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REPIX vs. WCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REPIX vs. WCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Real Estate UltraSector Fund (REPIX) and Communication Services UltraSector ProFund (WCPIX). The values are adjusted to include any dividend payments, if applicable.

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REPIX vs. WCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REPIX
ProFunds Real Estate UltraSector Fund
-0.91%-1.98%0.89%10.34%-38.59%59.56%-15.75%41.02%-9.97%11.32%
WCPIX
Communication Services UltraSector ProFund
-12.84%28.70%47.44%78.07%-54.07%25.49%33.81%21.51%22.32%-1.70%

Returns By Period

In the year-to-date period, REPIX achieves a -0.91% return, which is significantly higher than WCPIX's -12.84% return. Over the past 10 years, REPIX has underperformed WCPIX with an annualized return of 2.46%, while WCPIX has yielded a comparatively higher 16.95% annualized return.


REPIX

1D
0.64%
1M
-11.72%
YTD
-0.91%
6M
-6.93%
1Y
-6.55%
3Y*
2.51%
5Y*
-0.91%
10Y*
2.46%

WCPIX

1D
1.21%
1M
-12.56%
YTD
-12.84%
6M
-14.23%
1Y
13.70%
3Y*
30.92%
5Y*
8.58%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REPIX vs. WCPIX - Expense Ratio Comparison

REPIX has a 1.55% expense ratio, which is lower than WCPIX's 1.78% expense ratio.


Return for Risk

REPIX vs. WCPIX — Risk / Return Rank

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

REPIX
REPIX Risk / Return Rank: 33
Overall Rank
REPIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
REPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
REPIX Omega Ratio Rank: 33
Omega Ratio Rank
REPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
REPIX Martin Ratio Rank: 33
Martin Ratio Rank

WCPIX
WCPIX Risk / Return Rank: 2121
Overall Rank
WCPIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WCPIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
WCPIX Omega Ratio Rank: 2222
Omega Ratio Rank
WCPIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
WCPIX Martin Ratio Rank: 1818
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.

REPIX vs. WCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Real Estate UltraSector Fund (REPIX) and Communication Services UltraSector ProFund (WCPIX). 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.


REPIXWCPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.55

-0.76

Sortino ratio

Return per unit of downside risk

-0.13

0.97

-1.10

Omega ratio

Gain probability vs. loss probability

0.98

1.13

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.30

0.59

-0.89

Martin ratio

Return relative to average drawdown

-0.92

1.88

-2.80

REPIX vs. WCPIX - Sharpe Ratio Comparison

The current REPIX Sharpe Ratio is -0.21, which is lower than the WCPIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of REPIX and WCPIX, 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


REPIXWCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.55

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.06

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.17

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.01

+0.12

Correlation

The correlation between REPIX and WCPIX is 0.45, 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

REPIX vs. WCPIX - Dividend Comparison

REPIX's dividend yield for the trailing twelve months is around 1.24%, less than WCPIX's 1.60% yield.


TTM20252024202320222021202020192018201720162015
REPIX
ProFunds Real Estate UltraSector Fund
1.24%1.23%1.98%1.43%3.31%12.77%0.89%2.57%1.28%0.00%3.66%0.17%
WCPIX
Communication Services UltraSector ProFund
1.60%1.40%0.00%0.00%0.00%4.15%0.00%2.97%0.00%0.00%0.00%0.00%

Drawdowns

REPIX vs. WCPIX - Drawdown Comparison

The maximum REPIX drawdown since its inception was -91.23%, smaller than the maximum WCPIX drawdown of -98.94%. Use the drawdown chart below to compare losses from any high point for REPIX and WCPIX.


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Drawdown Indicators


REPIXWCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-91.23%

-98.94%

+7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-17.51%

-16.50%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-51.35%

-76.29%

+24.94%

Max Drawdown (10Y)

Largest decline over 10 years

-58.17%

-76.29%

+18.12%

Current Drawdown

Current decline from peak

-33.61%

-75.74%

+42.13%

Average Drawdown

Average peak-to-trough decline

-32.36%

-86.58%

+54.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

5.21%

+0.45%

Volatility

REPIX vs. WCPIX - Volatility Comparison

ProFunds Real Estate UltraSector Fund (REPIX) and Communication Services UltraSector ProFund (WCPIX) have volatilities of 6.31% and 6.11%, 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


REPIXWCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

6.11%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

14.03%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

27.24%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.21%

135.08%

-106.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.58%

98.31%

-67.73%