RYRRX vs. UWM
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and ProShares Ultra Russell2000 (UWM).
RYRRX is managed by Rydex Funds. It was launched on May 31, 2006. UWM is a passively managed fund by ProShares that tracks the performance of the Russell 2000 Index (200%). It was launched on Jan 25, 2007.
Performance
RYRRX vs. UWM - Performance Comparison
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RYRRX vs. UWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | -3.06% | 10.88% | 9.72% | 15.17% | -21.70% | 13.23% | 17.81% | 23.57% | -12.58% | 12.88% |
UWM ProShares Ultra Russell2000 | -0.59% | 13.59% | 11.32% | 22.62% | -43.69% | 23.91% | 16.57% | 48.62% | -25.89% | 26.92% |
Returns By Period
In the year-to-date period, RYRRX achieves a -3.06% return, which is significantly lower than UWM's -0.59% return. Over the past 10 years, RYRRX has underperformed UWM with an annualized return of 7.67%, while UWM has yielded a comparatively higher 9.88% annualized return.
RYRRX
- 1D
- -1.44%
- 1M
- -8.36%
- YTD
- -3.06%
- 6M
- -1.42%
- 1Y
- 19.27%
- 3Y*
- 9.87%
- 5Y*
- 1.40%
- 10Y*
- 7.67%
UWM
- 1D
- 7.02%
- 1M
- -10.65%
- YTD
- -0.59%
- 6M
- 1.22%
- 1Y
- 40.99%
- 3Y*
- 14.68%
- 5Y*
- -3.44%
- 10Y*
- 9.88%
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RYRRX vs. UWM - Expense Ratio Comparison
RYRRX has a 1.60% expense ratio, which is higher than UWM's 0.95% expense ratio.
Return for Risk
RYRRX vs. UWM — Risk / Return Rank
RYRRX
UWM
RYRRX vs. UWM - Risk-Adjusted Trends Comparison
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.
| RYRRX | UWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.89 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.46 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.50 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.30 | 5.12 | -0.82 |
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
| RYRRX | UWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.89 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.08 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.22 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.11 | +0.11 |
Correlation
The correlation between RYRRX and UWM is 0.99, 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
RYRRX vs. UWM - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.67%, less than UWM's 1.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.67% | 0.65% | 1.02% | 0.19% | 0.00% | 12.84% | 0.00% | 1.46% | 0.00% | 4.82% | 0.00% | 2.66% |
UWM ProShares Ultra Russell2000 | 1.04% | 1.05% | 1.16% | 0.34% | 0.40% | 0.00% | 0.07% | 0.55% | 0.41% | 0.11% | 0.27% | 0.23% |
Drawdowns
RYRRX vs. UWM - Drawdown Comparison
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.
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Drawdown Indicators
| RYRRX | UWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -88.21% | +27.85% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -26.48% | +12.57% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -61.62% | +28.60% |
Max Drawdown (10Y)Largest decline over 10 years | -42.84% | -71.46% | +28.62% |
Current DrawdownCurrent decline from peak | -11.43% | -27.29% | +15.86% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -31.07% | +18.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 7.76% | -3.99% |
Volatility
RYRRX vs. UWM - Volatility Comparison
The current volatility for Rydex Russell 2000 Fund (RYRRX) is 6.57%, while ProShares Ultra Russell2000 (UWM) has a volatility of 14.81%. 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.
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Volatility by Period
| RYRRX | UWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 14.81% | -8.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 28.72% | -14.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.09% | 46.23% | -23.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 45.05% | -22.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 46.00% | -22.62% |