ROM vs. ^SIXT

Last updated Jun 28, 2026

ROM (ProShares Ultra Technology) is Leveraged Equities fund tracking the S&P Technology Select Sector Index (200%), while ^SIXT (Technology Select Sector Index) is an index.

Performance

ROM vs. ^SIXT - Performance Comparison

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

Returns By Period

ROM

• 1D: -4.05%
• 1M: -8.02%
• YTD: 48.47%
• 6M: 43.07%
• 1Y: 87.84%
• 3Y*: 47.89%
• 5Y*: 24.74%
• 10Y*: 41.60%

^SIXT

• 1D: 0.11%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROM vs. ^SIXT - Yearly Performance Comparison

	2026 (YTD)
ROM ProShares Ultra Technology	-4.05%
^SIXT Technology Select Sector Index	0.11%

Return for Risk

ROM vs. ^SIXT — Risk / Return Rank

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

ROM

ROM Risk / Return Rank: 57
ROM Sharpe Ratio Rank: 65
ROM Sortino Ratio Rank: 51
ROM Omega Ratio Rank: 53
ROM Calmar Ratio Rank: 62
ROM Martin Ratio Rank: 51

^SIXT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ROM vs. ^SIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Technology Select Sector Index (^SIXT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ROM	^SIXT	Difference
Sharpe ratio: Return per unit of total volatility	1.86	—	—
Sortino ratio: Return per unit of downside risk	2.25	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.71	—	—
Martin ratio: Return relative to average drawdown	7.85	—	—

Drawdowns

ROM vs. ^SIXT - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than ^SIXT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ROM and ^SIXT.

Drawdown Indicators

	ROM	^SIXT	Difference
Max Drawdown Largest peak-to-trough decline	-83.36%	0.00%	-83.36%
Max Drawdown (1Y) Largest decline over 1 year	-32.33%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-48.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-67.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-67.55%	—	—
Current Drawdown Current decline from peak	-18.14%	0.00%	-18.14%
Average Drawdown Average peak-to-trough decline	-20.85%	0.00%	-20.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.15%	—	—

Volatility

Volatility by Period

	ROM	^SIXT	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	39.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	47.18%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.55%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.21%	—	—