PortfoliosLab logoPortfoliosLab logo
SZK vs. CDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. CDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SZK achieves a -17.72% return, which is significantly lower than CDL's 17.17% return. Over the past 10 years, SZK has underperformed CDL with an annualized return of -16.29%, while CDL has yielded a comparatively higher 11.17% annualized return.


SZK

1D
0.85%
1M
-0.28%
6M
-5.05%
YTD
-17.72%
1Y
-11.68%
3Y*
-5.80%
5Y*
-3.85%
10Y*
-16.29%
ALL TIME*
-19.51%

CDL

1D
-0.51%
1M
0.29%
6M
10.38%
YTD
17.17%
1Y
22.30%
3Y*
14.61%
5Y*
10.44%
10Y*
11.17%
ALL TIME*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$504.48K$625.50K$553.90K
$85.70K$65.45K$43.62K

SZK vs. CDL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SZK
ProShares UltraShort Consumer Goods
-17.72%3.37%-11.33%-3.10%47.20%-37.78%-58.24%-39.43%33.62%-27.22%
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
17.17%9.04%15.58%3.03%-0.45%33.42%-3.35%26.38%-5.86%16.29%

Correlation

The correlation between SZK and CDL is -0.66, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.66

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

-0.65

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

-0.67

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

-0.63

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2015

-0.61

The correlation between SZK and CDL has been stable across timeframes, ranging from -0.67 to -0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SZK vs. CDL — Risk / Return Rank

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

SZK
SZK Risk / Return Rank: 66
Overall Rank
SZK Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SZK Sortino Ratio Rank: 66
Sortino Ratio Rank
SZK Omega Ratio Rank: 66
Omega Ratio Rank
SZK Calmar Ratio Rank: 66
Calmar Ratio Rank
SZK Martin Ratio Rank: 66
Martin Ratio Rank

CDL
CDL Risk / Return Rank: 8888
Overall Rank
CDL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CDL Sortino Ratio Rank: 9090
Sortino Ratio Rank
CDL Omega Ratio Rank: 8484
Omega Ratio Rank
CDL Calmar Ratio Rank: 9090
Calmar Ratio Rank
CDL Martin Ratio Rank: 8989
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.

SZK vs. CDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL). 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.


SZKCDLDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.43

3.87

-4.31

Martin ratioReturn relative to average drawdown

-0.83

13.78

-14.61

SZK vs. CDL - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.45, which is lower than the CDL Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SZK and CDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SZK vs. CDL - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, which is greater than CDL's maximum drawdown of -41.03%. Use the drawdown chart below to compare losses from any high point for SZK and CDL.


Loading charts...

Drawdown Indicators


SZKCDLDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-41.03%

-58.37%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-5.66%

-23.60%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-12.87%

-28.94%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-17.28%

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

-41.03%

-45.75%

Current Drawdown

Current decline from peak

-99.30%

-2.35%

-96.95%

Average Drawdown

Average peak-to-trough decline

-82.12%

-4.29%

-77.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

1.59%

+13.64%

Volatility

SZK vs. CDL - Volatility Comparison

ProShares UltraShort Consumer Goods (SZK) has a higher volatility of 12.54% compared to VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) at 4.20%. This indicates that SZK's price experiences larger fluctuations and is considered to be riskier than CDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SZKCDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

4.20%

+8.34%

Volatility (6M)

Calculated over the trailing 6-month period

23.42%

7.85%

+15.57%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

10.34%

+17.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.97%

13.88%

+18.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

17.04%

+16.73%

SZK vs. CDL - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is higher than CDL's 0.35% expense ratio.


Dividends

SZK vs. CDL - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.79%, less than CDL's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
3.06%3.33%3.27%3.61%3.31%2.60%3.32%3.04%3.32%2.87%2.97%1.28%
SZK
ProShares UltraShort Consumer Goods
2.79%2.90%5.70%4.03%0.56%0.00%0.19%1.70%0.50%0.00%0.00%0.00%

Frequently Asked Questions


SZK and CDL have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SZK has higher volatility (12.54%) compared to CDL (4.20%). In terms of maximum drawdown, SZK dropped -99.40% vs CDL's -41.03%.

On 10-year performance, CDL leads with 11.17% vs -16.29% for SZK. On fees, CDL is cheaper at 0.35% per year. On volatility, CDL has been the lower-risk option at 4.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CDL has performed better with a 11.17% return vs -16.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CDL is cheaper with a 0.35% expense ratio, compared with 0.95% for SZK.

CDL has the higher dividend yield at 3.06%, compared with 2.79% for SZK.

SZK is categorized as Leveraged Equities, while CDL is Dividend. SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while CDL tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index. They also come from different issuers: ProShares and Crestview. Their fees differ too: 0.95% for SZK and 0.35% for CDL.

CDL currently has the higher Sharpe Ratio (2.13 vs -0.45), 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 SZK and CDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer