SSG vs. EDV
SSG (Proshares Ultrashort Semiconductors) and EDV (Vanguard Extended Duration Treasury ETF) are both exchange-traded funds - SSG is a Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (-200%), while EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. Both are passively managed. Over the past 10 years, SSG returned -62.09%/yr vs -3.43%/yr for EDV. At a 0.21 correlation, their price movements are largely independent. SSG charges 0.95%/yr vs 0.05%/yr for EDV.
Performance
SSG vs. EDV - Performance Comparison
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Returns By Period
In the year-to-date period, SSG achieves a -58.97% return, which is significantly lower than EDV's 1.13% return. Over the past 10 years, SSG has underperformed EDV with an annualized return of -62.09%, while EDV has yielded a comparatively higher -3.43% annualized return.
SSG
- 1D
- 12.02%
- 1M
- -11.92%
- YTD
- -58.97%
- 6M
- -57.87%
- 1Y
- -78.94%
- 3Y*
- -74.04%
- 5Y*
- -66.24%
- 10Y*
- -62.09%
EDV
- 1D
- 0.25%
- 1M
- 3.80%
- YTD
- 1.13%
- 6M
- 0.33%
- 1Y
- 3.92%
- 3Y*
- -5.29%
- 5Y*
- -10.33%
- 10Y*
- -3.43%
SSG vs. EDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSG Proshares Ultrashort Semiconductors | -58.97% | -70.03% | -77.59% | -78.69% | 37.90% | -67.46% | -76.50% | -63.33% | -0.79% | -51.60% |
EDV Vanguard Extended Duration Treasury ETF | 1.13% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
Correlation
The correlation between SSG and EDV is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2007 | 0.21 |
The correlation between SSG and EDV shifts across timeframes, from -0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SSG vs. EDV — Risk / Return Rank
SSG
EDV
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.
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.
| SSG | EDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.06 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 0.31 | -1.30 |
| Martin ratioReturn relative to average drawdown | -1.64 | 0.70 | -2.33 |
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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
| SSG | EDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -59.96% | -40.04% |
Max Drawdown (1Y)Largest decline over 1 year | -79.92% | -12.54% | -67.38% |
Max Drawdown (3Y)Largest decline over 3 years | -98.56% | -26.90% | -71.66% |
Max Drawdown (5Y)Largest decline over 5 years | -99.66% | -55.03% | -44.63% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -59.96% | -40.03% |
Current DrawdownCurrent decline from peak | -100.00% | -53.60% | -46.40% |
Average DrawdownAverage peak-to-trough decline | -88.60% | -23.52% | -65.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.14% | 5.64% | +45.50% |
Volatility
SSG vs. EDV - Volatility Comparison
Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 33.37% compared to Vanguard Extended Duration Treasury ETF (EDV) at 3.41%. 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
| SSG | EDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.37% | 3.41% | +29.96% |
Volatility (6M)Calculated over the trailing 6-month period | 54.63% | 9.88% | +44.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.68% | 14.26% | +54.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.55% | 21.57% | +56.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.63% | 19.79% | +49.84% |
SSG vs. EDV - Expense Ratio Comparison
SSG has a 0.95% expense ratio, which is higher than EDV's 0.05% expense ratio.
Dividends
SSG vs. EDV - Dividend Comparison
SSG's dividend yield for the trailing twelve months is around 12.72%, more than EDV's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 4.90% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
SSG Proshares Ultrashort Semiconductors | 12.72% | 9.19% | 7.67% | 6.73% | 0.75% | 0.00% | 0.34% | 1.81% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SSG and EDV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSG has higher volatility (33.37%) compared to EDV (3.41%). In terms of maximum drawdown, SSG dropped -100.00% vs EDV's -59.96%.
On 10-year performance, EDV leads with -3.43% vs -62.09% for SSG. On fees, EDV is cheaper at 0.05% per year. On volatility, EDV has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EDV has performed better with a -3.43% return vs -62.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.95% for SSG.
SSG has the higher dividend yield at 12.72%, compared with 4.90% for EDV.
SSG is categorized as Leveraged Equities, while EDV is Government Bonds. SSG tracks Dow Jones U.S. Semiconductors Index (-200%), while EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.95% for SSG and 0.05% for EDV.
EDV currently has the higher Sharpe Ratio (0.28 vs -1.15), 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.
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