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DDM vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DDM vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDM
ProShares Ultra Dow30
-8.18%20.59%21.60%24.34%-19.48%41.97%2.14%47.98%-13.46%59.56%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

In the year-to-date period, DDM achieves a -8.18% return, which is significantly lower than IXC's 37.40% return. Over the past 10 years, DDM has outperformed IXC with an annualized return of 17.52%, while IXC has yielded a comparatively lower 11.57% annualized return.


DDM

1D
4.92%
1M
-10.82%
YTD
-8.18%
6M
-2.44%
1Y
15.02%
3Y*
18.83%
5Y*
10.21%
10Y*
17.52%

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DDM vs. IXC — Risk / Return Rank

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

DDM
DDM Risk / Return Rank: 3131
Overall Rank
DDM Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DDM Sortino Ratio Rank: 3131
Sortino Ratio Rank
DDM Omega Ratio Rank: 3131
Omega Ratio Rank
DDM Calmar Ratio Rank: 3535
Calmar Ratio Rank
DDM Martin Ratio Rank: 3333
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
Martin Ratio Rank
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.

DDM vs. IXC - Risk-Adjusted Trends 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.


DDMIXCDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.90

-1.45

Sortino ratio

Return per unit of downside risk

0.87

2.35

-1.48

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

0.83

2.39

-1.56

Martin ratio

Return relative to average drawdown

2.88

7.98

-5.11

DDM vs. IXC - Sharpe Ratio Comparison

The current DDM Sharpe Ratio is 0.45, which is lower than the IXC Sharpe Ratio of 1.90. 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.


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Sharpe Ratios by Period


DDMIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.90

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.98

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.43

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.33

+0.04

Correlation

The correlation between DDM and IXC is 0.63, 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

DDM vs. IXC - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 1.09%, less than IXC's 2.68% yield.


TTM20252024202320222021202020192018201720162015
DDM
ProShares Ultra Dow30
1.09%0.94%1.00%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.08%1.23%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

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.


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Drawdown Indicators


DDMIXCDifference

Max Drawdown

Largest peak-to-trough decline

-81.70%

-67.88%

-13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-18.03%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

-24.93%

-15.25%

Max Drawdown (10Y)

Largest decline over 10 years

-63.13%

-64.16%

+1.03%

Current Drawdown

Current decline from peak

-15.14%

-1.12%

-14.02%

Average Drawdown

Average peak-to-trough decline

-17.44%

-17.57%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

5.41%

+0.64%

Volatility

DDM vs. IXC - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 9.81% compared to iShares Global Energy ETF (IXC) at 4.41%. 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.


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Volatility by Period


DDMIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

4.41%

+5.40%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

12.78%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

33.60%

22.29%

+11.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.42%

23.46%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

26.78%

+7.92%