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SZK vs. PLTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. PLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and Leverage Shares 2X Long PLTR Daily ETF (PLTG). 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 -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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZK vs. PLTG - Yearly Performance Comparison


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

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

PLTG
PLTG Risk / Return Rank: 44
Overall Rank
PLTG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PLTG Sortino Ratio Rank: 66
Sortino Ratio Rank
PLTG Omega Ratio Rank: 66
Omega Ratio Rank
PLTG Calmar Ratio Rank: 33
Calmar Ratio Rank
PLTG Martin Ratio Rank: 33
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. 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.


SZKPLTGDifference
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

SZK vs. PLTG - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.19, which is higher than the PLTG Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SZK and PLTG, 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. 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


SZKPLTGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-99.28%

-76.37%

-22.91%

Average Drawdown

Average peak-to-trough decline

-82.02%

-32.02%

-50.00%

Ulcer Index

Depth 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


SZKPLTGDifference

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.


PositionTTM20252024202320222021202020192018
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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