SH vs SPY

SH vs SPY

Which is better, SH or SPY?

Opposite sides of the same exposure.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two move opposite each other, correlation -0.95, so holding both offsets the exposure while paying both fees.

Lower Fees: SPYHigher Returns: SPY

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricSHSPY
Expense Ratio0.89%0.09%Best
AUM$857M$804.7B
Dividend Yield4.28%0.98%
Holdings16505
YTD Return-7.90%+12.09%Best
1Y Return-9.69%+16.29%Best
3Y Return (annualized)-13.04%+21.20%Best
5Y Return (annualized)-8.83%+13.37%Best
Volatility (annualized)14.9%Best15.3%
Max Drawdown-95.5%-56.5%Best
$10,000 over 5 years$6,299$18,728Best
Fund FamilyProSharesState Street Investment Management
CategoryAlternativeEquity
StyleTrading-Inverse EquityLarge Cap Blend
InceptionJun 19, 2006Jan 22, 1993

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Jun 21, 2006 to Sep 18, 2026 (20.2 years).

SH vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 20.2 years both funds cover.

Compare SH against instead:SH vs QQQSH vs VOOSH vs VTISH vs IVVSPY against:SPY vs SPLGSPY vs RSP

SH vs SPY Performance

ProShares Short S&P500 (SH) is an ETF from ProShares and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year SH returned -9.69% while SPY returned +16.29%. Year to date, SH is down 7.90% versus a gain of 12.09% for SPY.

Over three years, SH compounded at -13.04% per year against +21.20% for SPY; over five years the annualized figures are -8.83% and +13.37% respectively. Across the full 20-year window we track, SPY has the edge at +9.74% annualized vs -12.39%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 14.9% for SH. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -95.5% for SH and -56.5% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at -0.95. They move opposite each other. Holding both offsets the exposure rather than spreading it, while paying both funds' fees.

Fees and Cost Over Time

SH charges 0.89% per year while SPY charges 0.09%. On a $10,000 position that is $89 vs $9 annually, a gap of $80 per year that compounds over a long holding period. On income, SH currently yields 4.28% against 0.98% for SPY.

Holdings Overlap

We hold position weights for 1 holding in SH and 504 in SPY, totalling 87.8% and 99.9% of the two funds. The two books name no position in common, so there is no overlap percentage to show.

0 positions in common, counted across the 1 positions we hold weights for in SH and 504 in SPY, against full books of 16 and 505.

You are not choosing between two funds in isolation.

Whichever of SH and SPY you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

SHSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, SH or SPY?

SH has an expense ratio of 0.89% while SPY charges 0.09%. SPY is the cheaper option, by $80 a year on a $10,000 investment.

Which performed better, SH or SPY?

Over the past year SH returned -9.69% vs +16.29% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (20 years), SH annualized -12.39% vs +9.74% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, SH or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 14.9% for SH. Worst drawdown: SH -95.5% vs SPY -56.5%.

Should I hold both SH and SPY?

SH and SPY have a monthly-return correlation of -0.95, so they move opposite each other. Holding both offsets the exposure rather than spreading it, and pays both funds' fees on the way. This is information, not a recommendation.

Which pays a higher dividend, SH or SPY?

SH yields 4.28% while SPY yields 0.98%, so SH currently pays the higher dividend yield.

Is SPY better than SH?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two move opposite each other, correlation -0.95, so holding both offsets the exposure while paying both fees. Which one suits a particular account depends on what it is for. This is information, not a recommendation.