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IWDL vs. DDM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWDL vs. DDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) and ProShares Ultra Dow30 (DDM). The values are adjusted to include any dividend payments, if applicable.

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IWDL vs. DDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IWDL
ETRACS 2x Leveraged US Value Factor TR ETN
3.56%25.02%20.68%13.50%-21.27%40.35%
DDM
ProShares Ultra Dow30
-7.34%20.59%21.60%24.34%-19.48%37.12%

Returns By Period

In the year-to-date period, IWDL achieves a 3.56% return, which is significantly higher than DDM's -7.34% return.


IWDL

1D
1.47%
1M
-8.63%
YTD
3.56%
6M
9.75%
1Y
26.48%
3Y*
21.30%
5Y*
11.19%
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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IWDL vs. DDM - Expense Ratio Comparison

Both IWDL and DDM have an expense ratio of 0.95%.


Return for Risk

IWDL vs. DDM — Risk / Return Rank

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

IWDL
IWDL Risk / Return Rank: 4444
Overall Rank
IWDL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IWDL Sortino Ratio Rank: 4343
Sortino Ratio Rank
IWDL Omega Ratio Rank: 4848
Omega Ratio Rank
IWDL Calmar Ratio Rank: 3838
Calmar Ratio Rank
IWDL Martin Ratio Rank: 4949
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.

IWDL vs. DDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) 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.


IWDLDDMDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.49

+0.30

Sortino ratio

Return per unit of downside risk

1.29

0.92

+0.37

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.08

0.77

+0.31

Martin ratio

Return relative to average drawdown

5.01

2.63

+2.38

IWDL vs. DDM - Sharpe Ratio Comparison

The current IWDL Sharpe Ratio is 0.79, which is higher than the DDM Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IWDL 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


IWDLDDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.49

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.36

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.37

+0.10

Correlation

The correlation between IWDL and DDM is 0.92, 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

IWDL vs. DDM - Dividend Comparison

IWDL has not paid dividends to shareholders, while DDM's dividend yield for the trailing twelve months is around 1.08%.


TTM20252024202320222021202020192018201720162015
IWDL
ETRACS 2x Leveraged US Value Factor TR ETN
0.00%0.00%0.00%0.00%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

IWDL vs. DDM - Drawdown Comparison

The maximum IWDL drawdown since its inception was -37.95%, smaller than the maximum DDM drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for IWDL and DDM.


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Drawdown Indicators


IWDLDDMDifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-81.70%

+43.75%

Max Drawdown (1Y)

Largest decline over 1 year

-23.92%

-20.92%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

-40.18%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-63.13%

Current Drawdown

Current decline from peak

-8.63%

-14.36%

+5.73%

Average Drawdown

Average peak-to-trough decline

-10.90%

-17.44%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

6.12%

-0.97%

Volatility

IWDL vs. DDM - Volatility Comparison

The current volatility for ETRACS 2x Leveraged US Value Factor TR ETN (IWDL) is 8.67%, while ProShares Ultra Dow30 (DDM) has a volatility of 9.85%. This indicates that IWDL 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


IWDLDDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

9.85%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

18.10%

18.54%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

33.75%

33.55%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.32%

29.42%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.24%

34.69%

-4.45%