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IFED vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFED vs. ULE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ProShares Ultra Euro (ULE). The values are adjusted to include any dividend payments, if applicable.

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IFED vs. ULE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%23.04%20.78%-1.46%8.46%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-8.26%

Returns By Period

In the year-to-date period, IFED achieves a -10.70% return, which is significantly lower than ULE's -3.35% return.


IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFED vs. ULE - Expense Ratio Comparison

IFED has a 0.45% expense ratio, which is lower than ULE's 0.95% expense ratio.


Return for Risk

IFED vs. ULE — Risk / Return Rank

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

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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.

IFED vs. ULE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ProShares Ultra Euro (ULE). 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.


IFEDULEDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.69

-0.40

Sortino ratio

Return per unit of downside risk

0.52

1.17

-0.65

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.39

1.13

-0.73

Martin ratio

Return relative to average drawdown

1.24

2.74

-1.50

IFED vs. ULE - Sharpe Ratio Comparison

The current IFED Sharpe Ratio is 0.29, which is lower than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IFED and ULE, 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


IFEDULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.69

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.21

+0.79

Correlation

The correlation between IFED and ULE is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IFED vs. ULE - Dividend Comparison

Neither IFED nor ULE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IFED vs. ULE - Drawdown Comparison

The maximum IFED drawdown since its inception was -22.36%, smaller than the maximum ULE drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for IFED and ULE.


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Drawdown Indicators


IFEDULEDifference

Max Drawdown

Largest peak-to-trough decline

-22.36%

-72.74%

+50.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

-10.40%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-41.35%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-12.52%

-62.27%

+49.75%

Average Drawdown

Average peak-to-trough decline

-5.70%

-45.90%

+40.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

4.28%

+0.36%

Volatility

IFED vs. ULE - Volatility Comparison

ETRACS IFED Invest with the Fed TR Index ETN (IFED) and ProShares Ultra Euro (ULE) have volatilities of 4.91% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFEDULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.84%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

9.12%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

17.10%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

16.21%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

15.31%

+4.41%