RYRRX vs. UWM

In the year-to-date period, RYRRX achieves a -7.48% return, which is significantly higher than UWM's -18.29% return. Over the past 10 years, RYRRX has outperformed UWM with an annualized return of 4.83%, while UWM has yielded a comparatively lower 3.87% annualized return.

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RYRRX has a 1.60% expense ratio, which is higher than UWM's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) and ProShares Ultra Russell2000 (UWM). 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.

The current RYRRX Sharpe Ratio is 0.01, which is higher than the UWM Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of RYRRX and UWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RYRRX's dividend yield for the trailing twelve months is around 1.10%, less than UWM's 1.49% yield.

The maximum RYRRX drawdown since its inception was -60.36%, smaller than the maximum UWM drawdown of -88.21%. Use the drawdown chart below to compare losses from any high point for RYRRX and UWM.

The current volatility for Rydex Russell 2000 Fund (RYRRX) is 6.39%, while ProShares Ultra Russell2000 (UWM) has a volatility of 12.87%. This indicates that RYRRX experiences smaller price fluctuations and is considered to be less risky than UWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.