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

Correlation

The correlation between DDM and IXC is 0.66, 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.


-0.50.00.51.00.7

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.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
952.26%
104.01%
DDM
IXC

Key characteristics

Sharpe Ratio

DDM:

1.01

IXC:

-0.17

Sortino Ratio

DDM:

1.50

IXC:

-0.12

Omega Ratio

DDM:

1.19

IXC:

0.99

Calmar Ratio

DDM:

1.88

IXC:

-0.18

Martin Ratio

DDM:

5.38

IXC:

-0.55

Ulcer Index

DDM:

4.25%

IXC:

5.12%

Daily Std Dev

DDM:

22.60%

IXC:

16.40%

Max Drawdown

DDM:

-81.70%

IXC:

-67.88%

Current Drawdown

DDM:

-11.71%

IXC:

-15.31%

Returns By Period

In the year-to-date period, DDM achieves a 20.68% return, which is significantly higher than IXC's -3.07% return. Over the past 10 years, DDM has outperformed IXC with an annualized return of 16.53%, while IXC has yielded a comparatively lower 3.71% annualized return.


DDM

YTD

20.68%

1M

-5.11%

6M

15.95%

1Y

21.24%

5Y*

11.97%

10Y*

16.53%

IXC

YTD

-3.07%

1M

-12.89%

6M

-7.67%

1Y

-3.82%

5Y*

8.01%

10Y*

3.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DDM vs. IXC - Expense Ratio Comparison

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


DDM
ProShares Ultra Dow30
Expense ratio chart for DDM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for IXC: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DDM, currently valued at 1.01, compared to the broader market0.002.004.001.01-0.17
The chart of Sortino ratio for DDM, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.50-0.12
The chart of Omega ratio for DDM, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.190.99
The chart of Calmar ratio for DDM, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88-0.18
The chart of Martin ratio for DDM, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.38-0.55
DDM
IXC

The current DDM Sharpe Ratio is 1.01, which is higher than the IXC Sharpe Ratio of -0.17. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.01
-0.17
DDM
IXC

Dividends

DDM vs. IXC - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 1.05%, less than IXC's 4.13% yield.


TTM20232022202120202019201820172016201520142013
DDM
ProShares Ultra Dow30
0.82%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.69%1.23%0.78%0.39%
IXC
iShares Global Energy ETF
2.42%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%2.48%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.71%
-15.31%
DDM
IXC

Volatility

DDM vs. IXC - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 7.22% compared to iShares Global Energy ETF (IXC) at 5.21%. 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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.22%
5.21%
DDM
IXC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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