SZK vs. PLTG
SZK (ProShares UltraShort Consumer Goods) and PLTG (Leverage Shares 2X Long PLTR Daily ETF) are both Leveraged Equities funds. SZK is passively managed, while PLTG is actively managed. Over the past year, SZK returned -5.00% vs -54.35% for PLTG. At a 0.17 correlation, their price movements are largely independent. SZK charges 0.95%/yr vs 0.75%/yr for PLTG.
Performance
SZK vs. PLTG - Performance Comparison
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Returns By Period
In the year-to-date period, SZK achieves a -15.03% return, which is significantly higher than PLTG's -65.23% 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%
PLTG
- 1D
- -4.81%
- 1M
- -30.69%
- YTD
- -65.23%
- 6M
- -71.20%
- 1Y
- -54.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SZK vs. PLTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SZK ProShares UltraShort Consumer Goods | -15.03% | 10.93% |
PLTG Leverage Shares 2X Long PLTR Daily ETF | -65.23% | 100.70% |
Correlation
The correlation between SZK and PLTG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2025 | 0.17 |
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Return for Risk
SZK vs. PLTG — Risk / Return Rank
SZK
PLTG
SZK vs. PLTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and Leverage Shares 2X Long PLTR Daily ETF (PLTG). 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 | PLTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.96 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.71 | +0.54 |
| Martin ratioReturn relative to average drawdown | -0.37 | -1.26 | +0.89 |
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Drawdowns
SZK vs. PLTG - Drawdown Comparison
The maximum SZK drawdown since its inception was -99.40%, which is greater than PLTG's maximum drawdown of -76.37%. Use the drawdown chart below to compare losses from any high point for SZK and PLTG.
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Drawdown Indicators
| SZK | PLTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.40% | -76.37% | -23.03% |
Max Drawdown (1Y)Largest decline over 1 year | -29.26% | -76.37% | +47.11% |
Max Drawdown (3Y)Largest decline over 3 years | -41.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.78% | — | — |
Current DrawdownCurrent decline from peak | -99.28% | -76.37% | -22.91% |
Average DrawdownAverage peak-to-trough decline | -82.02% | -32.02% | -50.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.60% | 43.16% | -29.56% |
Volatility
SZK vs. PLTG - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Goods (SZK) is 10.21%, while Leverage Shares 2X Long PLTR Daily ETF (PLTG) has a volatility of 38.03%. This indicates that SZK experiences smaller price fluctuations and is considered to be less risky than PLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SZK | PLTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 38.03% | -27.82% |
Volatility (6M)Calculated over the trailing 6-month period | 21.18% | 78.49% | -57.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.03% | 102.77% | -76.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.60% | 105.82% | -74.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 105.82% | -72.19% |
SZK vs. PLTG - Expense Ratio Comparison
SZK has a 0.95% expense ratio, which is higher than PLTG's 0.75% expense ratio.
Dividends
SZK vs. PLTG - Dividend Comparison
SZK's dividend yield for the trailing twelve months is around 2.79%, less than PLTG's 52.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
PLTG Leverage Shares 2X Long PLTR Daily ETF | 52.16% | 18.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 PLTG 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.
PLTG has higher volatility (38.03%) compared to SZK (10.21%). In terms of maximum drawdown, SZK dropped -99.40% vs PLTG's -76.37%.
On 1-year performance, SZK leads with -5.00% vs -54.35% for PLTG. On fees, PLTG is cheaper at 0.75% 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 1-year period, SZK has performed better with a -5.00% return vs -54.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTG is cheaper with a 0.75% expense ratio, compared with 0.95% for SZK.
PLTG has the higher dividend yield at 52.16%, compared with 2.79% for SZK.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for SZK and 0.75% for PLTG.
SZK currently has the higher Sharpe Ratio (-0.19 vs -0.53), 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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