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ROM vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROM vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ROM

1D
-2.01%
1M
45.36%
YTD
77.72%
6M
74.45%
1Y
152.07%
3Y*
59.24%
5Y*
31.70%
10Y*
42.70%

NTSD

1D
-1.11%
1M
7.13%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROM vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between ROM and NTSD is 0.78, 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 Mar 20, 2026

0.78

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Return for Risk

ROM vs. NTSD — Risk / Return Rank

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

ROM
ROM Risk / Return Rank: 8383
Overall Rank
ROM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 8181
Sortino Ratio Rank
ROM Omega Ratio Rank: 8080
Omega Ratio Rank
ROM Calmar Ratio Rank: 8585
Calmar Ratio Rank
ROM Martin Ratio Rank: 7575
Martin Ratio Rank

NTSD
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. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.


ROMNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

4.73

Martin ratioReturn relative to average drawdown

14.47

ROM vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ROMNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

5.08

-4.54

Drawdowns

ROM vs. NTSD - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for ROM and NTSD.


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Drawdown Indicators


ROMNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-5.20%

-78.16%

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

-2.01%

-1.11%

-0.90%

Average Drawdown

Average peak-to-trough decline

-20.88%

-0.84%

-20.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

Volatility

ROM vs. NTSD - Volatility Comparison


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Volatility by Period


ROMNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.00%

Volatility (6M)

Calculated over the trailing 6-month period

33.37%

Volatility (1Y)

Calculated over the trailing 1-year period

41.83%

24.28%

+17.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.63%

24.28%

+27.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.82%

24.28%

+25.54%

ROM vs. NTSD - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

ROM vs. NTSD - Dividend Comparison

ROM's dividend yield for the trailing twelve months is around 0.14%, while NTSD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
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 NTSD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for ROM.

ROM has the higher dividend yield at 0.14%, compared with 0.00% for NTSD.

They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for ROM and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for ROM and NTSD

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