UDOW vs. RTXG

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares UltraPro Dow30 (UDOW) and Leverage Shares 2X Long RTX Daily ETF (RTXG).

UDOW and RTXG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UDOW is a passively managed fund by ProShares that tracks the performance of the Dow Jones Industrial Average (300%). It was launched on Feb 9, 2010. RTXG is an actively managed fund by Leverage Shares. It was launched on Jun 5, 2025.

Performance

UDOW vs. RTXG - Performance Comparison

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

UDOW vs. RTXG - Yearly Performance Comparison

	2026 (YTD)	2025
UDOW ProShares UltraPro Dow30	-11.80%	34.36%
RTXG Leverage Shares 2X Long RTX Daily ETF	8.22%	60.90%

Returns By Period

In the year-to-date period, UDOW achieves a -11.80% return, which is significantly lower than RTXG's 8.22% return.

UDOW

• 1D: 1.49%
• 1M: -14.66%
• YTD: -11.80%
• 6M: -4.54%
• 1Y: 18.03%
• 3Y*: 23.92%
• 5Y*: 10.57%
• 10Y*: 20.47%

RTXG

• 1D: 2.00%
• 1M: -17.27%
• YTD: 8.22%
• 6M: 25.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UDOW vs. RTXG - Expense Ratio Comparison

UDOW has a 0.95% expense ratio, which is higher than RTXG's 0.75% expense ratio.

UDOW

ProShares UltraPro Dow30

RTXG

Leverage Shares 2X Long RTX Daily ETF

Return for Risk

UDOW vs. RTXG — Risk / Return Rank

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

UDOW

UDOW Risk / Return Rank: 25
UDOW Sharpe Ratio Rank: 21
UDOW Sortino Ratio Rank: 28
UDOW Omega Ratio Rank: 27
UDOW Calmar Ratio Rank: 25
UDOW Martin Ratio Rank: 25

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. RTXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Dow30 (UDOW) and Leverage Shares 2X Long RTX Daily ETF (RTXG). 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.

	UDOW	RTXG	Difference
Sharpe ratio Return per unit of total volatility	0.36	—	—
Sortino ratio Return per unit of downside risk	0.86	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.59	—	—
Martin ratio Return relative to average drawdown	1.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UDOW	RTXG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	2.05	-1.55

Correlation

The correlation between UDOW and RTXG is 0.22, 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. RTXG - Dividend Comparison

UDOW's dividend yield for the trailing twelve months is around 1.54%, less than RTXG's 5.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UDOW ProShares UltraPro Dow30	1.54%	1.38%	0.95%	0.95%	0.83%	0.26%	0.19%	0.61%	0.73%	0.13%	0.26%	0.21%
RTXG Leverage Shares 2X Long RTX Daily ETF	5.88%	6.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UDOW vs. RTXG - Drawdown Comparison

The maximum UDOW drawdown since its inception was -80.29%, which is greater than RTXG's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for UDOW and RTXG.

Drawdown Indicators

	UDOW	RTXG	Difference
Max Drawdown Largest peak-to-trough decline	-80.29%	-23.74%	-56.55%
Max Drawdown (1Y) Largest decline over 1 year	-30.18%	—	—
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	-21.30%	-17.27%	-4.03%
Average Drawdown Average peak-to-trough decline	-14.46%	-4.63%	-9.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.31%	—	—

Volatility

Volatility by Period

	UDOW	RTXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	50.13%	47.85%	+2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.05%	47.85%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.67%	47.85%	+3.82%