SPXN) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXN achieves a 13.57% return, which is significantly lower than USOY's 62.18% return.


SPXN

1D
-0.59%
1M
6.16%
YTD
13.57%
6M
13.21%
1Y
32.98%
3Y*
23.31%
5Y*
14.93%
10Y*
16.26%

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXN vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
SPXN
ProShares S&P 500 Ex-Financials ETF
13.57%18.74%12.87%
USOY
Defiance Oil Enhanced Options Income ETF
62.18%-7.93%7.27%

Correlation

The correlation between SPXN and USOY is -0.29, 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

-0.29

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.08

Over the past year, the inverse relationship between SPXN and USOY has strengthened: their correlation has moved from -0.08 to -0.29, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SPXN vs. USOY — Risk / Return Rank

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

SPXN
SPXN Risk / Return Rank: 7878
Overall Rank
SPXN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SPXN Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPXN Omega Ratio Rank: 7878
Omega Ratio Rank
SPXN Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPXN Martin Ratio Rank: 8282
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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.

SPXN vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Financials ETF (SPXN) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


SPXNUSOYDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.47

1.35

+0.12

Calmar ratioReturn relative to maximum drawdown

3.58

4.03

-0.45

Martin ratioReturn relative to average drawdown

16.43

7.74

+8.69

SPXN vs. USOY - Sharpe Ratio Comparison

The current SPXN Sharpe Ratio is 2.61, which is higher than the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SPXN and USOY, 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


SPXNUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

1.89

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.99

-0.07

Drawdowns

SPXN vs. USOY - Drawdown Comparison

The maximum SPXN drawdown since its inception was -32.10%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for SPXN and USOY.


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Drawdown Indicators


SPXNUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-17.46%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-14.29%

+5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

Current Drawdown

Current decline from peak

-0.59%

-5.11%

+4.52%

Average Drawdown

Average peak-to-trough decline

-4.00%

-6.47%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

7.42%

-5.41%

Volatility

SPXN vs. USOY - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Financials ETF (SPXN) is 3.16%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that SPXN experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXNUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

11.62%

-8.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

27.18%

-17.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

30.44%

-17.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

26.13%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

26.13%

-8.49%

SPXN vs. USOY - Expense Ratio Comparison

SPXN has a 0.09% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

SPXN vs. USOY - Dividend Comparison

SPXN's dividend yield for the trailing twelve months is around 0.87%, less than USOY's 54.16% yield.


PositionTTM20252024202320222021202020192018201720162015
SPXN
ProShares S&P 500 Ex-Financials ETF
0.87%0.98%1.12%1.19%1.35%0.94%1.09%1.41%1.76%1.54%2.60%0.52%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPXN and USOY have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOY has higher volatility (11.62%) compared to SPXN (3.16%). In terms of maximum drawdown, SPXN dropped -32.10% vs USOY's -17.46%.

On 1-year performance, USOY leads with 57.29% vs 32.98% for SPXN. On fees, SPXN is cheaper at 0.09% per year. On volatility, SPXN has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 57.29% return vs 32.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXN is cheaper with a 0.09% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 0.87% for SPXN.

SPXN is categorized as S&P 500, while USOY is Derivative Income. They also come from different issuers: ProShares and Defiance. Their fees differ too: 0.09% for SPXN and 1.22% for USOY.

SPXN currently has the higher Sharpe Ratio (2.61 vs 1.89), 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

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