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SZK vs. IFED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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 -18.22% return, which is significantly lower than IFED's 0.96% return.


SZK

1D
-0.26%
1M
-3.10%
6M
2.45%
YTD
-18.22%
1Y
-11.75%
3Y*
-6.63%
5Y*
-4.12%
10Y*
-16.27%
ALL TIME*
-19.52%

IFED

1D
-5.26%
1M
4.53%
6M
6.53%
YTD
0.96%
1Y
4.48%
3Y*
16.16%
5Y*
10Y*
ALL TIME*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$102.31K$82.93K$46.44K
$56.40K$61.28K$43.80K

SZK vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SZK
ProShares UltraShort Consumer Goods
-18.22%3.37%-11.33%-3.10%47.20%-23.97%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.96%15.02%23.04%20.78%-1.46%8.46%

Correlation

The correlation between SZK and IFED is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2021

-0.43

The correlation between SZK and IFED shifts across timeframes, from -0.43 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SZK vs. IFED — 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: 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: 66
Martin Ratio Rank

IFED
IFED Risk / Return Rank: 1414
Overall Rank
IFED Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1414
Sortino Ratio Rank
IFED Omega Ratio Rank: 1616
Omega Ratio Rank
IFED Calmar Ratio Rank: 1414
Calmar Ratio Rank
IFED Martin Ratio Rank: 1414
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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


SZKIFEDDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

0.95

1.07

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.40

0.22

-0.63

Martin ratioReturn relative to average drawdown

-0.77

0.68

-1.45

SZK vs. IFED - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.42, which is lower than the IFED Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SZK and IFED, 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. IFED - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for SZK and IFED.


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Drawdown Indicators


SZKIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-22.36%

-77.04%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-20.18%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-22.36%

-19.45%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

Current Drawdown

Current decline from peak

-99.31%

-15.22%

-84.09%

Average Drawdown

Average peak-to-trough decline

-82.13%

-5.86%

-76.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.39%

6.57%

+8.82%

Volatility

SZK vs. IFED - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 11.39%, while ETRACS IFED Invest with the Fed TR Index ETN (IFED) has a volatility of 25.07%. This indicates that SZK experiences smaller price fluctuations and is considered to be less risky than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SZKIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.39%

25.07%

-13.68%

Volatility (6M)

Calculated over the trailing 6-month period

22.80%

28.54%

-5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

28.20%

29.90%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.97%

22.71%

+9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

22.71%

+11.06%

SZK vs. IFED - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is higher than IFED's 0.45% expense ratio.


Dividends

SZK vs. IFED - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.81%, while IFED has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SZK
ProShares UltraShort Consumer Goods
2.81%2.90%5.70%4.03%0.56%0.00%0.19%1.70%0.50%

Frequently Asked Questions


SZK and IFED have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFED has higher volatility (25.07%) compared to SZK (11.39%). In terms of maximum drawdown, SZK dropped -99.40% vs IFED's -22.36%.

On 3-year performance, IFED leads with 16.16% vs -6.63% for SZK. On fees, IFED is cheaper at 0.45% per year. On volatility, SZK has been the lower-risk option at 11.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IFED has performed better with a 16.16% return vs -6.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFED is cheaper with a 0.45% expense ratio, compared with 0.95% for SZK.

SZK has the higher dividend yield at 2.81%, compared with 0.00% for IFED.

SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while IFED tracks IFED Large-Cap US Equity Index - Benchmark TR Gross. They also come from different issuers: ProShares and UBS. Their fees differ too: 0.95% for SZK and 0.45% for IFED.

IFED currently has the higher Sharpe Ratio (0.15 vs -0.42), 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 IFED

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