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SSG vs. EDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSG vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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SSG vs. EDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSG
Proshares Ultrashort Semiconductors
-5.39%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%
EDV
Vanguard Extended Duration Treasury ETF
-0.21%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%

Returns By Period

In the year-to-date period, SSG achieves a -5.39% return, which is significantly lower than EDV's -0.21% return. Over the past 10 years, SSG has underperformed EDV with an annualized return of -58.98%, while EDV has yielded a comparatively higher -2.99% annualized return.


SSG

1D
-3.97%
1M
3.53%
YTD
-5.39%
6M
-18.48%
1Y
-77.08%
3Y*
-70.14%
5Y*
-61.10%
10Y*
-58.98%

EDV

1D
-0.12%
1M
-4.91%
YTD
-0.21%
6M
-3.16%
1Y
-5.58%
3Y*
-6.60%
5Y*
-9.54%
10Y*
-2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSG vs. EDV - Expense Ratio Comparison

SSG has a 0.95% expense ratio, which is higher than EDV's 0.06% expense ratio.


Return for Risk

SSG vs. EDV — Risk / Return Rank

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

SSG
SSG Risk / Return Rank: 11
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 44
Martin Ratio Rank

EDV
EDV Risk / Return Rank: 66
Overall Rank
EDV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 66
Sortino Ratio Rank
EDV Omega Ratio Rank: 66
Omega Ratio Rank
EDV Calmar Ratio Rank: 77
Calmar Ratio Rank
EDV Martin Ratio Rank: 77
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.

SSG vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and Vanguard Extended Duration Treasury ETF (EDV). 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.


SSGEDVDifference

Sharpe ratio

Return per unit of total volatility

-1.00

-0.33

-0.68

Sortino ratio

Return per unit of downside risk

-1.92

-0.33

-1.59

Omega ratio

Gain probability vs. loss probability

0.75

0.96

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.31

-0.60

Martin ratio

Return relative to average drawdown

-1.06

-0.60

-0.46

SSG vs. EDV - Sharpe Ratio Comparison

The current SSG Sharpe Ratio is -1.00, which is lower than the EDV Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of SSG and EDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSGEDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-0.33

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.80

-0.44

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.86

-0.15

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

0.12

-0.88

Correlation

The correlation between SSG and EDV is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SSG vs. EDV - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 5.52%, more than EDV's 4.96% yield.


TTM20252024202320222021202020192018201720162015
SSG
Proshares Ultrashort Semiconductors
5.52%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF
4.96%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%

Drawdowns

SSG vs. EDV - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, which is greater than EDV's maximum drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for SSG and EDV.


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Drawdown Indicators


SSGEDVDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-59.96%

-40.04%

Max Drawdown (1Y)

Largest decline over 1 year

-85.01%

-13.84%

-71.17%

Max Drawdown (5Y)

Largest decline over 5 years

-99.37%

-55.03%

-44.34%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-59.96%

-40.03%

Current Drawdown

Current decline from peak

-100.00%

-54.22%

-45.78%

Average Drawdown

Average peak-to-trough decline

-88.49%

-23.14%

-65.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.57%

7.26%

+66.31%

Volatility

SSG vs. EDV - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 22.10% compared to Vanguard Extended Duration Treasury ETF (EDV) at 5.45%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSGEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.10%

5.45%

+16.65%

Volatility (6M)

Calculated over the trailing 6-month period

49.05%

9.91%

+39.14%

Volatility (1Y)

Calculated over the trailing 1-year period

77.15%

17.22%

+59.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.00%

21.62%

+55.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.55%

19.84%

+48.71%