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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.

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Returns By Period

In the year-to-date period, SZK achieves a -17.72% return, which is significantly higher than HIBS's -53.83% 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%

HIBS

1D
0.48%
1M
13.62%
6M
-48.40%
YTD
-53.83%
1Y
-72.12%
3Y*
-56.71%
5Y*
-53.53%
10Y*
ALL TIME*
-67.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.09M$5.55M$4.92M
$85.70K$65.45K$43.62K

SZK vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SZK
ProShares UltraShort Consumer Goods
-17.72%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
-53.83%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-17.80%

Correlation

The correlation between SZK and HIBS is -0.22, 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.

-0.22

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

0.07

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

0.39

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

0.46

The correlation between SZK and HIBS shifts across timeframes, from -0.22 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SZK vs. HIBS — 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

HIBS
HIBS Risk / Return Rank: 22
Overall Rank
HIBS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 11
Sortino Ratio Rank
HIBS Omega Ratio Rank: 22
Omega Ratio Rank
HIBS Calmar Ratio Rank: 11
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
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. 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

+0.43

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

0.95

0.83

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.89

+0.46

Martin ratioReturn relative to average drawdown

-0.83

-1.42

+0.59

SZK vs. HIBS - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.45, which is higher than the HIBS Sharpe Ratio of -0.88. 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.


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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.


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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%

-79.06%

+49.80%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-96.91%

+55.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-98.61%

+56.80%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

Current Drawdown

Current decline from peak

-99.30%

-99.98%

+0.68%

Average Drawdown

Average peak-to-trough decline

-82.12%

-93.24%

+11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

49.54%

-34.31%

Volatility

SZK vs. HIBS - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 12.54%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 29.61%. 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.


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Volatility by Period


SZKHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

29.61%

-17.07%

Volatility (6M)

Calculated over the trailing 6-month period

23.42%

66.67%

-43.25%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

80.06%

-51.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.97%

83.97%

-52.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

95.36%

-61.59%

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 7.69% yield.


PositionTTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
7.69%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 -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (29.61%) compared to SZK (12.54%). In terms of maximum drawdown, SZK dropped -99.40% vs HIBS's -99.98%.

On 5-year performance, SZK leads with -3.85% vs -53.53% for HIBS. On fees, SZK is cheaper at 0.95% per year. On volatility, SZK has been the lower-risk option at 12.54%. 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 -3.85% return vs -53.53%. 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 7.69%, 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 (-0.45 vs -0.88), 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.

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