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DDM vs. IXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDM and IXC is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DDM vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Dow30 (DDM) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
814.47%
113.41%
DDM
IXC

Key characteristics

Sharpe Ratio

DDM:

0.06

IXC:

-0.46

Sortino Ratio

DDM:

0.33

IXC:

-0.47

Omega Ratio

DDM:

1.04

IXC:

0.93

Calmar Ratio

DDM:

0.06

IXC:

-0.53

Martin Ratio

DDM:

0.22

IXC:

-1.55

Ulcer Index

DDM:

8.98%

IXC:

6.54%

Daily Std Dev

DDM:

33.97%

IXC:

22.05%

Max Drawdown

DDM:

-81.70%

IXC:

-67.88%

Current Drawdown

DDM:

-23.27%

IXC:

-11.50%

Returns By Period

In the year-to-date period, DDM achieves a -13.75% return, which is significantly lower than IXC's -0.65% return. Over the past 10 years, DDM has outperformed IXC with an annualized return of 14.58%, while IXC has yielded a comparatively lower 3.87% annualized return.


DDM

YTD

-13.75%

1M

-11.77%

6M

-12.72%

1Y

3.60%

5Y*

18.86%

10Y*

14.58%

IXC

YTD

-0.65%

1M

-9.67%

6M

-5.91%

1Y

-10.14%

5Y*

20.17%

10Y*

3.87%

*Annualized

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DDM vs. IXC - Expense Ratio Comparison

DDM has a 0.95% expense ratio, which is higher than IXC's 0.46% expense ratio.


Expense ratio chart for DDM: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DDM: 0.95%
Expense ratio chart for IXC: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXC: 0.46%

Risk-Adjusted Performance

DDM vs. IXC — Risk-Adjusted Performance Rank

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

DDM
The Risk-Adjusted Performance Rank of DDM is 2929
Overall Rank
The Sharpe Ratio Rank of DDM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of DDM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DDM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DDM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DDM is 2727
Martin Ratio Rank

IXC
The Risk-Adjusted Performance Rank of IXC is 44
Overall Rank
The Sharpe Ratio Rank of IXC is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IXC is 66
Sortino Ratio Rank
The Omega Ratio Rank of IXC is 55
Omega Ratio Rank
The Calmar Ratio Rank of IXC is 22
Calmar Ratio Rank
The Martin Ratio Rank of IXC is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DDM vs. IXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) and iShares Global Energy ETF (IXC). 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.


The chart of Sharpe ratio for DDM, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.00
DDM: 0.06
IXC: -0.46
The chart of Sortino ratio for DDM, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.00
DDM: 0.33
IXC: -0.47
The chart of Omega ratio for DDM, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
DDM: 1.04
IXC: 0.93
The chart of Calmar ratio for DDM, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.0012.00
DDM: 0.06
IXC: -0.53
The chart of Martin ratio for DDM, currently valued at 0.22, compared to the broader market0.0020.0040.0060.00
DDM: 0.22
IXC: -1.55

The current DDM Sharpe Ratio is 0.06, which is higher than the IXC Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of DDM and IXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.06
-0.46
DDM
IXC

Dividends

DDM vs. IXC - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 1.17%, less than IXC's 4.60% yield.


TTM20242023202220212020201920182017201620152014
DDM
ProShares Ultra Dow30
1.17%1.00%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.69%1.23%0.78%
IXC
iShares Global Energy ETF
4.60%4.57%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%

Drawdowns

DDM vs. IXC - Drawdown Comparison

The maximum DDM drawdown since its inception was -81.70%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for DDM and IXC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.27%
-11.50%
DDM
IXC

Volatility

DDM vs. IXC - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 24.10% compared to iShares Global Energy ETF (IXC) at 15.49%. This indicates that DDM's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.10%
15.49%
DDM
IXC