DDM vs. FUTG
DDM (ProShares Ultra Dow30) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. DDM is passively managed, while FUTG is actively managed. At a 0.43 correlation, their price movements are largely independent. DDM charges 0.95%/yr vs 0.75%/yr for FUTG.
Performance
DDM vs. FUTG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DDM achieves a 13.60% return, which is significantly higher than FUTG's -74.99% return.
DDM
- 1D
- 0.41%
- 1M
- 4.51%
- YTD
- 13.60%
- 6M
- 10.53%
- 1Y
- 38.50%
- 3Y*
- 26.73%
- 5Y*
- 13.21%
- 10Y*
- 20.52%
FUTG
- 1D
- 1.13%
- 1M
- 16.23%
- YTD
- -74.99%
- 6M
- -75.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DDM vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDM ProShares Ultra Dow30 | 13.60% | 7.98% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -74.99% | -0.20% |
Correlation
The correlation between DDM and FUTG is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.43 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDM vs. FUTG — Risk / Return Rank
DDM
FUTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DDM vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.
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.
| DDM | FUTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | — | — |
| Martin ratioReturn relative to average drawdown | 7.34 | — | — |
Loading charts...
Drawdowns
DDM vs. FUTG - Drawdown Comparison
The maximum DDM drawdown since its inception was -81.70%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for DDM and FUTG.
Loading charts...
Drawdown Indicators
| DDM | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.70% | -86.19% | +4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -19.31% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.13% | — | — |
Current DrawdownCurrent decline from peak | -1.06% | -83.95% | +82.89% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -43.67% | +26.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | — | — |
Volatility
DDM vs. FUTG - Volatility Comparison
Loading charts...
Volatility by Period
| DDM | FUTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 131.62% | -106.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.62% | 131.62% | -102.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.76% | 131.62% | -96.86% |
DDM vs. FUTG - Expense Ratio Comparison
DDM has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
DDM vs. FUTG - Dividend Comparison
DDM's dividend yield for the trailing twelve months is around 0.88%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDM ProShares Ultra Dow30 | 0.88% | 0.94% | 1.00% | 0.27% | 0.83% | 0.18% | 0.31% | 0.62% | 0.89% | 0.68% | 1.08% | 1.23% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DDM and FUTG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for DDM.
DDM has the higher dividend yield at 0.88%, compared with 0.00% for FUTG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for DDM and 0.75% for FUTG.
Find the right allocation for DDM and FUTG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer