ROM vs. FUTG
ROM (ProShares Ultra Technology) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. ROM is passively managed, while FUTG is actively managed. A 0.52 correlation means they provide meaningful diversification when combined. ROM charges 0.95%/yr vs 0.75%/yr for FUTG.
Performance
ROM vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, ROM achieves a 71.82% return, which is significantly higher than FUTG's -75.53% return.
ROM
- 1D
- -3.32%
- 1M
- 34.47%
- YTD
- 71.82%
- 6M
- 67.53%
- 1Y
- 143.23%
- 3Y*
- 58.09%
- 5Y*
- 30.82%
- 10Y*
- 42.12%
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROM vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ROM ProShares Ultra Technology | 71.82% | 2.73% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between ROM and FUTG is 0.52, 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 Oct 15, 2025 | 0.52 |
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Return for Risk
ROM vs. FUTG — Risk / Return Rank
ROM
FUTG
ROM vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.
| ROM | FUTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.46 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.46 | — | — |
| Martin ratioReturn relative to average drawdown | 13.62 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROM | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.44 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | -0.66 | +1.19 |
Drawdowns
ROM vs. FUTG - Drawdown Comparison
The maximum ROM drawdown since its inception was -83.36%, roughly equal to the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for ROM and FUTG.
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Drawdown Indicators
| ROM | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.36% | -86.19% | +2.83% |
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 DrawdownCurrent decline from peak | -5.26% | -84.29% | +79.03% |
Average DrawdownAverage peak-to-trough decline | -20.87% | -40.35% | +19.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.56% | — | — |
Volatility
ROM vs. FUTG - Volatility Comparison
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Volatility by Period
| ROM | FUTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 33.55% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.92% | 136.01% | -94.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.62% | 136.01% | -84.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.82% | 136.01% | -86.19% |
ROM vs. FUTG - Expense Ratio Comparison
ROM has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
ROM vs. FUTG - Dividend Comparison
ROM's dividend yield for the trailing twelve months is around 0.14%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTG Leverage Shares 2X Long FUTU 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 | 0.14% | 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
ROM and FUTG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for ROM.
ROM has the higher dividend yield at 0.14%, compared with 0.00% for FUTG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for ROM and 0.75% for FUTG.
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