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 -61.29%/yr vs -4.10%/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 -57.11% return, which is significantly lower than EDV's -2.63% return. Over the past 10 years, SSG has underperformed EDV with an annualized return of -61.29%, while EDV has yielded a comparatively higher -4.10% annualized return.
SSG
- 1D
- 8.63%
- 1M
- 1.21%
- 6M
- -54.30%
- YTD
- -57.11%
- 1Y
- -72.37%
- 3Y*
- -72.30%
- 5Y*
- -65.76%
- 10Y*
- -61.29%
EDV
- 1D
- -0.85%
- 1M
- -2.64%
- 6M
- -3.42%
- YTD
- -2.63%
- 1Y
- 1.17%
- 3Y*
- -5.65%
- 5Y*
- -11.58%
- 10Y*
- -4.10%
SSG vs. EDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSG Proshares Ultrashort Semiconductors | -57.11% | -70.03% | -77.59% | -78.69% | 37.90% | -67.46% | -76.50% | -63.33% | -0.79% | -51.60% |
EDV Vanguard Extended Duration Treasury ETF | -2.63% | 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 | 0.07 |
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 | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.02 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 0.09 | -1.04 |
| Martin ratioReturn relative to average drawdown | -1.62 | 0.20 | -1.82 |
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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 | -76.63% | -12.54% | -64.09% |
Max Drawdown (3Y)Largest decline over 3 years | -98.56% | -26.42% | -72.14% |
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% | -55.33% | -44.67% |
Average DrawdownAverage peak-to-trough decline | -88.63% | -23.60% | -65.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.68% | 5.80% | +38.88% |
Volatility
SSG vs. EDV - Volatility Comparison
Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 32.79% compared to Vanguard Extended Duration Treasury ETF (EDV) at 4.49%. 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 | 32.79% | 4.49% | +28.30% |
Volatility (6M)Calculated over the trailing 6-month period | 58.10% | 10.20% | +47.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.72% | 14.12% | +57.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.07% | 21.57% | +57.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.87% | 19.74% | +50.13% |
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 9.50%, more than EDV's 5.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 5.25% | 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 | 9.50% | 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 (32.79%) compared to EDV (4.49%). In terms of maximum drawdown, SSG dropped -100.00% vs EDV's -59.96%.
On 10-year performance, EDV leads with -4.10% vs -61.29% for SSG. On fees, EDV is cheaper at 0.05% per year. On volatility, EDV has been the lower-risk option at 4.49%. 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 -4.10% return vs -61.29%. 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 9.50%, compared with 5.25% 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 (0.08 vs -1.01), 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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