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DYLG vs. DDM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DYLG vs. DDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and ProShares Ultra Dow30 (DDM). The values are adjusted to include any dividend payments, if applicable.

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DYLG vs. DDM - Yearly Performance Comparison


2026 (YTD)202520242023
DYLG
Global X Dow 30 Covered Call & Growth ETF
-2.73%12.50%14.46%4.05%
DDM
ProShares Ultra Dow30
-7.34%20.59%21.60%10.62%

Returns By Period

In the year-to-date period, DYLG achieves a -2.73% return, which is significantly higher than DDM's -7.34% return.


DYLG

1D
0.45%
1M
-4.68%
YTD
-2.73%
6M
1.96%
1Y
9.56%
3Y*
5Y*
10Y*

DDM

1D
0.92%
1M
-9.73%
YTD
-7.34%
6M
-1.68%
1Y
16.27%
3Y*
19.19%
5Y*
10.41%
10Y*
17.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DYLG vs. DDM - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is lower than DDM's 0.95% expense ratio.


Return for Risk

DYLG vs. DDM — Risk / Return Rank

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

DYLG
DYLG Risk / Return Rank: 3636
Overall Rank
DYLG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DYLG Sortino Ratio Rank: 3434
Sortino Ratio Rank
DYLG Omega Ratio Rank: 3737
Omega Ratio Rank
DYLG Calmar Ratio Rank: 3535
Calmar Ratio Rank
DYLG Martin Ratio Rank: 3939
Martin Ratio Rank

DDM
DDM Risk / Return Rank: 2929
Overall Rank
DDM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
DDM Omega Ratio Rank: 2929
Omega Ratio Rank
DDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
DDM Martin Ratio Rank: 3030
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.

DYLG vs. DDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) and ProShares Ultra Dow30 (DDM). 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.


DYLGDDMDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.49

+0.17

Sortino ratio

Return per unit of downside risk

1.05

0.92

+0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.03

Calmar ratio

Return relative to maximum drawdown

0.94

0.77

+0.17

Martin ratio

Return relative to average drawdown

3.91

2.63

+1.28

DYLG vs. DDM - Sharpe Ratio Comparison

The current DYLG Sharpe Ratio is 0.66, which is higher than the DDM Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of DYLG and DDM, 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


DYLGDDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.49

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.37

+0.54

Correlation

The correlation between DYLG and DDM is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DYLG vs. DDM - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 10.28%, more than DDM's 1.08% yield.


TTM20252024202320222021202020192018201720162015
DYLG
Global X Dow 30 Covered Call & Growth ETF
10.28%9.63%16.55%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDM
ProShares Ultra Dow30
1.08%0.94%1.00%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.08%1.23%

Drawdowns

DYLG vs. DDM - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum DDM drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for DYLG and DDM.


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Drawdown Indicators


DYLGDDMDifference

Max Drawdown

Largest peak-to-trough decline

-13.98%

-81.70%

+67.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-20.92%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

Max Drawdown (10Y)

Largest decline over 10 years

-63.13%

Current Drawdown

Current decline from peak

-5.86%

-14.36%

+8.50%

Average Drawdown

Average peak-to-trough decline

-1.86%

-17.44%

+15.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

6.12%

-3.66%

Volatility

DYLG vs. DDM - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 4.40%, while ProShares Ultra Dow30 (DDM) has a volatility of 9.85%. This indicates that DYLG experiences smaller price fluctuations and is considered to be less risky than DDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DYLGDDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

9.85%

-5.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

18.54%

-11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

33.55%

-18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

29.42%

-17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

34.69%

-23.14%