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SRS vs. DIVG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRS vs. DIVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Real Estate (SRS) and Invesco S&P 500 High Dividend Growers ETF (DIVG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRS achieves a -19.56% return, which is significantly lower than DIVG's 13.33% return.


SRS

1D
-2.78%
1M
-1.86%
YTD
-19.56%
6M
-20.11%
1Y
-12.62%
3Y*
-15.69%
5Y*
-6.99%
10Y*
-16.93%

DIVG

1D
1.08%
1M
1.25%
YTD
13.33%
6M
13.28%
1Y
22.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRS vs. DIVG - Yearly Performance Comparison


2026 (YTD)202520242023
SRS
ProShares UltraShort Real Estate
-19.56%-1.45%-3.55%-11.67%
DIVG
Invesco S&P 500 High Dividend Growers ETF
13.33%11.31%16.60%5.71%

Correlation

The correlation between SRS and DIVG is -0.70, 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

-0.70

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2023

-0.74

The correlation between SRS and DIVG has been stable across timeframes, ranging from -0.74 to -0.70 - a consistent structural relationship.

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Return for Risk

SRS vs. DIVG — Risk / Return Rank

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

SRS
SRS Risk / Return Rank: 55
Overall Rank
SRS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SRS Sortino Ratio Rank: 55
Sortino Ratio Rank
SRS Omega Ratio Rank: 55
Omega Ratio Rank
SRS Calmar Ratio Rank: 44
Calmar Ratio Rank
SRS Martin Ratio Rank: 33
Martin Ratio Rank

DIVG
DIVG Risk / Return Rank: 7272
Overall Rank
DIVG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DIVG Sortino Ratio Rank: 7171
Sortino Ratio Rank
DIVG Omega Ratio Rank: 6262
Omega Ratio Rank
DIVG Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIVG Martin Ratio Rank: 7676
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.

SRS vs. DIVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Real Estate (SRS) and Invesco S&P 500 High Dividend Growers ETF (DIVG). 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.


SRSDIVGDifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-3.49

Omega ratioGain probability vs. loss probability

0.95

1.35

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.57

4.33

-4.90

Martin ratioReturn relative to average drawdown

-1.25

13.76

-15.01

SRS vs. DIVG - Sharpe Ratio Comparison

The current SRS Sharpe Ratio is -0.45, which is lower than the DIVG Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SRS and DIVG, 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

SRS vs. DIVG - Drawdown Comparison

The maximum SRS drawdown since its inception was -99.96%, which is greater than DIVG's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for SRS and DIVG.


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Drawdown Indicators


SRSDIVGDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-14.95%

-85.01%

Max Drawdown (1Y)

Largest decline over 1 year

-22.21%

-5.13%

-17.08%

Max Drawdown (3Y)

Largest decline over 3 years

-52.58%

Max Drawdown (5Y)

Largest decline over 5 years

-52.58%

Max Drawdown (10Y)

Largest decline over 10 years

-86.12%

Current Drawdown

Current decline from peak

-99.96%

-0.88%

-99.08%

Average Drawdown

Average peak-to-trough decline

-91.23%

-2.25%

-88.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

1.61%

+8.53%

Volatility

SRS vs. DIVG - Volatility Comparison

ProShares UltraShort Real Estate (SRS) has a higher volatility of 10.70% compared to Invesco S&P 500 High Dividend Growers ETF (DIVG) at 3.49%. This indicates that SRS's price experiences larger fluctuations and is considered to be riskier than DIVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRSDIVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

3.49%

+7.21%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

7.58%

+13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

28.53%

10.87%

+17.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.74%

13.18%

+24.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.77%

13.18%

+27.59%

SRS vs. DIVG - Expense Ratio Comparison

SRS has a 0.95% expense ratio, which is higher than DIVG's 0.39% expense ratio.


Dividends

SRS vs. DIVG - Dividend Comparison

SRS's dividend yield for the trailing twelve months is around 3.92%, more than DIVG's 3.06% yield.


PositionTTM20252024202320222021202020192018
DIVG
Invesco S&P 500 High Dividend Growers ETF
3.06%3.15%4.08%0.00%0.00%0.00%0.00%0.00%0.00%
SRS
ProShares UltraShort Real Estate
3.92%3.61%6.06%4.49%0.30%0.00%0.19%1.80%0.47%

Frequently Asked Questions


SRS and DIVG have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRS has higher volatility (10.70%) compared to DIVG (3.49%). In terms of maximum drawdown, SRS dropped -99.96% vs DIVG's -14.95%.

On 1-year performance, DIVG leads with 22.10% vs -12.62% for SRS. On fees, DIVG is cheaper at 0.39% per year. On volatility, DIVG has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIVG has performed better with a 22.10% return vs -12.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVG is cheaper with a 0.39% expense ratio, compared with 0.95% for SRS.

SRS has the higher dividend yield at 3.92%, compared with 3.06% for DIVG.

SRS is categorized as REIT, while DIVG is S&P 500. SRS tracks Dow Jones U.S. Real Estate Index (-200%), while DIVG tracks S&P 500 High Dividend Growth Index - Benchmark TR Gross. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for SRS and 0.39% for DIVG.

DIVG currently has the higher Sharpe Ratio (2.04 vs -0.45), 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 SRS and DIVG

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