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RXL vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RXL vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Health Care (RXL) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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 FTGC's 20.23% return. Over the past 10 years, RXL has outperformed FTGC with an annualized return of 12.77%, while FTGC has yielded a comparatively lower 7.28% 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%

FTGC

1D
-0.24%
1M
-6.30%
YTD
20.23%
6M
20.44%
1Y
26.86%
3Y*
14.70%
5Y*
12.56%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXL vs. FTGC - 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%
FTGC
First Trust Global Tactical Commodity Strategy Fund
20.23%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between RXL and FTGC is -0.14, 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

-0.14

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

-0.06

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

0.05

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2013

0.13

The correlation between RXL and FTGC shifts across timeframes, from -0.14 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

RXL vs. FTGC — 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

FTGC
FTGC Risk / Return Rank: 5353
Overall Rank
FTGC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 4949
Sortino Ratio Rank
FTGC Omega Ratio Rank: 5050
Omega Ratio Rank
FTGC Calmar Ratio Rank: 5757
Calmar Ratio Rank
FTGC Martin Ratio Rank: 5656
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. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Health Care (RXL) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


RXLFTGCDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

1.11

2.74

-1.63

Martin ratioReturn relative to average drawdown

2.53

9.43

-6.90

RXL vs. FTGC - Sharpe Ratio Comparison

The current RXL Sharpe Ratio is 0.78, which is lower than the FTGC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of RXL and FTGC, 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. FTGC - Drawdown Comparison

The maximum RXL drawdown since its inception was -67.70%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for RXL and FTGC.


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Drawdown Indicators


RXLFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-67.70%

-59.47%

-8.23%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-9.84%

-11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-36.08%

-10.39%

-25.69%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

-22.64%

-13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-35.91%

-15.09%

Current Drawdown

Current decline from peak

-16.09%

-9.84%

-6.25%

Average Drawdown

Average peak-to-trough decline

-15.85%

-27.34%

+11.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.31%

2.98%

+6.33%

Volatility

RXL vs. FTGC - Volatility Comparison

ProShares Ultra Health Care (RXL) has a higher volatility of 10.50% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 2.99%. This indicates that RXL's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RXLFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

2.99%

+7.51%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

13.17%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

30.39%

15.69%

+14.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.74%

15.86%

+13.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.31%

14.71%

+18.60%

RXL vs. FTGC - Expense Ratio Comparison

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


Dividends

RXL vs. FTGC - Dividend Comparison

RXL's dividend yield for the trailing twelve months is around 1.57%, less than FTGC's 15.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.95%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%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 FTGC have a correlation of -0.14, 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 FTGC (2.99%). In terms of maximum drawdown, RXL dropped -67.70% vs FTGC's -59.47%.

On 10-year performance, RXL leads with 12.77% vs 7.28% for FTGC. Both ETFs have the same 0.95% expense ratio. On volatility, FTGC has been the lower-risk option at 2.99%. 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 7.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FTGC has the higher dividend yield at 15.95%, compared with 1.57% for RXL.

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

FTGC currently has the higher Sharpe Ratio (1.72 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.

Portfolio Optimizer

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