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RXL vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RXL vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Health Care (RXL) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RXL achieves a -7.67% return, which is significantly lower than FAAR's 20.23% return. Over the past 10 years, RXL has outperformed FAAR with an annualized return of 12.77%, while FAAR has yielded a comparatively lower 4.79% annualized return.


RXL

1D
1.82%
1M
0.50%
YTD
-7.67%
6M
-8.46%
1Y
23.50%
3Y*
3.77%
5Y*
1.66%
10Y*
12.77%

FAAR

1D
-0.05%
1M
-4.34%
YTD
20.23%
6M
19.92%
1Y
26.86%
3Y*
10.91%
5Y*
7.89%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXL vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RXL
ProShares Ultra Health Care
-7.67%19.76%-2.72%-3.15%-15.26%48.06%19.24%40.40%3.38%46.92%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.23%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between RXL and FAAR is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.00

The correlation between RXL and FAAR shifts across timeframes, from -0.18 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RXL vs. FAAR — Risk / Return Rank

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

RXL
RXL Risk / Return Rank: 2323
Overall Rank
RXL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RXL Sortino Ratio Rank: 2525
Sortino Ratio Rank
RXL Omega Ratio Rank: 2222
Omega Ratio Rank
RXL Calmar Ratio Rank: 2424
Calmar Ratio Rank
RXL Martin Ratio Rank: 2222
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7070
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6565
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
Martin Ratio Rank
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.

RXL vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Health Care (RXL) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


RXLFAARDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratioReturn relative to maximum drawdown

1.11

4.75

-3.64

Martin ratioReturn relative to average drawdown

2.53

14.70

-12.17

RXL vs. FAAR - Sharpe Ratio Comparison

The current RXL Sharpe Ratio is 0.78, which is lower than the FAAR Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of RXL and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RXL vs. FAAR - Drawdown Comparison

The maximum RXL drawdown since its inception was -67.70%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for RXL and FAAR.


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Drawdown Indicators


RXLFAARDifference

Max Drawdown

Largest peak-to-trough decline

-67.70%

-18.03%

-49.67%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-5.68%

-15.65%

Max Drawdown (3Y)

Largest decline over 3 years

-36.08%

-11.54%

-24.54%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

-18.03%

-18.05%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-18.03%

-32.97%

Current Drawdown

Current decline from peak

-16.09%

-5.43%

-10.66%

Average Drawdown

Average peak-to-trough decline

-15.85%

-7.82%

-8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.31%

1.89%

+7.42%

Volatility

RXL vs. FAAR - Volatility Comparison

ProShares Ultra Health Care (RXL) has a higher volatility of 10.50% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that RXL's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RXLFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

2.47%

+8.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

9.68%

+11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

30.39%

13.37%

+17.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.74%

12.95%

+16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.31%

11.53%

+21.78%

RXL vs. FAAR - Expense Ratio Comparison

Both RXL and FAAR have an expense ratio of 0.95%.


Dividends

RXL vs. FAAR - Dividend Comparison

RXL's dividend yield for the trailing twelve months is around 1.57%, less than FAAR's 9.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
RXL
ProShares Ultra Health Care
1.57%1.43%1.22%0.18%0.32%0.10%0.15%0.27%0.32%0.11%0.12%0.93%

Frequently Asked Questions


RXL and FAAR have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXL has higher volatility (10.50%) compared to FAAR (2.47%). In terms of maximum drawdown, RXL dropped -67.70% vs FAAR's -18.03%.

On 10-year performance, RXL leads with 12.77% vs 4.79% for FAAR. Both ETFs have the same 0.95% expense ratio. On volatility, FAAR has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RXL has performed better with a 12.77% return vs 4.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RXL and FAAR have the same expense ratio: 0.95% per year.

FAAR has the higher dividend yield at 9.57%, compared with 1.57% for RXL.

RXL is categorized as Leveraged Equities, while FAAR is Commodities. They also come from different issuers: ProShares and First Trust.

FAAR currently has the higher Sharpe Ratio (2.02 vs 0.78), 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.

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