SZK vs. DOGG
SZK (ProShares UltraShort Consumer Goods) and DOGG (FT Vest DJIA Dogs 10 Target Income ETF) are both exchange-traded funds - SZK is a Leveraged Equities fund tracking the Dow Jones U.S. Consumer Goods Index (-200%), while DOGG is a Derivative Income fund actively managed by FT Vest. SZK is passively managed, while DOGG is actively managed. Over the past 3 years, SZK returned -5.80%/yr vs 11.93%/yr for DOGG. Their -0.59 correlation means they have often moved in opposite directions in the past. SZK charges 0.95%/yr vs 0.75%/yr for DOGG.
Performance
SZK vs. DOGG - Performance Comparison
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Returns By Period
In the year-to-date period, SZK achieves a -17.72% return, which is significantly lower than DOGG's 11.04% 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%
DOGG
- 1D
- -0.41%
- 1M
- 1.08%
- 6M
- 4.34%
- YTD
- 11.04%
- 1Y
- 22.01%
- 3Y*
- 11.93%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $622.61K | $753.69K | $702.49K | |
| $85.70K | $65.45K | $43.62K |
SZK vs. DOGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SZK ProShares UltraShort Consumer Goods | -17.72% | 3.37% | -11.33% | 15.00% |
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 11.04% | 19.43% | -2.58% | 12.74% |
Correlation
The correlation between SZK and DOGG is -0.67, 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. | -0.67 |
Correlation (3Y) Balances recent behavior with more history. | -0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2023 | -0.59 |
The correlation between SZK and DOGG has been stable across timeframes, ranging from -0.67 to -0.59 - a consistent structural relationship.
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Return for Risk
SZK vs. DOGG — Risk / Return Rank
SZK
DOGG
SZK vs. DOGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.
| SZK | DOGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.35 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.74 | -3.18 |
| Martin ratioReturn relative to average drawdown | -0.83 | 5.80 | -6.63 |
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Drawdowns
SZK vs. DOGG - Drawdown Comparison
The maximum SZK drawdown since its inception was -99.40%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for SZK and DOGG.
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Drawdown Indicators
| SZK | DOGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -11.19% | -88.21% |
Max Drawdown (1Y)Largest decline over 1 year | -29.26% | -8.29% | -20.97% |
Max Drawdown (3Y)Largest decline over 3 years | -41.81% | -11.19% | -30.62% |
Max Drawdown (5Y)Largest decline over 5 years | -41.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.78% | — | — |
Current DrawdownCurrent decline from peak | -99.30% | -2.39% | -96.91% |
Average DrawdownAverage peak-to-trough decline | -82.12% | -3.27% | -78.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.23% | 3.91% | +11.32% |
Volatility
SZK vs. DOGG - Volatility Comparison
ProShares UltraShort Consumer Goods (SZK) has a higher volatility of 12.54% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 5.00%. This indicates that SZK's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SZK | DOGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.54% | 5.00% | +7.54% |
Volatility (6M)Calculated over the trailing 6-month period | 23.42% | 9.40% | +14.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.28% | 11.50% | +16.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.97% | 13.07% | +18.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 13.07% | +20.70% |
SZK vs. DOGG - Expense Ratio Comparison
SZK has a 0.95% expense ratio, which is higher than DOGG's 0.75% expense ratio.
Dividends
SZK vs. DOGG - Dividend Comparison
SZK's dividend yield for the trailing twelve months is around 2.79%, less than DOGG's 8.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 8.63% | 8.75% | 9.92% | 5.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SZK ProShares UltraShort Consumer Goods | 2.79% | 2.90% | 5.70% | 4.03% | 0.56% | 0.00% | 0.19% | 1.70% | 0.50% |
Frequently Asked Questions
SZK and DOGG have a correlation of -0.67, 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 DOGG (5.00%). In terms of maximum drawdown, SZK dropped -99.40% vs DOGG's -11.19%.
On 3-year performance, DOGG leads with 11.93% vs -5.80% for SZK. On fees, DOGG is cheaper at 0.75% per year. On volatility, DOGG has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DOGG has performed better with a 11.93% return vs -5.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DOGG is cheaper with a 0.75% expense ratio, compared with 0.95% for SZK.
DOGG has the higher dividend yield at 8.63%, compared with 2.79% for SZK.
SZK is categorized as Leveraged Equities, while DOGG is Derivative Income. They also come from different issuers: ProShares and FT Vest. Their fees differ too: 0.95% for SZK and 0.75% for DOGG.
DOGG currently has the higher Sharpe Ratio (2.00 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.
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