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RXL vs. LULG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RXL vs. LULG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Health Care (RXL) and Leverage Shares 2X Long LULU Daily ETF (LULG). 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 -5.37% return, which is significantly higher than LULG's -76.82% return.


RXL

1D
2.50%
1M
3.01%
YTD
-5.37%
6M
-5.67%
1Y
26.56%
3Y*
4.63%
5Y*
1.95%
10Y*
13.05%

LULG

1D
6.69%
1M
-29.31%
YTD
-76.82%
6M
-77.98%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXL vs. LULG - Yearly Performance Comparison


2026 (YTD)2025
RXL
ProShares Ultra Health Care
-5.37%13.58%
LULG
Leverage Shares 2X Long LULU Daily ETF
-76.82%55.59%

Correlation

The correlation between RXL and LULG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.30

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Return for Risk

RXL vs. LULG — Risk / Return Rank

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

RXL
RXL Risk / Return Rank: 2626
Overall Rank
RXL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RXL Sortino Ratio Rank: 2828
Sortino Ratio Rank
RXL Omega Ratio Rank: 2424
Omega Ratio Rank
RXL Calmar Ratio Rank: 2727
Calmar Ratio Rank
RXL Martin Ratio Rank: 2424
Martin Ratio Rank

LULG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. LULG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Health Care (RXL) and Leverage Shares 2X Long LULU Daily ETF (LULG). 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.


RXLLULGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.25

Martin ratioReturn relative to average drawdown

2.85

RXL vs. LULG - Sharpe Ratio Comparison


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Drawdowns

RXL vs. LULG - Drawdown Comparison

The maximum RXL drawdown since its inception was -67.70%, smaller than the maximum LULG drawdown of -79.88%. Use the drawdown chart below to compare losses from any high point for RXL and LULG.


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Drawdown Indicators


RXLLULGDifference

Max Drawdown

Largest peak-to-trough decline

-67.70%

-79.88%

+12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

Max Drawdown (3Y)

Largest decline over 3 years

-36.08%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

Current Drawdown

Current decline from peak

-14.00%

-78.53%

+64.53%

Average Drawdown

Average peak-to-trough decline

-15.85%

-36.70%

+20.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.33%

Volatility

RXL vs. LULG - Volatility Comparison


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Volatility by Period


RXLLULGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

Volatility (1Y)

Calculated over the trailing 1-year period

30.42%

88.27%

-57.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.76%

88.27%

-58.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.28%

88.27%

-54.99%

RXL vs. LULG - Expense Ratio Comparison

RXL has a 0.95% expense ratio, which is higher than LULG's 0.75% expense ratio.


Dividends

RXL vs. LULG - Dividend Comparison

RXL's dividend yield for the trailing twelve months is around 1.54%, while LULG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LULG
Leverage Shares 2X Long LULU 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%
RXL
ProShares Ultra Health Care
1.54%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 LULG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LULG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LULG is cheaper with a 0.75% expense ratio, compared with 0.95% for RXL.

RXL has the higher dividend yield at 1.54%, compared with 0.00% for LULG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for RXL and 0.75% for LULG.

Portfolio Optimizer

Find the right allocation for RXL and LULG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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