UJPIX vs. RYEUX

Last updated Apr 1, 2026

Compare and contrast key facts about ProFunds UltraJapan Fund (UJPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX).

UJPIX is managed by ProFunds. It was launched on Feb 6, 2000. RYEUX is managed by Rydex Funds. It was launched on May 7, 2000.

Performance

UJPIX vs. RYEUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraJapan Fund (UJPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). The values are adjusted to include any dividend payments, if applicable.

UJPIX vs. RYEUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UJPIX ProFunds UltraJapan Fund	0.94%	60.72%	28.67%	70.81%	-21.63%	6.44%	23.36%	40.42%	-25.61%	39.72%
RYEUX Rydex Europe 1.25x Strategy Fund	-5.46%	32.95%	-2.61%	19.53%	-12.87%	18.73%	0.35%	29.80%	-18.72%	28.14%

Returns By Period

In the year-to-date period, UJPIX achieves a 0.94% return, which is significantly higher than RYEUX's -5.46% return. Over the past 10 years, UJPIX has outperformed RYEUX with an annualized return of 21.56%, while RYEUX has yielded a comparatively lower 7.62% annualized return.

UJPIX

• 1D: -1.04%
• 1M: -24.63%
• YTD: 0.94%
• 6M: 27.16%
• 1Y: 92.73%
• 3Y*: 42.96%
• 5Y*: 21.27%
• 10Y*: 21.56%

RYEUX

• 1D: 0.54%
• 1M: -14.25%
• YTD: -5.46%
• 6M: 0.04%
• 1Y: 9.74%
• 3Y*: 9.26%
• 5Y*: 7.95%
• 10Y*: 7.62%

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

UJPIX vs. RYEUX - Expense Ratio Comparison

UJPIX has a 1.78% expense ratio, which is higher than RYEUX's 1.69% expense ratio.

UJPIX

ProFunds UltraJapan Fund

RYEUX

Rydex Europe 1.25x Strategy Fund

Return for Risk

UJPIX vs. RYEUX — Risk / Return Rank

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

UJPIX

UJPIX Risk / Return Rank: 87
UJPIX Sharpe Ratio Rank: 87
UJPIX Sortino Ratio Rank: 87
UJPIX Omega Ratio Rank: 80
UJPIX Calmar Ratio Rank: 93
UJPIX Martin Ratio Rank: 88

RYEUX

RYEUX Risk / Return Rank: 16
RYEUX Sharpe Ratio Rank: 15
RYEUX Sortino Ratio Rank: 14
RYEUX Omega Ratio Rank: 14
RYEUX Calmar Ratio Rank: 18
RYEUX Martin Ratio Rank: 18

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.

UJPIX vs. RYEUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraJapan Fund (UJPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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.

	UJPIX	RYEUX	Difference
Sharpe ratio Return per unit of total volatility	1.73	0.41	+1.32
Sortino ratio Return per unit of downside risk	2.34	0.69	+1.65
Omega ratio Gain probability vs. loss probability	1.31	1.09	+0.22
Calmar ratio Return relative to maximum drawdown	2.91	0.55	+2.37
Martin ratio Return relative to average drawdown	9.56	1.94	+7.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UJPIX vs. RYEUX - Sharpe Ratio Comparison

The current UJPIX Sharpe Ratio is 1.73, which is higher than the RYEUX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of UJPIX and RYEUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UJPIX	RYEUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.73	0.41	+1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.39	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.34	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.03	+0.05

Correlation

The correlation between UJPIX and RYEUX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

UJPIX vs. RYEUX - Dividend Comparison

UJPIX's dividend yield for the trailing twelve months is around 39.34%, more than RYEUX's 6.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UJPIX ProFunds UltraJapan Fund	39.34%	39.71%	0.00%	0.00%	0.00%	14.19%	0.00%	0.00%	2.64%	0.00%	0.00%	0.00%
RYEUX Rydex Europe 1.25x Strategy Fund	6.30%	5.95%	12.32%	0.67%	0.00%	0.00%	5.03%	0.46%	8.58%	0.25%	0.91%	0.15%

Drawdowns

UJPIX vs. RYEUX - Drawdown Comparison

The maximum UJPIX drawdown since its inception was -89.83%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for UJPIX and RYEUX.

Drawdown Indicators

	UJPIX	RYEUX	Difference
Max Drawdown Largest peak-to-trough decline	-89.83%	-76.19%	-13.64%
Max Drawdown (1Y) Largest decline over 1 year	-27.11%	-15.24%	-11.87%
Max Drawdown (5Y) Largest decline over 5 years	-43.92%	-33.39%	-10.53%
Max Drawdown (10Y) Largest decline over 10 years	-56.99%	-42.08%	-14.91%
Current Drawdown Current decline from peak	-27.11%	-14.57%	-12.54%
Average Drawdown Average peak-to-trough decline	-50.24%	-37.55%	-12.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.26%	4.30%	+3.96%

Volatility

UJPIX vs. RYEUX - Volatility Comparison

ProFunds UltraJapan Fund (UJPIX) has a higher volatility of 18.79% compared to Rydex Europe 1.25x Strategy Fund (RYEUX) at 8.89%. This indicates that UJPIX's price experiences larger fluctuations and is considered to be riskier than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UJPIX	RYEUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.79%	8.89%	+9.90%
Volatility (6M) Calculated over the trailing 6-month period	37.30%	13.65%	+23.65%
Volatility (1Y) Calculated over the trailing 1-year period	51.82%	21.55%	+30.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.11%	20.69%	+20.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.55%	22.46%	+19.09%