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UMDD vs. SMDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UMDD vs. SMDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro MidCap400 (UMDD) and ProShares UltraPro Short MidCap400 (SMDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UMDD achieves a 35.46% return, which is significantly higher than SMDD's -34.07% return. Over the past 10 years, UMDD has outperformed SMDD with an annualized return of 11.12%, while SMDD has yielded a comparatively lower -39.58% annualized return.


UMDD

1D
-0.37%
1M
-3.98%
6M
22.23%
YTD
35.46%
1Y
55.22%
3Y*
16.21%
5Y*
2.85%
10Y*
11.12%
ALL TIME*
19.20%

SMDD

1D
0.12%
1M
3.72%
6M
-26.03%
YTD
-34.07%
1Y
-46.01%
3Y*
-33.04%
5Y*
-29.66%
10Y*
-39.58%
ALL TIME*
-42.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$53.27K$77.83K$71.85K
$334.25K$273.81K$251.01K

UMDD vs. SMDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMDD
ProShares UltraPro MidCap400
35.46%-2.57%19.68%27.21%-49.60%72.27%-17.30%78.90%-40.29%49.17%
SMDD
ProShares UltraPro Short MidCap400
-34.07%-27.46%-31.02%-38.37%7.69%-58.01%-74.71%-53.34%33.50%-39.87%

Correlation

The correlation between UMDD and SMDD is -0.99, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.99

Correlation (3Y)
Balances recent behavior with more history.

-0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

-1.00

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.97

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

-0.98

The correlation between UMDD and SMDD has been stable across timeframes, ranging from -1.00 to -0.97 - a consistent structural relationship.

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Return for Risk

UMDD vs. SMDD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UMDD
UMDD Risk / Return Rank: 4747
Overall Rank
UMDD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UMDD Sortino Ratio Rank: 4545
Sortino Ratio Rank
UMDD Omega Ratio Rank: 4242
Omega Ratio Rank
UMDD Calmar Ratio Rank: 5353
Calmar Ratio Rank
UMDD Martin Ratio Rank: 5353
Martin Ratio Rank

SMDD
SMDD Risk / Return Rank: 22
Overall Rank
SMDD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SMDD Sortino Ratio Rank: 22
Sortino Ratio Rank
SMDD Omega Ratio Rank: 22
Omega Ratio Rank
SMDD Calmar Ratio Rank: 22
Calmar Ratio Rank
SMDD Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UMDD vs. SMDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro MidCap400 (UMDD) and ProShares UltraPro Short MidCap400 (SMDD). 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.


UMDDSMDDDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.20

0.85

+0.35

Calmar ratioReturn relative to maximum drawdown

1.88

-0.87

+2.75

Martin ratioReturn relative to average drawdown

6.25

-1.44

+7.69

UMDD vs. SMDD - Sharpe Ratio Comparison

The current UMDD Sharpe Ratio is 1.04, which is higher than the SMDD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of UMDD and SMDD, 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

UMDD vs. SMDD - Drawdown Comparison

The maximum UMDD drawdown since its inception was -86.24%, smaller than the maximum SMDD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for UMDD and SMDD.


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Drawdown Indicators


UMDDSMDDDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-99.99%

+13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-50.01%

+23.97%

Max Drawdown (3Y)

Largest decline over 3 years

-60.33%

-82.62%

+22.29%

Max Drawdown (5Y)

Largest decline over 5 years

-64.61%

-88.24%

+23.63%

Max Drawdown (10Y)

Largest decline over 10 years

-86.24%

-99.45%

+13.21%

Current Drawdown

Current decline from peak

-7.97%

-99.99%

+92.02%

Average Drawdown

Average peak-to-trough decline

-23.43%

-93.01%

+69.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.82%

30.36%

-22.54%

Volatility

UMDD vs. SMDD - Volatility Comparison

ProShares UltraPro MidCap400 (UMDD) has a higher volatility of 10.68% compared to ProShares UltraPro Short MidCap400 (SMDD) at 9.96%. This indicates that UMDD's price experiences larger fluctuations and is considered to be riskier than SMDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMDDSMDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

9.96%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

35.11%

35.01%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

47.30%

47.21%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.69%

58.59%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.10%

63.23%

-1.13%

UMDD vs. SMDD - Expense Ratio Comparison

Both UMDD and SMDD have an expense ratio of 0.95%.


Dividends

UMDD vs. SMDD - Dividend Comparison

UMDD's dividend yield for the trailing twelve months is around 0.69%, less than SMDD's 5.67% yield.


PositionTTM20252024202320222021202020192018201720162015
SMDD
ProShares UltraPro Short MidCap400
5.67%4.96%4.09%3.86%0.14%0.00%0.13%1.51%0.09%0.00%0.00%0.00%
UMDD
ProShares UltraPro MidCap400
0.69%1.00%0.76%0.19%0.49%0.06%0.08%0.64%0.32%0.00%0.03%0.06%

Frequently Asked Questions


UMDD and SMDD have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMDD has higher volatility (10.68%) compared to SMDD (9.96%). In terms of maximum drawdown, UMDD dropped -86.24% vs SMDD's -99.99%.

On 10-year performance, UMDD leads with 11.12% vs -39.58% for SMDD. Both ETFs have the same 0.95% expense ratio. On volatility, SMDD has been the lower-risk option at 9.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UMDD has performed better with a 11.12% return vs -39.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UMDD and SMDD have the same expense ratio: 0.95% per year.

SMDD has the higher dividend yield at 5.67%, compared with 0.69% for UMDD.

UMDD tracks S&P MidCap 400 Index (300%), while SMDD tracks S&P MidCap 400 Index (-300%).

UMDD currently has the higher Sharpe Ratio (1.04 vs -0.93), 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

Find the right allocation for UMDD and SMDD

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