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SZK vs. DURA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. DURA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and VanEck Vectors Morningstar Durable Dividend ETF (DURA). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZK vs. DURA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

DURA
DURA Risk / Return Rank: 5656
Overall Rank
DURA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DURA Sortino Ratio Rank: 5050
Sortino Ratio Rank
DURA Omega Ratio Rank: 6262
Omega Ratio Rank
DURA Calmar Ratio Rank: 5858
Calmar Ratio Rank
DURA Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SZKDURADifference
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

SZK vs. DURA - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.44, which is lower than the DURA Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SZK and DURA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


SZKDURADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-99.31%

-0.35%

-98.96%

Average Drawdown

Average peak-to-trough decline

-82.08%

-3.89%

-78.19%

Ulcer Index

Depth 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


SZKDURADifference

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.


PositionTTM20252024202320222021202020192018
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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