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SPXV vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXV vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Health Care ETF (SPXV) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXV achieves a 11.85% return, which is significantly higher than OEF's 8.71% return. Both investments have delivered pretty close results over the past 10 years, with SPXV having a 16.32% annualized return and OEF not far ahead at 16.78%.


SPXV

1D
1.83%
1M
1.69%
YTD
11.85%
6M
12.62%
1Y
29.25%
3Y*
22.92%
5Y*
14.78%
10Y*
16.32%

OEF

1D
2.03%
1M
0.66%
YTD
8.71%
6M
9.60%
1Y
28.24%
3Y*
23.02%
5Y*
15.42%
10Y*
16.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXV vs. OEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXV
ProShares S&P 500 Ex-Health Care ETF
11.85%18.40%28.02%30.71%-20.47%28.37%18.99%33.58%-3.81%17.01%
OEF
iShares S&P 100 ETF
8.71%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%

Correlation

The correlation between SPXV and OEF is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.97

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.82

The correlation between SPXV and OEF shifts across timeframes, from 0.82 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPXV vs. OEF — Risk / Return Rank

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

SPXV
SPXV Risk / Return Rank: 7373
Overall Rank
SPXV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPXV Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPXV Omega Ratio Rank: 7373
Omega Ratio Rank
SPXV Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPXV Martin Ratio Rank: 7777
Martin Ratio Rank

OEF
OEF Risk / Return Rank: 6868
Overall Rank
OEF Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 7171
Sortino Ratio Rank
OEF Omega Ratio Rank: 7474
Omega Ratio Rank
OEF Calmar Ratio Rank: 5757
Calmar Ratio Rank
OEF Martin Ratio Rank: 6464
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.

SPXV vs. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Health Care ETF (SPXV) and iShares S&P 100 ETF (OEF). 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.


SPXVOEFDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

3.21

2.57

+0.65

Martin ratioReturn relative to average drawdown

13.67

10.52

+3.15

SPXV vs. OEF - Sharpe Ratio Comparison

The current SPXV Sharpe Ratio is 2.23, which is comparable to the OEF Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SPXV and OEF, 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

SPXV vs. OEF - Drawdown Comparison

The maximum SPXV drawdown since its inception was -34.34%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for SPXV and OEF.


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Drawdown Indicators


SPXVOEFDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-54.11%

+19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-11.06%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-19.80%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-26.47%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

-31.44%

-2.90%

Current Drawdown

Current decline from peak

-1.21%

-1.67%

+0.46%

Average Drawdown

Average peak-to-trough decline

-4.51%

-11.74%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.69%

-0.54%

Volatility

SPXV vs. OEF - Volatility Comparison

ProShares S&P 500 Ex-Health Care ETF (SPXV) and iShares S&P 100 ETF (OEF) have volatilities of 4.73% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXVOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.96%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

10.42%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

13.29%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

17.79%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

18.49%

-0.43%

SPXV vs. OEF - Expense Ratio Comparison

SPXV has a 0.09% expense ratio, which is lower than OEF's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXV vs. OEF - Dividend Comparison

SPXV's dividend yield for the trailing twelve months is around 0.89%, less than OEF's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
1.04%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
SPXV
ProShares S&P 500 Ex-Health Care ETF
0.89%0.97%1.12%1.27%1.67%1.11%1.45%1.58%1.89%1.57%2.66%0.56%

Frequently Asked Questions


With a correlation of 0.96, SPXV and OEF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OEF has higher volatility (4.96%) compared to SPXV (4.73%). In terms of maximum drawdown, SPXV dropped -34.34% vs OEF's -54.11%.

On 10-year performance, OEF leads with 16.78% vs 16.32% for SPXV. On fees, SPXV is cheaper at 0.09% per year. On volatility, SPXV has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OEF has performed better with a 16.78% return vs 16.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXV is cheaper with a 0.09% expense ratio, compared with 0.20% for OEF.

OEF has the higher dividend yield at 1.04%, compared with 0.89% for SPXV.

SPXV is categorized as S&P 500, while OEF is Large Cap Blend Equities. SPXV tracks S&P 500 Ex-Health Care Index, while OEF tracks S&P 100 Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.09% for SPXV and 0.20% for OEF.

SPXV currently has the higher Sharpe Ratio (2.23 vs 2.14), 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 SPXV and OEF

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