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

Performance

SZK vs. HIBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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 -15.03% return, which is significantly higher than HIBS's -61.28% return.


SZK

1D
-3.58%
1M
1.29%
YTD
-15.03%
6M
-14.75%
1Y
-5.00%
3Y*
-5.75%
5Y*
-4.45%
10Y*
-16.68%

HIBS

1D
11.66%
1M
-22.55%
YTD
-61.28%
6M
-58.56%
1Y
-81.56%
3Y*
-62.72%
5Y*
-54.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZK vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SZK
ProShares UltraShort Consumer Goods
-15.03%3.37%-11.33%-3.10%47.20%-37.78%-58.24%-10.44%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-61.28%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-17.80%

Correlation

The correlation between SZK and HIBS is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

0.48

The correlation between SZK and HIBS shifts across timeframes, from -0.11 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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. HIBS — Risk / Return Rank

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

SZK
SZK Risk / Return Rank: 77
Overall Rank
SZK Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SZK Sortino Ratio Rank: 77
Sortino Ratio Rank
SZK Omega Ratio Rank: 77
Omega Ratio Rank
SZK Calmar Ratio Rank: 77
Calmar Ratio Rank
SZK Martin Ratio Rank: 77
Martin Ratio Rank

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
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. HIBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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.


SZKHIBSDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

0.99

0.73

+0.26

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.99

+0.82

Martin ratioReturn relative to average drawdown

-0.37

-1.62

+1.25

SZK vs. HIBS - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.19, which is higher than the HIBS Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of SZK and HIBS, 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. HIBS - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, roughly equal to the maximum HIBS drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SZK and HIBS.


Loading charts...

Drawdown Indicators


SZKHIBSDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-99.98%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-82.33%

+53.07%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-96.91%

+55.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-98.70%

+56.89%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

Current Drawdown

Current decline from peak

-99.28%

-99.98%

+0.70%

Average Drawdown

Average peak-to-trough decline

-82.02%

-93.13%

+11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.60%

53.14%

-39.54%

Volatility

SZK vs. HIBS - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 10.21%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 35.05%. This indicates that SZK experiences smaller price fluctuations and is considered to be less risky than HIBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SZKHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.21%

35.05%

-24.84%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

60.54%

-39.36%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

74.07%

-48.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.60%

83.51%

-51.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.63%

95.27%

-61.64%

SZK vs. HIBS - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is lower than HIBS's 1.06% expense ratio.


Dividends

SZK vs. HIBS - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.79%, less than HIBS's 12.23% yield.


PositionTTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
12.23%8.42%5.34%6.49%0.04%0.00%0.92%0.13%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 HIBS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (35.05%) compared to SZK (10.21%). In terms of maximum drawdown, SZK dropped -99.40% vs HIBS's -99.98%.

On 5-year performance, SZK leads with -4.45% vs -54.42% for HIBS. On fees, SZK is cheaper at 0.95% per year. On volatility, SZK has been the lower-risk option at 10.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SZK has performed better with a -4.45% return vs -54.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SZK is cheaper with a 0.95% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 12.23%, compared with 2.79% for SZK.

SZK is categorized as Leveraged Equities, while HIBS is Inverse Equities. SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while HIBS tracks S&P 500® High Beta Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SZK and 1.06% for HIBS.

SZK currently has the higher Sharpe Ratio (-0.19 vs -1.10), 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 HIBS

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