ROM vs. CIFG

Last updated Jun 28, 2026

ROM (ProShares Ultra Technology) and CIFG (Leverage Shares 2X Long CIFR Daily ETF) are both Leveraged Equities funds. ROM is passively managed, while CIFG is actively managed. A 0.54 correlation means they provide meaningful diversification when combined. ROM charges 0.95%/yr vs 0.75%/yr for CIFG.

Performance

ROM vs. CIFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and Leverage Shares 2X Long CIFR Daily ETF (CIFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROM achieves a 48.47% return, which is significantly lower than CIFG's 72.78% return.

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%

CIFG

• 1D: 2.47%
• 1M: 1.89%
• YTD: 72.78%
• 6M: 61.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ROM vs. CIFG - Yearly Performance Comparison

	2026 (YTD)	2025
ROM ProShares Ultra Technology	48.47%	-6.56%
CIFG Leverage Shares 2X Long CIFR Daily ETF	72.78%	-32.52%

Correlation

The correlation between ROM and CIFG is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.54

Return for Risk

ROM vs. CIFG — 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

CIFG

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. CIFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Leverage Shares 2X Long CIFR Daily ETF (CIFG). 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	CIFG	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. CIFG - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than CIFG's maximum drawdown of -71.71%. Use the drawdown chart below to compare losses from any high point for ROM and CIFG.

Drawdown Indicators

	ROM	CIFG	Difference
Max Drawdown Largest peak-to-trough decline	-83.36%	-71.71%	-11.65%
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%	-21.27%	+3.13%
Average Drawdown Average peak-to-trough decline	-20.85%	-35.23%	+14.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.15%	—	—

Volatility

Volatility by Period

	ROM	CIFG	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%	204.35%	-157.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.55%	204.35%	-151.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.21%	204.35%	-154.14%

ROM vs. CIFG - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is higher than CIFG's 0.75% expense ratio.

Dividends

ROM vs. CIFG - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.06%, while CIFG has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIFG Leverage Shares 2X Long CIFR Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROM ProShares Ultra Technology	0.06%	0.24%	0.21%	0.01%	0.00%	0.00%	0.05%	0.16%	0.30%	0.08%	0.20%	0.12%

Frequently Asked Questions

Can I hold both ROM and CIFG in my portfolio?

ROM and CIFG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROM or CIFG?

On fees, CIFG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ROM or CIFG?

CIFG is cheaper with a 0.75% expense ratio, compared with 0.95% for ROM.

Which ETF pays a higher dividend yield, ROM or CIFG?

ROM has the higher dividend yield at 0.06%, compared with 0.00% for CIFG.

What is the main difference between ROM and CIFG?

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for ROM and 0.75% for CIFG.