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UDOW vs. MUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDOW vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Dow30 (UDOW) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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UDOW vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
UDOW
ProShares UltraPro Dow30
-13.10%24.46%-2.07%
MUU
Direxion Daily MU Bull 2X Shares
19.95%599.03%-43.09%

Returns By Period

In the year-to-date period, UDOW achieves a -13.10% return, which is significantly lower than MUU's 19.95% return.


UDOW

1D
7.38%
1M
-16.17%
YTD
-13.10%
6M
-5.67%
1Y
16.04%
3Y*
23.31%
5Y*
10.24%
10Y*
20.30%

MUU

1D
9.69%
1M
-37.04%
YTD
19.95%
6M
205.62%
1Y
790.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDOW vs. MUU - Expense Ratio Comparison

UDOW has a 0.95% expense ratio, which is lower than MUU's 1.06% expense ratio.


Return for Risk

UDOW vs. MUU — Risk / Return Rank

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

UDOW
UDOW Risk / Return Rank: 2727
Overall Rank
UDOW Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UDOW Sortino Ratio Rank: 2929
Sortino Ratio Rank
UDOW Omega Ratio Rank: 2929
Omega Ratio Rank
UDOW Calmar Ratio Rank: 2929
Calmar Ratio Rank
UDOW Martin Ratio Rank: 2828
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UDOW vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Dow30 (UDOW) and Direxion Daily MU Bull 2X Shares (MUU). 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.


UDOWMUUDifference

Sharpe ratio

Return per unit of total volatility

0.32

6.16

-5.84

Sortino ratio

Return per unit of downside risk

0.81

3.70

-2.89

Omega ratio

Gain probability vs. loss probability

1.11

1.49

-0.38

Calmar ratio

Return relative to maximum drawdown

0.65

14.42

-13.77

Martin ratio

Return relative to average drawdown

2.13

40.98

-38.86

UDOW vs. MUU - Sharpe Ratio Comparison

The current UDOW Sharpe Ratio is 0.32, which is lower than the MUU Sharpe Ratio of 6.16. The chart below compares the historical Sharpe Ratios of UDOW and MUU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UDOWMUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

6.16

-5.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.52

-1.02

Correlation

The correlation between UDOW and MUU is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UDOW vs. MUU - Dividend Comparison

UDOW's dividend yield for the trailing twelve months is around 1.56%, less than MUU's 4.03% yield.


TTM20252024202320222021202020192018201720162015
UDOW
ProShares UltraPro Dow30
1.56%1.38%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.26%0.21%
MUU
Direxion Daily MU Bull 2X Shares
4.03%4.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UDOW vs. MUU - Drawdown Comparison

The maximum UDOW drawdown since its inception was -80.29%, which is greater than MUU's maximum drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for UDOW and MUU.


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Drawdown Indicators


UDOWMUUDifference

Max Drawdown

Largest peak-to-trough decline

-80.29%

-75.07%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-30.18%

-52.72%

+22.54%

Max Drawdown (5Y)

Largest decline over 5 years

-55.79%

Max Drawdown (10Y)

Largest decline over 10 years

-80.29%

Current Drawdown

Current decline from peak

-22.46%

-48.14%

+25.68%

Average Drawdown

Average peak-to-trough decline

-14.46%

-25.05%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

18.55%

-9.34%

Volatility

UDOW vs. MUU - Volatility Comparison

The current volatility for ProShares UltraPro Dow30 (UDOW) is 14.74%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 46.74%. This indicates that UDOW experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDOWMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.74%

46.74%

-32.00%

Volatility (6M)

Calculated over the trailing 6-month period

27.64%

98.12%

-70.48%

Volatility (1Y)

Calculated over the trailing 1-year period

50.20%

129.66%

-79.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.05%

127.08%

-83.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.68%

127.08%

-75.40%