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SRS vs. REK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRS vs. REK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Real Estate (SRS) and ProShares Short Real Estate (REK). 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 -20.93% return, which is significantly lower than REK's -9.66% return. Over the past 10 years, SRS has underperformed REK with an annualized return of -15.88%, while REK has yielded a comparatively higher -5.78% annualized return.


SRS

1D
1.05%
1M
-1.58%
6M
-16.96%
YTD
-20.93%
1Y
-17.75%
3Y*
-12.90%
5Y*
-5.60%
10Y*
-15.88%
ALL TIME*
-28.32%

REK

1D
0.52%
1M
-0.32%
6M
-7.57%
YTD
-9.66%
1Y
-6.99%
3Y*
-3.68%
5Y*
0.17%
10Y*
-5.78%
ALL TIME*
-9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$70.29K$233.75K$176.01K
$359.74K$355.42K$364.28K

SRS vs. REK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRS
ProShares UltraShort Real Estate
-20.93%-1.45%-3.55%-18.78%54.68%-52.22%-33.05%-38.97%6.01%-18.03%
REK
ProShares Short Real Estate
-9.66%2.35%1.42%-6.61%29.17%-30.58%-11.33%-20.96%4.61%-9.34%

Correlation

The correlation between SRS and REK is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.99

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (10Y)
Provides a long-term view across more market conditions.

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.96

The correlation between SRS and REK has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

SRS vs. REK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SRS
SRS Risk / Return Rank: 44
Overall Rank
SRS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SRS Sortino Ratio Rank: 44
Sortino Ratio Rank
SRS Omega Ratio Rank: 44
Omega Ratio Rank
SRS Calmar Ratio Rank: 44
Calmar Ratio Rank
SRS Martin Ratio Rank: 11
Martin Ratio Rank

REK
REK Risk / Return Rank: 55
Overall Rank
REK Sharpe Ratio Rank: 55
Sharpe Ratio Rank
REK Sortino Ratio Rank: 55
Sortino Ratio Rank
REK Omega Ratio Rank: 55
Omega Ratio Rank
REK Calmar Ratio Rank: 55
Calmar Ratio Rank
REK Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SRS vs. REK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Real Estate (SRS) and ProShares Short Real Estate (REK). 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.


SRSREKDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

0.92

0.93

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.53

-0.14

Martin ratioReturn relative to average drawdown

-1.39

-1.12

-0.27

SRS vs. REK - Sharpe Ratio Comparison

The current SRS Sharpe Ratio is -0.61, which is comparable to the REK Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of SRS and REK, 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. REK - Drawdown Comparison

The maximum SRS drawdown since its inception was -99.96%, which is greater than REK's maximum drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for SRS and REK.


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Drawdown Indicators


SRSREKDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-84.57%

-15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-25.73%

-12.66%

-13.07%

Max Drawdown (3Y)

Largest decline over 3 years

-54.73%

-26.93%

-27.80%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-26.93%

-27.80%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-58.67%

-28.08%

Current Drawdown

Current decline from peak

-99.96%

-82.54%

-17.42%

Average Drawdown

Average peak-to-trough decline

-91.28%

-64.24%

-27.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.39%

6.02%

+6.37%

Volatility

SRS vs. REK - Volatility Comparison

ProShares UltraShort Real Estate (SRS) has a higher volatility of 8.83% compared to ProShares Short Real Estate (REK) at 4.68%. This indicates that SRS's price experiences larger fluctuations and is considered to be riskier than REK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRSREKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

4.68%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

11.19%

+10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

28.47%

14.27%

+14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.79%

18.96%

+18.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.81%

20.37%

+20.44%

SRS vs. REK - Expense Ratio Comparison

Both SRS and REK have an expense ratio of 0.95%.


Dividends

SRS vs. REK - Dividend Comparison

SRS's dividend yield for the trailing twelve months is around 3.65%, more than REK's 3.28% yield.


PositionTTM20252024202320222021202020192018
REK
ProShares Short Real Estate
3.28%3.43%6.22%4.50%0.48%0.00%0.07%1.28%0.43%
SRS
ProShares UltraShort Real Estate
3.65%3.61%6.06%4.49%0.30%0.00%0.19%1.80%0.47%

Frequently Asked Questions


With a correlation of 0.99, SRS and REK 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.

SRS has higher volatility (8.83%) compared to REK (4.68%). In terms of maximum drawdown, SRS dropped -99.96% vs REK's -84.57%.

On 10-year performance, REK leads with -5.78% vs -15.88% for SRS. Both ETFs have the same 0.95% expense ratio. On volatility, REK has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REK has performed better with a -5.78% return vs -15.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SRS and REK have the same expense ratio: 0.95% per year.

SRS has the higher dividend yield at 3.65%, compared with 3.28% for REK.

SRS tracks Dow Jones U.S. Real Estate Index (-200%), while REK tracks DJ Global United States (All) / Real Estate -SS (-100%).

REK currently has the higher Sharpe Ratio (-0.48 vs -0.61), 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 REK

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