VERS vs. TRUT

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares Metaverse ETF (VERS) and Vaneck Technology Trusector ETF (TRUT).

VERS and TRUT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VERS is a passively managed fund by ProShares that tracks the performance of the Solactive Metaverse Theme Index - Benchmark TR Net. It was launched on Mar 15, 2022. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025.

Performance

VERS vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Metaverse ETF (VERS) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

VERS vs. TRUT - Yearly Performance Comparison

	2026 (YTD)	2025
VERS ProShares Metaverse ETF	-11.88%	14.45%
TRUT Vaneck Technology Trusector ETF	-8.52%	10.16%

Returns By Period

In the year-to-date period, VERS achieves a -11.88% return, which is significantly lower than TRUT's -8.52% return.

VERS

• 1D: 1.76%
• 1M: -5.06%
• YTD: -11.88%
• 6M: -11.53%
• 1Y: 17.83%
• 3Y*: 17.19%
• 5Y*: —
• 10Y*: —

TRUT

• 1D: 1.20%
• 1M: -3.68%
• YTD: -8.52%
• 6M: -7.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VERS vs. TRUT - Expense Ratio Comparison

VERS has a 0.58% expense ratio, which is higher than TRUT's 0.13% expense ratio.

VERS

ProShares Metaverse ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

VERS vs. TRUT — Risk / Return Rank

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

VERS

VERS Risk / Return Rank: 29
VERS Sharpe Ratio Rank: 30
VERS Sortino Ratio Rank: 33
VERS Omega Ratio Rank: 31
VERS Calmar Ratio Rank: 27
VERS Martin Ratio Rank: 26

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.

VERS vs. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Metaverse ETF (VERS) and Vaneck Technology Trusector ETF (TRUT). 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.

	VERS	TRUT	Difference
Sharpe ratio Return per unit of total volatility	0.60	—	—
Sortino ratio Return per unit of downside risk	1.05	—	—
Omega ratio Gain probability vs. loss probability	1.14	—	—
Calmar ratio Return relative to maximum drawdown	0.80	—	—
Martin ratio Return relative to average drawdown	2.39	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VERS	TRUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.06	+0.15

Correlation

The correlation between VERS and TRUT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VERS vs. TRUT - Dividend Comparison

VERS's dividend yield for the trailing twelve months is around 0.37%, more than TRUT's 0.26% yield.

	TTM	2025	2024	2023	2022
VERS ProShares Metaverse ETF	0.37%	0.52%	0.58%	0.63%	0.44%
TRUT Vaneck Technology Trusector ETF	0.26%	0.14%	0.00%	0.00%	0.00%

Drawdowns

VERS vs. TRUT - Drawdown Comparison

The maximum VERS drawdown since its inception was -42.13%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for VERS and TRUT.

Drawdown Indicators

	VERS	TRUT	Difference
Max Drawdown Largest peak-to-trough decline	-42.13%	-18.55%	-23.58%
Max Drawdown (1Y) Largest decline over 1 year	-23.02%	—	—
Current Drawdown Current decline from peak	-17.61%	-14.11%	-3.50%
Average Drawdown Average peak-to-trough decline	-15.53%	-5.85%	-9.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.76%	—	—

Volatility

Volatility by Period

	VERS	TRUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.62%	21.40%	+8.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.15%	21.40%	+9.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.15%	21.40%	+9.75%