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UMDD vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UMDD vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro MidCap400 (UMDD) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UMDD achieves a 42.38% return, which is significantly higher than CSHP's 1.86% return.


UMDD

1D
1.32%
1M
10.37%
YTD
42.38%
6M
33.72%
1Y
73.33%
3Y*
27.16%
5Y*
4.26%
10Y*
13.45%

CSHP

1D
-0.01%
1M
0.30%
YTD
1.86%
6M
1.93%
1Y
3.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UMDD vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
UMDD
ProShares UltraPro MidCap400
42.38%-2.57%-3.62%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.86%4.10%2.24%

Correlation

The correlation between UMDD and CSHP is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.03

The correlation between UMDD and CSHP shifts across timeframes, from -0.13 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UMDD vs. CSHP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UMDD
UMDD Risk / Return Rank: 4949
Overall Rank
UMDD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
UMDD Sortino Ratio Rank: 4444
Sortino Ratio Rank
UMDD Omega Ratio Rank: 4141
Omega Ratio Rank
UMDD Calmar Ratio Rank: 5959
Calmar Ratio Rank
UMDD Martin Ratio Rank: 5656
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

UMDD vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro MidCap400 (UMDD) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


UMDDCSHPDifference
Sharpe ratioReturn per unit of total volatility

-9.66

Sortino ratioReturn per unit of downside risk

-26.14

Omega ratioGain probability vs. loss probability

1.26

6.67

-5.41

Calmar ratioReturn relative to maximum drawdown

2.83

65.84

-63.01

Martin ratioReturn relative to average drawdown

9.47

395.75

-386.29

UMDD vs. CSHP - Sharpe Ratio Comparison

The current UMDD Sharpe Ratio is 1.55, which is lower than the CSHP Sharpe Ratio of 11.22. The chart below compares the historical Sharpe Ratios of UMDD and CSHP, 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

UMDD vs. CSHP - Drawdown Comparison

The maximum UMDD drawdown since its inception was -86.24%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for UMDD and CSHP.


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Drawdown Indicators


UMDDCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-0.08%

-86.16%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-0.06%

-25.98%

Max Drawdown (3Y)

Largest decline over 3 years

-60.33%

Max Drawdown (5Y)

Largest decline over 5 years

-64.61%

Max Drawdown (10Y)

Largest decline over 10 years

-86.24%

Current Drawdown

Current decline from peak

-2.49%

-0.01%

-2.48%

Average Drawdown

Average peak-to-trough decline

-23.55%

-0.00%

-23.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.77%

0.01%

+7.76%

Volatility

UMDD vs. CSHP - Volatility Comparison

ProShares UltraPro MidCap400 (UMDD) has a higher volatility of 13.05% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.15%. This indicates that UMDD's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMDDCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.05%

0.15%

+12.90%

Volatility (6M)

Calculated over the trailing 6-month period

35.18%

0.27%

+34.91%

Volatility (1Y)

Calculated over the trailing 1-year period

47.50%

0.36%

+47.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.95%

0.41%

+58.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.35%

0.41%

+61.94%

UMDD vs. CSHP - Expense Ratio Comparison

UMDD has a 0.95% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

UMDD vs. CSHP - Dividend Comparison

UMDD's dividend yield for the trailing twelve months is around 0.74%, less than CSHP's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMDD
ProShares UltraPro MidCap400
0.74%1.00%0.76%0.19%0.49%0.06%0.08%0.64%0.32%0.00%0.03%0.06%

Frequently Asked Questions


UMDD and CSHP have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMDD has higher volatility (13.05%) compared to CSHP (0.15%). In terms of maximum drawdown, UMDD dropped -86.24% vs CSHP's -0.08%.

On 1-year performance, UMDD leads with 73.33% vs 3.96% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UMDD has performed better with a 73.33% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.95% for UMDD.

CSHP has the higher dividend yield at 3.91%, compared with 0.74% for UMDD.

UMDD is categorized as Leveraged Equities, while CSHP is Ultrashort Bond. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for UMDD and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.22 vs 1.55), 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 UMDD and CSHP

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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