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SZK vs. XLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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 lower than XLP's 10.87% return. Over the past 10 years, SZK has underperformed XLP with an annualized return of -16.29%, while XLP has yielded a comparatively higher 7.36% annualized 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%

XLP

1D
-0.49%
1M
0.07%
6M
3.13%
YTD
10.87%
1Y
9.04%
3Y*
6.99%
5Y*
6.30%
10Y*
7.36%
ALL TIME*
6.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$85.70K$65.45K$43.62K
$1.02B$989.49M$1.01B

SZK vs. XLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SZK
ProShares UltraShort Consumer Goods
-17.72%3.37%-11.33%-3.10%47.20%-37.78%-58.24%-39.43%33.62%-27.22%
XLP
State Street Consumer Staples Select Sector SPDR ETF
10.87%1.52%12.20%-0.82%-0.81%17.20%10.11%27.43%-8.07%12.98%

Correlation

The correlation between SZK and XLP is -0.99, 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.

-0.99

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

-0.99

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

-0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.77

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

-0.74

Over the past year, the inverse relationship between SZK and XLP has strengthened: their correlation has moved from -0.74 to -0.99, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SZK vs. XLP — 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

XLP
XLP Risk / Return Rank: 2727
Overall Rank
XLP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 2828
Sortino Ratio Rank
XLP Omega Ratio Rank: 2626
Omega Ratio Rank
XLP Calmar Ratio Rank: 3030
Calmar Ratio Rank
XLP Martin Ratio Rank: 2424
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. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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.


SZKXLPDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

0.95

1.12

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.43

0.99

-1.43

Martin ratioReturn relative to average drawdown

-0.83

1.80

-2.63

SZK vs. XLP - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is -0.45, which is lower than the XLP Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SZK and XLP, 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. XLP - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for SZK and XLP.


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Drawdown Indicators


SZKXLPDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-35.90%

-63.50%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-9.69%

-19.57%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-11.42%

-30.39%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-16.30%

-25.51%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

-24.51%

-62.27%

Current Drawdown

Current decline from peak

-99.30%

-4.32%

-94.98%

Average Drawdown

Average peak-to-trough decline

-82.12%

-7.05%

-75.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

5.33%

+9.90%

Volatility

SZK vs. XLP - Volatility Comparison

ProShares UltraShort Consumer Goods (SZK) has a higher volatility of 12.54% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 6.08%. This indicates that SZK's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SZKXLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

6.08%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

23.42%

11.61%

+11.81%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

14.16%

+14.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.97%

13.61%

+18.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

14.86%

+18.91%

SZK vs. XLP - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is higher than XLP's 0.08% expense ratio.


Dividends

SZK vs. XLP - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.79%, more than XLP's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
SZK
ProShares UltraShort Consumer Goods
2.79%2.90%5.70%4.03%0.56%0.00%0.19%1.70%0.50%0.00%0.00%0.00%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.58%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

Frequently Asked Questions


SZK and XLP have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SZK has higher volatility (12.54%) compared to XLP (6.08%). In terms of maximum drawdown, SZK dropped -99.40% vs XLP's -35.90%.

On 10-year performance, XLP leads with 7.36% vs -16.29% for SZK. On fees, XLP is cheaper at 0.08% per year. On volatility, XLP has been the lower-risk option at 6.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLP has performed better with a 7.36% return vs -16.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLP is cheaper with a 0.08% expense ratio, compared with 0.95% for SZK.

SZK has the higher dividend yield at 2.79%, compared with 2.58% for XLP.

SZK is categorized as Leveraged Equities, while XLP is Consumer Staples Equities. SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while XLP tracks Consumer Staples Select Sector Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.95% for SZK and 0.08% for XLP.

XLP currently has the higher Sharpe Ratio (0.68 vs -0.45), 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

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