SSO vs DFLV

Comparison between PROSHARES ULTRA S&P500 (SSO, ETF) and DIMENSIONAL US LARGE CAP VALUE ETF (DFLV, ETF).

SSO vs DFLV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SSO(ETF)	DFLV(ETF)
Net Assets	$5.40B	$5.40B
Expense Ratio	N/A	0.21%
Max Drawdown	85.48%	17.54%
Sharpe Ratio	1.98	2.12
5Y Beta	1.94	0.74
P/E Ratio	27.88	19.26
Forward P/E	21.47	14.65
5Y Dividends CAGR	51.80%	N/A
5Y EPS CAGR	28.91%	13.66%
Debt to Equity	25.78%	42.20%
P/S Ratio	3.44	1.91
P/B Ratio	5.21	2.53

Net Assets

SSO

$5.40B

DFLV

$5.40B

Expense Ratio

SSO

N/A

DFLV

0.21%

Max Drawdown

SSO

85.48%

Winner

DFLV

17.54%

Sharpe Ratio

SSO

1.98

Winner

DFLV

2.12

5Y Beta

SSO

1.94

Winner

DFLV

0.74

P/E Ratio

SSO

27.88

Winner

DFLV

19.26

Forward P/E

SSO

21.47

Winner

DFLV

14.65

5Y Dividends CAGR

SSO

51.80%

DFLV

N/A

5Y EPS CAGR

Winner

SSO

28.91%

DFLV

13.66%

Debt to Equity

Winner

SSO

25.78%

DFLV

42.20%

P/S Ratio

SSO

3.44

Winner

DFLV

1.91

P/B Ratio

SSO

5.21

Winner

DFLV

2.53

SSO vs DFLV - Holdings Comparison

SSO and DFLV have 201 common holdings. Overlap is 14.02%

SSO's top 25 holdings weight is 54.58%. DFLV's top 25 holdings weight is 39.09%.

Rank	SSO	DFLV
#1	PROSHARES GENIUS MONEY MARKET ETF (IQMM) - 18.02%	JPMORGAN CHASE & CO (JPM) - 4.63%
#2	NVIDIA CORP (NVDA) - 5.60%	EXXON MOBIL CORP (XOM) - 4.01%
#3	APPLE INC (AAPL) - 4.29%	AMAZON.COM INC (AMZN) - 3.15%
#4	S&P 500 INDEX SWAP (n/a) - 3.45%	MICRON TECHNOLOGY INC (MU) - 2.74%
#5	MICROSOFT CORP (MSFT) - 3.44%	JOHNSON & JOHNSON (JNJ) - 2.41%
#6	AMAZON.COM INC (AMZN) - 2.74%	CHEVRON CORP (CVX) - 2.03%
#7	ALPHABET INC CLASS A (GOOGL) - 2.20%	CISCO SYSTEMS INC (CSCO) - 1.85%
#8	BROADCOM INC (AVGO) - 2.05%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.74%
#9	ALPHABET INC CLASS C (GOOG) - 1.76%	UNITEDHEALTH GROUP INC (UNH) - 1.63%
#10	CTE PROSHARES TRUST M (n/a) - 1.59%	PROCTER & GAMBLE CO (PG) - 1.43%
#11	META PLATFORMS INC CLASS A (META) - 1.59%	LINDE PLC (LIN) - 1.30%
#12	TESLA INC (TSLA) - 1.14%	MERCK & CO INC (MRK) - 1.21%
#13	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.95%	VERIZON COMMUNICATIONS INC (VZ) - 1.19%
#14	E-MINI S&P 500 FUTURE JUNE 26 (n/a) - 0.92%	MORGAN STANLEY (MS) - 1.19%
#15	JPMORGAN CHASE & CO (JPM) - 0.91%	THE GOLDMAN SACHS GROUP INC (GS) - 1.11%
#16	ELI LILLY AND CO (LLY) - 0.75%	AT&T INC (T) - 1.09%
#17	EXXON MOBIL CORP (XOM) - 0.68%	WELLS FARGO & CO (WFC) - 1.04%
#18	MICRON TECHNOLOGY INC (MU) - 0.61%	NEWMONT CORP (NEM) - 1.03%
#19	WALMART INC (WMT) - 0.60%	RTX CORP (RTX) - 0.94%
#20	PEPSICO INC (PEP) - 0.23%	CONOCOPHILLIPS (COP) - 0.92%
#21	MCDONALD'S CORP (MCD) - 0.22%	NUCOR CORP (NUE) - 0.50%
#22	NEXTERA ENERGY INC (NEE) - 0.22%	BANK OF NEW YORK MELLON CORP (BK) - 0.50%
#23	VERIZON COMMUNICATIONS INC (VZ) - 0.22%	NIKE INC CLASS B (NKE) - 0.49%
#24	ANALOG DEVICES INC (ADI) - 0.20%	AMETEK INC (AME) - 0.48%
#25	AMGEN INC (AMGN) - 0.20%	THE KROGER CO (KR) - 0.48%
Total Holdings	475	290

SSO vs DFLV - Historical Returns

Returns include dividend reinvestment.

Period	SSO	DFLV
1 month	+18.38%	+3.23%
3 months	+11.48%	+2.94%
6 months	+17.86%	+16.36%
1 year	+62.17%	+30.81%
5 years(CAGR)	+18.65%	N/A
10 years(CAGR)	+24.20%	N/A
Max(CAGR)	+15.71%	+15.29%

Winner

SSO

+18.38%

DFLV

+3.23%

Winner

SSO

+11.48%

DFLV

+2.94%

Winner

SSO

+17.86%

DFLV

+16.36%

Winner

SSO

+62.17%

DFLV

+30.81%

5Y(CAGR)

SSO

+18.65%

DFLV

N/A

10Y(CAGR)

SSO

+24.20%

DFLV

N/A

Max(CAGR)

Winner

SSO

+15.71%

DFLV

+15.29%

SSO vs DFLV - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	SSO	DFLV
2026	+14.22%	+10.08%
2025	+26.86%	+16.09%
2024	+45.19%	+12.38%
2023	+47.99%	+12.67%
2022	-39.69%	-0.68%
2021	+65.07%	N/A
2020	+19.38%	N/A
2019	+63.26%	N/A
2018	-15.76%	N/A
2017	+42.26%	N/A
2016	+25.14%	N/A
2015	-1.06%	N/A
2014	+27.99%	N/A
2013	+62.55%	N/A
2012	+27.12%	N/A
2011	-4.74%	N/A
2010	+22.88%	N/A
2009	+38.70%	N/A
2008	-67.25%	N/A
2007	+1.74%	N/A
2006	+25.97%	N/A

SSO vs DFLV Drawdown Comparison

The maximum drawdown for SSO was -84.67%, occurring on Mar 9, 2009. Recovery took 1520 trading sessions.

The maximum drawdown for DFLV was -16.80%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

The current DFLV drawdown is -0.65%.

Rank	SSO	DFLV
#1	-84.67% Oct 9, 2007 - Oct 22, 2013	-16.80% Nov 25, 2024 - Aug 22, 2025
#2	-59.34% Feb 19, 2020 - Sep 2, 2020	-11.29% Jul 31, 2023 - Dec 13, 2023
#3	-46.73% Jan 3, 2022 - Mar 1, 2024	-11.21% Feb 2, 2023 - Jul 21, 2023
#4	-36.57% Sep 20, 2018 - Jul 2, 2019	-6.10% Jul 31, 2024 - Aug 23, 2024
#5	-35.21% Feb 19, 2025 - Jul 3, 2025	-5.48% Feb 11, 2026 - Apr 17, 2026
#6	-26.68% May 21, 2015 - Jul 11, 2016	-5.40% Mar 28, 2024 - Jul 16, 2024
#7	-19.76% Jan 26, 2018 - Aug 27, 2018	-4.25% Dec 13, 2022 - Jan 6, 2023
#8	-18.40% Sep 2, 2020 - Nov 16, 2020	-4.11% Nov 12, 2025 - Nov 28, 2025
#9	-18.17% Jan 12, 2026 - Apr 16, 2026	-3.77% Aug 30, 2024 - Sep 19, 2024
#10	-18.05% Jul 13, 2007 - Oct 9, 2007	-3.20% Oct 6, 2025 - Oct 27, 2025
#11	-16.70% Jul 16, 2024 - Sep 19, 2024	-2.95% Oct 18, 2024 - Nov 6, 2024
#12	-14.33% Sep 18, 2014 - Oct 31, 2014	-2.81% Jan 13, 2023 - Jan 26, 2023
#13	-12.06% Jul 26, 2019 - Oct 28, 2019	-2.64% Jul 17, 2024 - Jul 31, 2024
#14	-11.98% Feb 20, 2007 - Apr 16, 2007	-2.54% Jan 2, 2024 - Jan 25, 2024
#15	-11.49% Dec 31, 2013 - Feb 27, 2014	-2.02% Oct 27, 2025 - Nov 11, 2025

Correlation

Correlation between SSO and DFLV is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2006 - 2026)

SSO vs DFLV dividend yield comparison.

Year	SSO	DFLV
2026	0.17%	0.34%
2025	0.68%	1.61%
2024	0.85%	1.65%
2023	0.18%	1.72%
2022	0.50%	0.11%
2021	0.18%	0.00%
2020	0.20%	0.00%
2019	0.50%	0.00%
2018	0.75%	0.00%
2017	0.39%	0.00%
2016	0.51%	0.00%
2015	0.63%	0.00%
2014	0.33%	0.00%
2013	0.26%	0.00%
2012	0.71%	0.00%
2011	0.56%	0.00%
2010	0.78%	0.00%
2009	0.77%	0.00%
2008	2.14%	0.00%
2007	5.34%	0.00%
2006	4.40%	0.00%