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UDOW vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDOW vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Dow30 (UDOW) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UDOW achieves a 14.65% return, which is significantly higher than TMF's -5.18% return. Over the past 10 years, UDOW has outperformed TMF with an annualized return of 23.82%, while TMF has yielded a comparatively lower -16.87% annualized return.


UDOW

1D
2.07%
1M
9.62%
YTD
14.65%
6M
11.42%
1Y
60.76%
3Y*
32.31%
5Y*
13.79%
10Y*
23.82%

TMF

1D
-0.93%
1M
7.62%
YTD
-5.18%
6M
-5.04%
1Y
-1.79%
3Y*
-19.82%
5Y*
-31.10%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDOW vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDOW
ProShares UltraPro Dow30
14.65%24.46%28.47%32.72%-32.39%65.67%-17.15%75.24%-23.86%99.07%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-5.18%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between UDOW and TMF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

-0.25

The correlation between UDOW and TMF shifts across timeframes, from -0.25 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UDOW vs. TMF — Risk / Return Rank

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

UDOW
UDOW Risk / Return Rank: 4444
Overall Rank
UDOW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
UDOW Sortino Ratio Rank: 4444
Sortino Ratio Rank
UDOW Omega Ratio Rank: 4141
Omega Ratio Rank
UDOW Calmar Ratio Rank: 4242
Calmar Ratio Rank
UDOW Martin Ratio Rank: 4545
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Dow30 (UDOW) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UDOWTMFDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.24

0.99

+0.25

Calmar ratioReturn relative to maximum drawdown

1.86

-0.19

+2.05

Martin ratioReturn relative to average drawdown

6.59

-0.41

+7.00

UDOW vs. TMF - Sharpe Ratio Comparison

The current UDOW Sharpe Ratio is 1.40, which is higher than the TMF Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of UDOW and TMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UDOW vs. TMF - Drawdown Comparison

The maximum UDOW drawdown since its inception was -80.29%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for UDOW and TMF.


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Drawdown Indicators


UDOWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-80.29%

-92.89%

+12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-28.07%

-26.51%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-44.83%

-56.31%

+11.48%

Max Drawdown (5Y)

Largest decline over 5 years

-55.79%

-88.81%

+33.02%

Max Drawdown (10Y)

Largest decline over 10 years

-80.29%

-92.89%

+12.60%

Current Drawdown

Current decline from peak

-2.65%

-92.15%

+89.50%

Average Drawdown

Average peak-to-trough decline

-14.37%

-43.70%

+29.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

11.96%

-4.02%

Volatility

UDOW vs. TMF - Volatility Comparison

ProShares UltraPro Dow30 (UDOW) has a higher volatility of 12.92% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 8.43%. This indicates that UDOW's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDOWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.92%

8.43%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

29.12%

19.46%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

37.38%

28.49%

+8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.39%

46.72%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.84%

43.92%

+7.92%

UDOW vs. TMF - Expense Ratio Comparison

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


Dividends

UDOW vs. TMF - Dividend Comparison

UDOW's dividend yield for the trailing twelve months is around 1.18%, less than TMF's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.11%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%
UDOW
ProShares UltraPro Dow30
1.18%1.38%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.26%0.21%

Frequently Asked Questions


UDOW and TMF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDOW has higher volatility (12.92%) compared to TMF (8.43%). In terms of maximum drawdown, UDOW dropped -80.29% vs TMF's -92.89%.

On 10-year performance, UDOW leads with 23.82% vs -16.87% for TMF. On fees, UDOW is cheaper at 0.95% per year. On volatility, TMF has been the lower-risk option at 8.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UDOW has performed better with a 23.82% return vs -16.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UDOW is cheaper with a 0.95% expense ratio, compared with 1.01% for TMF.

TMF has the higher dividend yield at 4.11%, compared with 1.18% for UDOW.

UDOW is categorized as Leveraged Equities, while TMF is Leveraged Bonds. UDOW tracks Dow Jones Industrial Average (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UDOW and 1.01% for TMF.

UDOW currently has the higher Sharpe Ratio (1.40 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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