- ISIN
- US7835544476
- CUSIP
- 783554447
- Issuer
- Rydex Funds
- Inception Date
- May 7, 2000
- Category
- Leveraged Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
RYEUX Performance Chart
Rydex Europe 1.25x Strategy Fund (RYEUX) is up 8.3% since the beginning of the year. RYEUX is currently trading at $132 per share. Investors who bought $1,000 worth of RYEUX shares 5 years ago would now be looking at an investment worth $1,527.
Loading charts...
Returns By Period
Rydex Europe 1.25x Strategy Fund (RYEUX) has returned 8.30% so far this year and 23.95% over the past 12 months. Over the last ten years, RYEUX has returned 8.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Rydex Europe 1.25x Strategy Fund
- 1D
- 0.11%
- 1M
- 2.18%
- YTD
- 8.30%
- 6M
- 8.75%
- 1Y
- 23.95%
- 3Y*
- 12.72%
- 5Y*
- 8.83%
- 10Y*
- 8.70%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
RYEUX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2001, RYEUX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.
Historically, 54% of months were positive and 46% were negative. The best month was May 2009 with a return of +20.0%, while the worst month was Oct 2008 at -27.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, RYEUX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +18.5%, while the worst single day was Oct 15, 2008 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.78% | 4.22% | -11.00% | 6.21% | 2.11% | 1.77% | 8.30% | ||||||
| 2025 | 9.08% | 5.29% | -0.28% | -1.41% | 4.61% | 1.99% | -4.21% | 6.09% | 2.63% | 0.49% | 1.89% | 3.34% | 32.95% |
| 2024 | 0.32% | 2.42% | 4.42% | -2.75% | 6.66% | -1.77% | 1.03% | 4.92% | -2.32% | -7.57% | -2.71% | -4.32% | -2.61% |
| 2023 | 9.60% | -3.26% | 5.80% | 5.52% | -6.80% | 5.25% | 1.89% | -4.54% | -5.08% | -2.88% | 9.38% | 4.96% | 19.53% |
| 2022 | -2.87% | -5.25% | 1.13% | -5.97% | 2.15% | -10.37% | 4.18% | -8.14% | -10.43% | 10.77% | 17.40% | -2.45% | -12.87% |
| 2021 | -3.11% | 2.24% | 4.23% | 5.76% | 5.15% | -0.99% | 1.16% | 1.67% | -6.72% | 6.97% | -5.80% | 8.02% | 18.73% |
Benchmark Metrics
Rydex Europe 1.25x Strategy Fund has an annualized alpha of -5.39%, beta of 1.25, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.
- This fund participated in 132.10% of S&P 500 Index downside but only 111.44% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -5.39% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -5.39%
- Beta
- 1.25
- R²
- 0.72
- Upside Capture
- 111.44%
- Downside Capture
- 132.10%
Expense Ratio
RYEUX has a high expense ratio of 1.69%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RYEUX ranks 19 for risk / return — in the bottom 19% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Rydex Europe 1.25x Strategy Fund (RYEUX) and compare them to S&P 500 Index.
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.
| RYEUX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.78 | -1.28 |
| Martin ratioReturn relative to average drawdown | 5.02 | 12.44 | -7.42 |
Dividends
Dividend History
Rydex Europe 1.25x Strategy Fund provided a 5.50% dividend yield over the last twelve months, with an annual payout of $7.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $7.25 | $7.25 | $11.97 | $0.75 | $0.00 | $0.00 | $4.55 | $0.44 | $6.30 | $0.24 | $0.70 | $0.12 |
Dividend yield | 5.50% | 5.95% | 12.32% | 0.67% | 0.00% | 0.00% | 5.03% | 0.46% | 8.58% | 0.25% | 0.91% | 0.15% |
Monthly Dividends
The table displays the monthly dividend distributions for Rydex Europe 1.25x Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $7.25 | $7.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $11.97 | $11.97 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.75 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Rydex Europe 1.25x Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rydex Europe 1.25x Strategy Fund was 76.19%, occurring on Mar 9, 2009. Recovery took 4233 trading sessions.
The current Rydex Europe 1.25x Strategy Fund drawdown is 2.14%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -76.19%Mar 2009 | 1y 4mo | 16y 10mo | 18y 2moNov 2007 - Jan 2026 |
2003 bear market2003 | -61.20%Mar 2003 | 2y 2mo | 3y 8mo | 5y 10moJan 2001 - Nov 2006 |
2026 correction2026 | -15.24%Mar 2026 | 22d | — | 3mo 27dFeb 2026 - now |
2007 correction2007 | -15.17%Aug 2007 | 1mo 4d | 1mo 26d | 3moJul 2007 - Oct 2007 |
2007 correction2007 | -10.29%Mar 2007 | 18d | 29d | 1mo 17dFeb 2007 - Apr 2007 |
Drawdown Indicators
| RYEUX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.19% | -56.78% | -19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -9.10% | -6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.54% | -18.90% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -25.43% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -33.92% | -8.16% |
Current DrawdownCurrent decline from peak | -2.14% | -1.80% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -37.26% | -10.71% | -26.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 2.03% | +2.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with RYEUX
Add Rydex Europe 1.25x Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with RYEUX