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UDOW vs. DUSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UDOW and DUSL is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

UDOW vs. DUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Dow30 (UDOW) and Direxion Daily Industrials Bull 3X Shares (DUSL). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
172.15%
111.78%
UDOW
DUSL

Key characteristics

Sharpe Ratio

UDOW:

-0.03

DUSL:

-0.02

Sortino Ratio

UDOW:

0.31

DUSL:

0.40

Omega Ratio

UDOW:

1.04

DUSL:

1.05

Calmar Ratio

UDOW:

-0.04

DUSL:

-0.03

Martin Ratio

UDOW:

-0.13

DUSL:

-0.08

Ulcer Index

UDOW:

13.29%

DUSL:

16.05%

Daily Std Dev

UDOW:

50.79%

DUSL:

59.66%

Max Drawdown

UDOW:

-80.29%

DUSL:

-85.74%

Current Drawdown

UDOW:

-35.36%

DUSL:

-35.04%

Returns By Period

In the year-to-date period, UDOW achieves a -22.68% return, which is significantly lower than DUSL's -15.05% return.


UDOW

YTD

-22.68%

1M

-20.70%

6M

-23.52%

1Y

-3.21%

5Y*

24.28%

10Y*

15.69%

DUSL

YTD

-15.05%

1M

-17.20%

6M

-23.95%

1Y

-2.81%

5Y*

35.69%

10Y*

N/A

*Annualized

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UDOW vs. DUSL - Expense Ratio Comparison

UDOW has a 0.95% expense ratio, which is lower than DUSL's 1.01% expense ratio.


Expense ratio chart for DUSL: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DUSL: 1.01%
Expense ratio chart for UDOW: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UDOW: 0.95%

Risk-Adjusted Performance

UDOW vs. DUSL — Risk-Adjusted Performance Rank

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

UDOW
The Risk-Adjusted Performance Rank of UDOW is 2525
Overall Rank
The Sharpe Ratio Rank of UDOW is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of UDOW is 3232
Sortino Ratio Rank
The Omega Ratio Rank of UDOW is 3232
Omega Ratio Rank
The Calmar Ratio Rank of UDOW is 2020
Calmar Ratio Rank
The Martin Ratio Rank of UDOW is 2020
Martin Ratio Rank

DUSL
The Risk-Adjusted Performance Rank of DUSL is 2727
Overall Rank
The Sharpe Ratio Rank of DUSL is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DUSL is 2121
Calmar Ratio Rank
The Martin Ratio Rank of DUSL is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UDOW vs. DUSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Dow30 (UDOW) and Direxion Daily Industrials Bull 3X Shares (DUSL). 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 chart of Sharpe ratio for UDOW, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
UDOW: -0.03
DUSL: -0.02
The chart of Sortino ratio for UDOW, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.00
UDOW: 0.31
DUSL: 0.40
The chart of Omega ratio for UDOW, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
UDOW: 1.04
DUSL: 1.05
The chart of Calmar ratio for UDOW, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
UDOW: -0.04
DUSL: -0.03
The chart of Martin ratio for UDOW, currently valued at -0.13, compared to the broader market0.0020.0040.0060.00
UDOW: -0.13
DUSL: -0.08

The current UDOW Sharpe Ratio is -0.03, which is lower than the DUSL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of UDOW and DUSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.03
-0.02
UDOW
DUSL

Dividends

UDOW vs. DUSL - Dividend Comparison

UDOW's dividend yield for the trailing twelve months is around 1.49%, less than DUSL's 7.64% yield.


TTM20242023202220212020201920182017201620152014
UDOW
ProShares UltraPro Dow30
1.49%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.67%0.21%0.46%
DUSL
Direxion Daily Industrials Bull 3X Shares
7.64%6.62%1.28%0.66%0.07%0.48%1.01%1.46%0.57%0.00%0.00%0.00%

Drawdowns

UDOW vs. DUSL - Drawdown Comparison

The maximum UDOW drawdown since its inception was -80.29%, smaller than the maximum DUSL drawdown of -85.74%. Use the drawdown chart below to compare losses from any high point for UDOW and DUSL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.36%
-35.04%
UDOW
DUSL

Volatility

UDOW vs. DUSL - Volatility Comparison

The current volatility for ProShares UltraPro Dow30 (UDOW) is 35.87%, while Direxion Daily Industrials Bull 3X Shares (DUSL) has a volatility of 41.89%. This indicates that UDOW experiences smaller price fluctuations and is considered to be less risky than DUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
35.87%
41.89%
UDOW
DUSL