RYEUX vs. BKPIX

Last updated Apr 1, 2026

Compare and contrast key facts about Rydex Europe 1.25x Strategy Fund (RYEUX) and ProFunds Banks UltraSector Fund (BKPIX).

RYEUX is managed by Rydex Funds. It was launched on May 7, 2000. BKPIX is managed by ProFunds. It was launched on Sep 3, 2001.

Performance

RYEUX vs. BKPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Europe 1.25x Strategy Fund (RYEUX) and ProFunds Banks UltraSector Fund (BKPIX). The values are adjusted to include any dividend payments, if applicable.

RYEUX vs. BKPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYEUX Rydex Europe 1.25x Strategy Fund	-5.46%	32.95%	-2.61%	19.53%	-12.87%	18.73%	0.35%	29.80%	-18.72%	28.14%
BKPIX ProFunds Banks UltraSector Fund	-6.99%	11.57%	28.64%	9.95%	-30.83%	52.43%	-30.69%	55.99%	-27.23%	26.77%

Returns By Period

In the year-to-date period, RYEUX achieves a -5.46% return, which is significantly higher than BKPIX's -6.99% return. Over the past 10 years, RYEUX has underperformed BKPIX with an annualized return of 7.62%, while BKPIX has yielded a comparatively higher 9.69% annualized return.

RYEUX

• 1D: 0.54%
• 1M: -14.25%
• YTD: -5.46%
• 6M: 0.04%
• 1Y: 9.74%
• 3Y*: 9.26%
• 5Y*: 7.95%
• 10Y*: 7.62%

BKPIX

• 1D: 0.54%
• 1M: -6.79%
• YTD: -6.99%
• 6M: -4.62%
• 1Y: 11.78%
• 3Y*: 21.80%
• 5Y*: 2.49%
• 10Y*: 9.69%

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

RYEUX vs. BKPIX - Expense Ratio Comparison

RYEUX has a 1.69% expense ratio, which is lower than BKPIX's 1.71% expense ratio.

BKPIX

ProFunds Banks UltraSector Fund

RYEUX

Rydex Europe 1.25x Strategy Fund

Return for Risk

RYEUX vs. BKPIX — Risk / Return Rank

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

RYEUX

RYEUX Risk / Return Rank: 16
RYEUX Sharpe Ratio Rank: 15
RYEUX Sortino Ratio Rank: 14
RYEUX Omega Ratio Rank: 14
RYEUX Calmar Ratio Rank: 18
RYEUX Martin Ratio Rank: 18

BKPIX

BKPIX Risk / Return Rank: 14
BKPIX Sharpe Ratio Rank: 13
BKPIX Sortino Ratio Rank: 15
BKPIX Omega Ratio Rank: 16
BKPIX Calmar Ratio Rank: 15
BKPIX Martin Ratio Rank: 13

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.

RYEUX vs. BKPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Europe 1.25x Strategy Fund (RYEUX) and ProFunds Banks UltraSector Fund (BKPIX). 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.

	RYEUX	BKPIX	Difference
Sharpe ratio Return per unit of total volatility	0.41	0.34	+0.08
Sortino ratio Return per unit of downside risk	0.69	0.71	-0.02
Omega ratio Gain probability vs. loss probability	1.09	1.10	-0.01
Calmar ratio Return relative to maximum drawdown	0.55	0.44	+0.10
Martin ratio Return relative to average drawdown	1.94	1.10	+0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYEUX vs. BKPIX - Sharpe Ratio Comparison

The current RYEUX Sharpe Ratio is 0.41, which is comparable to the BKPIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of RYEUX and BKPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RYEUX	BKPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.34	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.06	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.22	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.05	-0.03

Correlation

The correlation between RYEUX and BKPIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

RYEUX vs. BKPIX - Dividend Comparison

RYEUX's dividend yield for the trailing twelve months is around 6.30%, more than BKPIX's 1.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RYEUX Rydex Europe 1.25x Strategy Fund	6.30%	5.95%	12.32%	0.67%	0.00%	0.00%	5.03%	0.46%	8.58%	0.25%	0.91%	0.15%
BKPIX ProFunds Banks UltraSector Fund	1.52%	1.42%	0.75%	1.64%	0.29%	0.00%	0.00%	0.38%	1.53%	0.00%	0.00%	0.00%

Drawdowns

RYEUX vs. BKPIX - Drawdown Comparison

The maximum RYEUX drawdown since its inception was -76.19%, smaller than the maximum BKPIX drawdown of -96.22%. Use the drawdown chart below to compare losses from any high point for RYEUX and BKPIX.

Drawdown Indicators

	RYEUX	BKPIX	Difference
Max Drawdown Largest peak-to-trough decline	-76.19%	-96.22%	+20.03%
Max Drawdown (1Y) Largest decline over 1 year	-15.24%	-21.69%	+6.45%
Max Drawdown (5Y) Largest decline over 5 years	-33.39%	-61.71%	+28.32%
Max Drawdown (10Y) Largest decline over 10 years	-42.08%	-66.21%	+24.13%
Current Drawdown Current decline from peak	-14.57%	-52.70%	+38.13%
Average Drawdown Average peak-to-trough decline	-37.55%	-56.16%	+18.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	8.78%	-4.48%

Volatility

RYEUX vs. BKPIX - Volatility Comparison

Rydex Europe 1.25x Strategy Fund (RYEUX) has a higher volatility of 8.89% compared to ProFunds Banks UltraSector Fund (BKPIX) at 7.16%. This indicates that RYEUX's price experiences larger fluctuations and is considered to be riskier than BKPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYEUX	BKPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.89%	7.16%	+1.73%
Volatility (6M) Calculated over the trailing 6-month period	13.65%	24.74%	-11.09%
Volatility (1Y) Calculated over the trailing 1-year period	21.55%	39.30%	-17.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.69%	40.76%	-20.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.46%	43.48%	-21.02%