RYEUX vs. BMPIX
Compare and contrast key facts about Rydex Europe 1.25x Strategy Fund (RYEUX) and ProFunds Basic Materials UltraSector Fund (BMPIX).
RYEUX is managed by Rydex Funds. It was launched on May 7, 2000. BMPIX is managed by ProFunds. It was launched on Sep 3, 2001.
Performance
RYEUX vs. BMPIX - Performance Comparison
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RYEUX vs. BMPIX - 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% |
BMPIX ProFunds Basic Materials UltraSector Fund | 11.87% | 9.09% | -5.35% | 15.30% | -16.22% | 38.93% | 18.27% | 25.13% | -26.81% | 34.96% |
Returns By Period
In the year-to-date period, RYEUX achieves a -5.46% return, which is significantly lower than BMPIX's 11.87% return. Over the past 10 years, RYEUX has underperformed BMPIX with an annualized return of 7.62%, while BMPIX has yielded a comparatively higher 10.49% 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%
BMPIX
- 1D
- 0.39%
- 1M
- -11.85%
- YTD
- 11.87%
- 6M
- 13.11%
- 1Y
- 18.80%
- 3Y*
- 7.48%
- 5Y*
- 6.04%
- 10Y*
- 10.49%
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RYEUX vs. BMPIX - Expense Ratio Comparison
RYEUX has a 1.69% expense ratio, which is lower than BMPIX's 1.89% expense ratio.
Return for Risk
RYEUX vs. BMPIX — Risk / Return Rank
RYEUX
BMPIX
RYEUX vs. BMPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Europe 1.25x Strategy Fund (RYEUX) and ProFunds Basic Materials UltraSector Fund (BMPIX). 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 | BMPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.66 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.69 | 1.13 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.81 | -0.26 |
Martin ratioReturn relative to average drawdown | 1.94 | 2.63 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYEUX | BMPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.66 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.21 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.33 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.16 | -0.14 |
Correlation
The correlation between RYEUX and BMPIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
RYEUX vs. BMPIX - Dividend Comparison
RYEUX's dividend yield for the trailing twelve months is around 6.30%, more than BMPIX's 1.62% 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% |
BMPIX ProFunds Basic Materials UltraSector Fund | 1.62% | 1.81% | 0.94% | 0.96% | 0.00% | 0.00% | 0.28% | 0.00% | 0.00% | 0.00% | 0.16% | 0.00% |
Drawdowns
RYEUX vs. BMPIX - Drawdown Comparison
The maximum RYEUX drawdown since its inception was -76.19%, smaller than the maximum BMPIX drawdown of -84.22%. Use the drawdown chart below to compare losses from any high point for RYEUX and BMPIX.
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Drawdown Indicators
| RYEUX | BMPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.19% | -84.22% | +8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -21.39% | +6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -38.50% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -61.41% | +19.33% |
Current DrawdownCurrent decline from peak | -14.57% | -12.48% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -37.55% | -24.24% | -13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 6.60% | -2.30% |
Volatility
RYEUX vs. BMPIX - Volatility Comparison
Rydex Europe 1.25x Strategy Fund (RYEUX) and ProFunds Basic Materials UltraSector Fund (BMPIX) have volatilities of 8.89% and 8.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEUX | BMPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 8.81% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.65% | 18.58% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 31.56% | -10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 29.57% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.46% | 32.06% | -9.60% |