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LTL vs. ROM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTL vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Telecommunications (LTL) and ProShares Ultra Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

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LTL vs. ROM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTL
ProShares Ultra Telecommunications
-12.80%37.06%65.15%62.03%-41.14%40.42%-3.25%30.16%-23.44%-26.85%
ROM
ProShares Ultra Technology
-16.84%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%

Returns By Period

In the year-to-date period, LTL achieves a -12.80% return, which is significantly higher than ROM's -16.84% return. Over the past 10 years, LTL has underperformed ROM with an annualized return of 9.01%, while ROM has yielded a comparatively higher 31.73% annualized return.


LTL

1D
5.34%
1M
-12.00%
YTD
-12.80%
6M
-14.87%
1Y
22.03%
3Y*
42.86%
5Y*
17.66%
10Y*
9.01%

ROM

1D
8.36%
1M
-8.93%
YTD
-16.84%
6M
-15.35%
1Y
47.16%
3Y*
31.37%
5Y*
14.97%
10Y*
31.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTL vs. ROM - Expense Ratio Comparison

Both LTL and ROM have an expense ratio of 0.95%.


Return for Risk

LTL vs. ROM — Risk / Return Rank

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

LTL
LTL Risk / Return Rank: 3838
Overall Rank
LTL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LTL Sortino Ratio Rank: 4040
Sortino Ratio Rank
LTL Omega Ratio Rank: 3838
Omega Ratio Rank
LTL Calmar Ratio Rank: 4444
Calmar Ratio Rank
LTL Martin Ratio Rank: 3737
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 5757
Overall Rank
ROM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 6161
Sortino Ratio Rank
ROM Omega Ratio Rank: 5959
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 4949
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.

LTL vs. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) and ProShares Ultra Technology (ROM). 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.


LTLROMDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.88

-0.28

Sortino ratio

Return per unit of downside risk

1.09

1.49

-0.40

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

1.09

1.48

-0.39

Martin ratio

Return relative to average drawdown

3.33

4.42

-1.09

LTL vs. ROM - Sharpe Ratio Comparison

The current LTL Sharpe Ratio is 0.60, which is lower than the ROM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of LTL and ROM, 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


LTLROMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.88

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.29

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.64

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.44

-0.29

Correlation

The correlation between LTL and ROM is 0.51, 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

LTL vs. ROM - Dividend Comparison

LTL's dividend yield for the trailing twelve months is around 0.93%, more than ROM's 0.29% yield.


TTM20252024202320222021202020192018201720162015
LTL
ProShares Ultra Telecommunications
0.93%0.64%0.29%0.97%2.01%1.14%1.57%0.83%1.99%1.96%0.70%1.55%
ROM
ProShares Ultra Technology
0.29%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%

Drawdowns

LTL vs. ROM - Drawdown Comparison

The maximum LTL drawdown since its inception was -80.20%, roughly equal to the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for LTL and ROM.


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Drawdown Indicators


LTLROMDifference

Max Drawdown

Largest peak-to-trough decline

-80.20%

-83.36%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-21.91%

-32.33%

+10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-52.60%

-67.55%

+14.95%

Max Drawdown (10Y)

Largest decline over 10 years

-64.15%

-67.55%

+3.40%

Current Drawdown

Current decline from peak

-15.87%

-26.67%

+10.80%

Average Drawdown

Average peak-to-trough decline

-28.85%

-21.02%

-7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

10.81%

-3.62%

Volatility

LTL vs. ROM - Volatility Comparison

The current volatility for ProShares Ultra Telecommunications (LTL) is 10.36%, while ProShares Ultra Technology (ROM) has a volatility of 16.01%. This indicates that LTL experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTLROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

16.01%

-5.65%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

32.95%

-13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

36.87%

53.78%

-16.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.53%

51.32%

-16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.06%

49.50%

-12.44%