RYEUX vs. RYDAX
Compare and contrast key facts about Rydex Europe 1.25x Strategy Fund (RYEUX) and Rydex Dow Jones Industrial Average Fund (RYDAX).
RYEUX is managed by Rydex Funds. It was launched on May 7, 2000. RYDAX is managed by Rydex Funds. It was launched on Dec 1, 2015.
Performance
RYEUX vs. RYDAX - Performance Comparison
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RYEUX vs. RYDAX - 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% |
RYDAX Rydex Dow Jones Industrial Average Fund | -5.94% | 12.98% | 13.10% | 14.36% | -8.88% | 19.11% | 7.47% | 23.13% | -5.14% | 26.19% |
Returns By Period
In the year-to-date period, RYEUX achieves a -5.46% return, which is significantly higher than RYDAX's -5.94% return. Over the past 10 years, RYEUX has underperformed RYDAX with an annualized return of 7.62%, while RYDAX has yielded a comparatively higher 10.22% 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%
RYDAX
- 1D
- -0.06%
- 1M
- -7.64%
- YTD
- -5.94%
- 6M
- -2.59%
- 1Y
- 7.67%
- 3Y*
- 10.99%
- 5Y*
- 6.69%
- 10Y*
- 10.22%
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RYEUX vs. RYDAX - Expense Ratio Comparison
RYEUX has a 1.69% expense ratio, which is higher than RYDAX's 1.58% expense ratio.
Return for Risk
RYEUX vs. RYDAX — Risk / Return Rank
RYEUX
RYDAX
RYEUX vs. RYDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Europe 1.25x Strategy Fund (RYEUX) and Rydex Dow Jones Industrial Average Fund (RYDAX). 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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.53 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.69 | 0.87 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.63 | -0.09 |
Martin ratioReturn relative to average drawdown | 1.94 | 2.34 | -0.40 |
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 | RYDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.53 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.46 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.58 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.59 | -0.57 |
Correlation
The correlation between RYEUX and RYDAX 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. RYDAX - Dividend Comparison
RYEUX's dividend yield for the trailing twelve months is around 6.30%, more than RYDAX's 0.40% 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% |
RYDAX Rydex Dow Jones Industrial Average Fund | 0.40% | 0.38% | 1.73% | 0.75% | 3.17% | 1.22% | 4.87% | 4.02% | 1.25% | 3.70% | 0.56% | 0.00% |
Drawdowns
RYEUX vs. RYDAX - Drawdown Comparison
The maximum RYEUX drawdown since its inception was -76.19%, which is greater than RYDAX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for RYEUX and RYDAX.
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Drawdown Indicators
| RYEUX | RYDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.19% | -37.34% | -38.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -10.87% | -4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -22.12% | -11.27% |
Max Drawdown (10Y)Largest decline over 10 years | -42.08% | -37.34% | -4.74% |
Current DrawdownCurrent decline from peak | -14.57% | -9.86% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -37.55% | -4.38% | -33.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.95% | +1.35% |
Volatility
RYEUX vs. RYDAX - Volatility Comparison
Rydex Europe 1.25x Strategy Fund (RYEUX) has a higher volatility of 8.89% compared to Rydex Dow Jones Industrial Average Fund (RYDAX) at 3.99%. This indicates that RYEUX's price experiences larger fluctuations and is considered to be riskier than RYDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYEUX | RYDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 3.99% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 13.65% | 8.92% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 16.68% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 14.73% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.46% | 17.56% | +4.90% |