ROM vs. XDSQ

Last updated Jun 4, 2026

ROM (ProShares Ultra Technology) and XDSQ (Innovator US Equity Accelerated ETF) are both Leveraged Equities funds. ROM is passively managed, while XDSQ is actively managed. Over the past 5 years, ROM returned 31.70%/yr vs 9.80%/yr for XDSQ. Their correlation of 0.85 suggests significant overlap in exposure. ROM charges 0.95%/yr vs 0.79%/yr for XDSQ.

Performance

ROM vs. XDSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Technology (ROM) and Innovator US Equity Accelerated ETF (XDSQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROM achieves a 77.72% return, which is significantly higher than XDSQ's 2.80% return.

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%

XDSQ

• 1D: 0.01%
• 1M: 1.59%
• YTD: 2.80%
• 6M: 3.86%
• 1Y: 15.98%
• 3Y*: 15.02%
• 5Y*: 9.80%
• 10Y*: —

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

ROM vs. XDSQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ROM ProShares Ultra Technology	77.72%	35.63%	31.65%	130.70%	-63.86%	62.24%
XDSQ Innovator US Equity Accelerated ETF	2.80%	14.22%	23.12%	23.00%	-16.78%	12.75%

Correlation

The correlation between ROM and XDSQ is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021	0.85

The correlation between ROM and XDSQ shifts across timeframes, from 0.73 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

ROM vs. XDSQ - Sectors Allocation Comparison

Sectors	ROM	XDSQ
Technology	55.2%	35.7%
Financial Services	3.0%	11.6%
Energy	0.1%	3.5%
Industrials	0.0%	8.3%
Basic Materials	-	1.8%
Communication Services	-	11.3%
Consumer Cyclical	-	10.2%
Consumer Defensive	-	4.9%
Healthcare	-	8.5%
Real Estate	-	1.9%
Utilities	-	2.4%

Return for Risk

ROM vs. XDSQ — Risk / Return Rank

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

ROM

ROM Risk / Return Rank: 83
ROM Sharpe Ratio Rank: 94
ROM Sortino Ratio Rank: 81
ROM Omega Ratio Rank: 80
ROM Calmar Ratio Rank: 85
ROM Martin Ratio Rank: 75

XDSQ

XDSQ Risk / Return Rank: 43
XDSQ Sharpe Ratio Rank: 43
XDSQ Sortino Ratio Rank: 41
XDSQ Omega Ratio Rank: 50
XDSQ Calmar Ratio Rank: 34
XDSQ Martin Ratio Rank: 47

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. XDSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Technology (ROM) and Innovator US Equity Accelerated ETF (XDSQ). 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	XDSQ	Difference
Sharpe ratio: Return per unit of total volatility	3.66	1.52	+2.14
Sortino ratio: Return per unit of downside risk	3.69	2.09	+1.59
Omega ratio: Gain probability vs. loss probability	1.48	1.32	+0.17
Calmar ratio: Return relative to maximum drawdown	4.73	1.67	+3.06
Martin ratio: Return relative to average drawdown	14.47	7.97	+6.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROM vs. XDSQ - Sharpe Ratio Comparison

The current ROM Sharpe Ratio is 3.66, which is higher than the XDSQ Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ROM and XDSQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROM	XDSQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.66	1.52	+2.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.65	-0.03
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	0.69	-0.16

Drawdowns

ROM vs. XDSQ - Drawdown Comparison

The maximum ROM drawdown since its inception was -83.36%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for ROM and XDSQ.

Drawdown Indicators

	ROM	XDSQ	Difference
Max Drawdown Largest peak-to-trough decline	-83.36%	-26.06%	-57.30%
Max Drawdown (1Y) Largest decline over 1 year	-32.33%	-9.60%	-22.73%
Max Drawdown (3Y) Largest decline over 3 years	-48.10%	-19.15%	-28.95%
Max Drawdown (5Y) Largest decline over 5 years	-67.55%	-26.06%	-41.49%
Max Drawdown (10Y) Largest decline over 10 years	-67.55%	—	—
Current Drawdown Current decline from peak	-2.01%	0.00%	-2.01%
Average Drawdown Average peak-to-trough decline	-20.88%	-4.96%	-15.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.55%	2.01%	+8.54%

Volatility

ROM vs. XDSQ - Volatility Comparison

ProShares Ultra Technology (ROM) has a higher volatility of 14.00% compared to Innovator US Equity Accelerated ETF (XDSQ) at 0.57%. This indicates that ROM's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROM	XDSQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.00%	0.57%	+13.43%
Volatility (6M) Calculated over the trailing 6-month period	33.37%	8.40%	+24.97%
Volatility (1Y) Calculated over the trailing 1-year period	41.83%	10.56%	+31.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.63%	15.27%	+36.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.82%	15.10%	+34.72%

ROM vs. XDSQ - Expense Ratio Comparison

ROM has a 0.95% expense ratio, which is higher than XDSQ's 0.79% expense ratio.

Dividends

ROM vs. XDSQ - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XDSQ Innovator US Equity Accelerated 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%

Frequently Asked Questions

Can I hold both ROM and XDSQ in my portfolio?

ROM and XDSQ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROM or XDSQ?

ROM has higher volatility (14.00%) compared to XDSQ (0.57%). In terms of maximum drawdown, ROM dropped -83.36% vs XDSQ's -26.06%.

Which ETF is better, ROM or XDSQ?

On 5-year performance, ROM leads with 31.70% vs 9.80% for XDSQ. On fees, XDSQ is cheaper at 0.79% per year. On volatility, XDSQ has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROM or XDSQ?

Over the 5-year period, ROM has performed better with a 31.70% return vs 9.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROM or XDSQ?

XDSQ is cheaper with a 0.79% expense ratio, compared with 0.95% for ROM.

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

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

What is the main difference between ROM and XDSQ?

They also come from different issuers: ProShares and Innovator. Their fees differ too: 0.95% for ROM and 0.79% for XDSQ.

Which has better risk-adjusted returns?

ROM currently has the higher Sharpe Ratio (3.66 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.