SZK vs. DURA
SZK (ProShares UltraShort Consumer Goods) and DURA (VanEck Vectors Morningstar Durable Dividend ETF) are both exchange-traded funds - SZK is a Leveraged Equities fund tracking the Dow Jones U.S. Consumer Goods Index (-200%), while DURA is a Large Cap Blend Equities fund tracking the Morningstar US Dividend Valuation Index. Both are passively managed. Over the past 5 years, SZK returned -4.95%/yr vs 7.64%/yr for DURA. At a correlation of -0.70, they often move in opposite directions. SZK charges 0.95%/yr vs 0.29%/yr for DURA.
Performance
SZK vs. DURA - Performance Comparison
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Returns By Period
In the year-to-date period, SZK achieves a -18.78% return, which is significantly lower than DURA's 15.02% return.
SZK
- 1D
- -5.55%
- 1M
- -1.69%
- 6M
- -8.44%
- YTD
- -18.78%
- 1Y
- -12.03%
- 3Y*
- -7.10%
- 5Y*
- -4.95%
- 10Y*
- -16.15%
DURA
- 1D
- 2.06%
- 1M
- 1.59%
- 6M
- 10.84%
- YTD
- 15.02%
- 1Y
- 19.77%
- 3Y*
- 10.28%
- 5Y*
- 7.64%
- 10Y*
- —
SZK vs. DURA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SZK ProShares UltraShort Consumer Goods | -18.78% | 3.37% | -11.33% | -3.10% | 47.20% | -37.78% | -58.24% | -39.43% | 13.91% |
DURA VanEck Vectors Morningstar Durable Dividend ETF | 15.02% | 7.61% | 8.51% | 0.82% | 2.41% | 15.53% | 0.04% | 27.55% | -3.77% |
Correlation
The correlation between SZK and DURA is -0.65, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018 | -0.70 |
The correlation between SZK and DURA has been stable across timeframes, ranging from -0.70 to -0.65 - a consistent structural relationship.
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Return for Risk
SZK vs. DURA — Risk / Return Rank
SZK
DURA
SZK vs. DURA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and VanEck Vectors Morningstar Durable Dividend ETF (DURA). 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 | DURA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.30 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.33 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.83 | 9.08 | -9.91 |
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Drawdowns
SZK vs. DURA - Drawdown Comparison
The maximum SZK drawdown since its inception was -99.40%, which is greater than DURA's maximum drawdown of -33.15%. Use the drawdown chart below to compare losses from any high point for SZK and DURA.
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Drawdown Indicators
| SZK | DURA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -33.15% | -66.25% |
Max Drawdown (1Y)Largest decline over 1 year | -29.26% | -8.53% | -20.73% |
Max Drawdown (3Y)Largest decline over 3 years | -41.81% | -14.27% | -27.54% |
Max Drawdown (5Y)Largest decline over 5 years | -41.81% | -15.80% | -26.01% |
Max Drawdown (10Y)Largest decline over 10 years | -86.78% | — | — |
Current DrawdownCurrent decline from peak | -99.31% | -0.35% | -98.96% |
Average DrawdownAverage peak-to-trough decline | -82.08% | -3.89% | -78.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 2.18% | +12.33% |
Volatility
SZK vs. DURA - Volatility Comparison
ProShares UltraShort Consumer Goods (SZK) has a higher volatility of 11.88% compared to VanEck Vectors Morningstar Durable Dividend ETF (DURA) at 3.83%. This indicates that SZK's price experiences larger fluctuations and is considered to be riskier than DURA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SZK | DURA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.88% | 3.83% | +8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 8.15% | +14.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.38% | 14.82% | +12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.85% | 13.67% | +18.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.68% | 16.92% | +16.76% |
SZK vs. DURA - Expense Ratio Comparison
SZK has a 0.95% expense ratio, which is higher than DURA's 0.29% expense ratio.
Dividends
SZK vs. DURA - Dividend Comparison
SZK's dividend yield for the trailing twelve months is around 2.83%, less than DURA's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DURA VanEck Vectors Morningstar Durable Dividend ETF | 3.16% | 3.59% | 3.33% | 3.58% | 3.01% | 2.89% | 3.49% | 3.83% | 0.66% |
SZK ProShares UltraShort Consumer Goods | 2.83% | 2.90% | 5.70% | 4.03% | 0.56% | 0.00% | 0.19% | 1.70% | 0.50% |
Frequently Asked Questions
SZK and DURA have a correlation of -0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZK has higher volatility (11.88%) compared to DURA (3.83%). In terms of maximum drawdown, SZK dropped -99.40% vs DURA's -33.15%.
On 5-year performance, DURA leads with 7.64% vs -4.95% for SZK. On fees, DURA is cheaper at 0.29% per year. On volatility, DURA has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DURA has performed better with a 7.64% return vs -4.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DURA is cheaper with a 0.29% expense ratio, compared with 0.95% for SZK.
DURA has the higher dividend yield at 3.16%, compared with 2.83% for SZK.
SZK is categorized as Leveraged Equities, while DURA is Large Cap Blend Equities. SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while DURA tracks Morningstar US Dividend Valuation Index. They also come from different issuers: ProShares and VanEck. Their fees differ too: 0.95% for SZK and 0.29% for DURA.
DURA currently has the higher Sharpe Ratio (1.34 vs -0.44), 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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