BKPIX vs. RYEUX

Last updated Apr 1, 2026

Compare and contrast key facts about ProFunds Banks UltraSector Fund (BKPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX).

BKPIX is managed by ProFunds. It was launched on Sep 3, 2001. RYEUX is managed by Rydex Funds. It was launched on May 7, 2000.

Performance

BKPIX vs. RYEUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Banks UltraSector Fund (BKPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). The values are adjusted to include any dividend payments, if applicable.

BKPIX vs. RYEUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKPIX ProFunds Banks UltraSector Fund	-6.99%	11.57%	28.64%	9.95%	-30.83%	52.43%	-30.69%	55.99%	-27.23%	26.77%
RYEUX Rydex Europe 1.25x Strategy Fund	-5.46%	32.95%	-2.61%	19.53%	-12.87%	18.73%	0.35%	29.80%	-18.72%	28.14%

Returns By Period

In the year-to-date period, BKPIX achieves a -6.99% return, which is significantly lower than RYEUX's -5.46% return. Over the past 10 years, BKPIX has outperformed RYEUX with an annualized return of 9.69%, while RYEUX has yielded a comparatively lower 7.62% annualized return.

BKPIX

• 1D: 0.54%
• 1M: -6.79%
• YTD: -6.99%
• 6M: -4.62%
• 1Y: 11.78%
• 3Y*: 21.80%
• 5Y*: 2.49%
• 10Y*: 9.69%

RYEUX

• 1D: 0.54%
• 1M: -14.25%
• YTD: -5.46%
• 6M: 0.04%
• 1Y: 9.74%
• 3Y*: 9.26%
• 5Y*: 7.95%
• 10Y*: 7.62%

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

BKPIX vs. RYEUX - Expense Ratio Comparison

BKPIX has a 1.71% expense ratio, which is higher than RYEUX's 1.69% expense ratio.

BKPIX

ProFunds Banks UltraSector Fund

RYEUX

Rydex Europe 1.25x Strategy Fund

Return for Risk

BKPIX vs. RYEUX — Risk / Return Rank

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

BKPIX

BKPIX Risk / Return Rank: 14
BKPIX Sharpe Ratio Rank: 13
BKPIX Sortino Ratio Rank: 15
BKPIX Omega Ratio Rank: 16
BKPIX Calmar Ratio Rank: 15
BKPIX Martin Ratio Rank: 13

RYEUX

RYEUX Risk / Return Rank: 16
RYEUX Sharpe Ratio Rank: 15
RYEUX Sortino Ratio Rank: 14
RYEUX Omega Ratio Rank: 14
RYEUX Calmar Ratio Rank: 18
RYEUX Martin Ratio Rank: 18

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.

BKPIX vs. RYEUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Banks UltraSector Fund (BKPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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.

	BKPIX	RYEUX	Difference
Sharpe ratio Return per unit of total volatility	0.34	0.41	-0.08
Sortino ratio Return per unit of downside risk	0.71	0.69	+0.02
Omega ratio Gain probability vs. loss probability	1.10	1.09	+0.01
Calmar ratio Return relative to maximum drawdown	0.44	0.55	-0.10
Martin ratio Return relative to average drawdown	1.10	1.94	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKPIX vs. RYEUX - Sharpe Ratio Comparison

The current BKPIX Sharpe Ratio is 0.34, which is comparable to the RYEUX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BKPIX and RYEUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKPIX	RYEUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	0.41	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.39	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.34	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.03	+0.03

Correlation

The correlation between BKPIX and RYEUX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BKPIX vs. RYEUX - Dividend Comparison

BKPIX's dividend yield for the trailing twelve months is around 1.52%, less than RYEUX's 6.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKPIX ProFunds Banks UltraSector Fund	1.52%	1.42%	0.75%	1.64%	0.29%	0.00%	0.00%	0.38%	1.53%	0.00%	0.00%	0.00%
RYEUX Rydex Europe 1.25x Strategy Fund	6.30%	5.95%	12.32%	0.67%	0.00%	0.00%	5.03%	0.46%	8.58%	0.25%	0.91%	0.15%

Drawdowns

BKPIX vs. RYEUX - Drawdown Comparison

The maximum BKPIX drawdown since its inception was -96.22%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for BKPIX and RYEUX.

Drawdown Indicators

	BKPIX	RYEUX	Difference
Max Drawdown Largest peak-to-trough decline	-96.22%	-76.19%	-20.03%
Max Drawdown (1Y) Largest decline over 1 year	-21.69%	-15.24%	-6.45%
Max Drawdown (5Y) Largest decline over 5 years	-61.71%	-33.39%	-28.32%
Max Drawdown (10Y) Largest decline over 10 years	-66.21%	-42.08%	-24.13%
Current Drawdown Current decline from peak	-52.70%	-14.57%	-38.13%
Average Drawdown Average peak-to-trough decline	-56.16%	-37.55%	-18.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.78%	4.30%	+4.48%

Volatility

BKPIX vs. RYEUX - Volatility Comparison

The current volatility for ProFunds Banks UltraSector Fund (BKPIX) is 7.16%, while Rydex Europe 1.25x Strategy Fund (RYEUX) has a volatility of 8.89%. This indicates that BKPIX experiences smaller price fluctuations and is considered to be less risky than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKPIX	RYEUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	8.89%	-1.73%
Volatility (6M) Calculated over the trailing 6-month period	24.74%	13.65%	+11.09%
Volatility (1Y) Calculated over the trailing 1-year period	39.30%	21.55%	+17.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.76%	20.69%	+20.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.48%	22.46%	+21.02%