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SRS vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRS vs. SPMO - 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 Momentum ETF (SPMO). 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 SPMO's 21.07% return. Over the past 10 years, SRS has underperformed SPMO with an annualized return of -15.88%, while SPMO has yielded a comparatively higher 19.57% 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%

SPMO

1D
0.29%
1M
-4.64%
6M
20.51%
YTD
21.07%
1Y
28.09%
3Y*
37.36%
5Y*
20.21%
10Y*
19.57%
ALL TIME*
18.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$331.54M$346.70M$350.59M
$359.74K$355.42K$364.28K

SRS vs. SPMO - 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%
SPMO
Invesco S&P 500 Momentum ETF
21.07%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Correlation

The correlation between SRS and SPMO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.01

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

-0.23

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

-0.40

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

-0.42

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

-0.40

Over the past year, the inverse relationship between SRS and SPMO has weakened: their correlation has moved from -0.40 to -0.01, meaning they move in opposite directions less often than they have historically.

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Return for Risk

SRS vs. SPMO — 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

SPMO
SPMO Risk / Return Rank: 4646
Overall Rank
SPMO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPMO Omega Ratio Rank: 4545
Omega Ratio Rank
SPMO Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPMO Martin Ratio Rank: 5151
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. SPMO - 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 Momentum ETF (SPMO). 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.


SRSSPMODifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.92

1.21

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.67

1.63

-2.30

Martin ratioReturn relative to average drawdown

-1.39

5.93

-7.33

SRS vs. SPMO - Sharpe Ratio Comparison

The current SRS Sharpe Ratio is -0.61, which is lower than the SPMO Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SRS and SPMO, 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. SPMO - Drawdown Comparison

The maximum SRS drawdown since its inception was -99.96%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SRS and SPMO.


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Drawdown Indicators


SRSSPMODifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-30.95%

-69.01%

Max Drawdown (1Y)

Largest decline over 1 year

-25.73%

-15.64%

-10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-54.73%

-20.13%

-34.60%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-22.74%

-31.99%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-30.95%

-55.80%

Current Drawdown

Current decline from peak

-99.96%

-11.03%

-88.93%

Average Drawdown

Average peak-to-trough decline

-91.28%

-4.62%

-86.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.39%

4.29%

+8.10%

Volatility

SRS vs. SPMO - Volatility Comparison

The current volatility for ProShares UltraShort Real Estate (SRS) is 8.83%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 10.53%. This indicates that SRS experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRSSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

10.53%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

21.52%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

28.47%

23.90%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.79%

20.60%

+17.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.81%

20.92%

+19.89%

SRS vs. SPMO - Expense Ratio Comparison

SRS has a 0.95% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Dividends

SRS vs. SPMO - Dividend Comparison

SRS's dividend yield for the trailing twelve months is around 3.65%, more than SPMO's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
SPMO
Invesco S&P 500 Momentum ETF
0.73%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
SRS
ProShares UltraShort Real Estate
3.65%3.61%6.06%4.49%0.30%0.00%0.19%1.80%0.47%0.00%0.00%0.00%

Frequently Asked Questions


SRS and SPMO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMO has higher volatility (10.53%) compared to SRS (8.83%). In terms of maximum drawdown, SRS dropped -99.96% vs SPMO's -30.95%.

On 10-year performance, SPMO leads with 19.57% vs -15.88% for SRS. On fees, SPMO is cheaper at 0.13% per year. On volatility, SRS has been the lower-risk option at 8.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPMO has performed better with a 19.57% return vs -15.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMO is cheaper with a 0.13% expense ratio, compared with 0.95% for SRS.

SRS has the higher dividend yield at 3.65%, compared with 0.73% for SPMO.

SRS is categorized as REIT, while SPMO is Momentum. SRS tracks Dow Jones U.S. Real Estate Index (-200%), while SPMO tracks S&P 500 Momentum Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for SRS and 0.13% for SPMO.

SPMO currently has the higher Sharpe Ratio (1.07 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 SPMO

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