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UOPIX vs. REPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UOPIX vs. REPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraNASDAQ-100 Fund (UOPIX) and ProFunds Real Estate UltraSector Fund (REPIX). The values are adjusted to include any dividend payments, if applicable.

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UOPIX vs. REPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UOPIX
ProFunds UltraNASDAQ-100 Fund
-18.95%30.26%41.75%115.97%-60.70%48.28%86.57%80.53%-9.41%68.58%
REPIX
ProFunds Real Estate UltraSector Fund
-0.91%-1.98%0.89%10.34%-38.59%59.56%-15.75%41.02%-9.97%11.32%

Returns By Period

In the year-to-date period, UOPIX achieves a -18.95% return, which is significantly lower than REPIX's -0.91% return. Over the past 10 years, UOPIX has outperformed REPIX with an annualized return of 27.11%, while REPIX has yielded a comparatively lower 2.46% annualized return.


UOPIX

1D
-1.59%
1M
-16.01%
YTD
-18.95%
6M
-16.55%
1Y
28.80%
3Y*
31.70%
5Y*
13.21%
10Y*
27.11%

REPIX

1D
0.64%
1M
-11.72%
YTD
-0.91%
6M
-6.93%
1Y
-6.55%
3Y*
2.51%
5Y*
-0.91%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UOPIX vs. REPIX - Expense Ratio Comparison

UOPIX has a 1.47% expense ratio, which is lower than REPIX's 1.55% expense ratio.


Return for Risk

UOPIX vs. REPIX — Risk / Return Rank

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

UOPIX
UOPIX Risk / Return Rank: 3232
Overall Rank
UOPIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UOPIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
UOPIX Omega Ratio Rank: 3737
Omega Ratio Rank
UOPIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
UOPIX Martin Ratio Rank: 2828
Martin Ratio Rank

REPIX
REPIX Risk / Return Rank: 33
Overall Rank
REPIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
REPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
REPIX Omega Ratio Rank: 33
Omega Ratio Rank
REPIX Calmar Ratio Rank: 33
Calmar Ratio Rank
REPIX Martin Ratio Rank: 33
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.

UOPIX vs. REPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraNASDAQ-100 Fund (UOPIX) and ProFunds Real Estate UltraSector Fund (REPIX). 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.


UOPIXREPIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

-0.21

+0.85

Sortino ratio

Return per unit of downside risk

1.19

-0.13

+1.32

Omega ratio

Gain probability vs. loss probability

1.17

0.98

+0.19

Calmar ratio

Return relative to maximum drawdown

0.88

-0.30

+1.17

Martin ratio

Return relative to average drawdown

2.94

-0.92

+3.85

UOPIX vs. REPIX - Sharpe Ratio Comparison

The current UOPIX Sharpe Ratio is 0.64, which is higher than the REPIX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of UOPIX and REPIX, 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


UOPIXREPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

-0.21

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.03

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.08

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.13

-0.04

Correlation

The correlation between UOPIX and REPIX is 0.52, 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

UOPIX vs. REPIX - Dividend Comparison

UOPIX's dividend yield for the trailing twelve months is around 22.54%, more than REPIX's 1.24% yield.


TTM20252024202320222021202020192018201720162015
UOPIX
ProFunds UltraNASDAQ-100 Fund
22.54%18.27%0.41%0.00%5.64%11.03%9.78%5.78%6.73%0.00%0.00%0.00%
REPIX
ProFunds Real Estate UltraSector Fund
1.24%1.23%1.98%1.43%3.31%12.77%0.89%2.57%1.28%0.00%3.66%0.17%

Drawdowns

UOPIX vs. REPIX - Drawdown Comparison

The maximum UOPIX drawdown since its inception was -99.80%, which is greater than REPIX's maximum drawdown of -91.23%. Use the drawdown chart below to compare losses from any high point for UOPIX and REPIX.


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Drawdown Indicators


UOPIXREPIXDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-91.23%

-8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-24.97%

-17.51%

-7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-65.01%

-51.35%

-13.66%

Max Drawdown (10Y)

Largest decline over 10 years

-65.01%

-58.17%

-6.84%

Current Drawdown

Current decline from peak

-67.57%

-33.61%

-33.96%

Average Drawdown

Average peak-to-trough decline

-85.01%

-32.36%

-52.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

5.66%

+1.81%

Volatility

UOPIX vs. REPIX - Volatility Comparison

ProFunds UltraNASDAQ-100 Fund (UOPIX) has a higher volatility of 10.78% compared to ProFunds Real Estate UltraSector Fund (REPIX) at 6.31%. This indicates that UOPIX's price experiences larger fluctuations and is considered to be riskier than REPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UOPIXREPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

6.31%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

24.90%

14.30%

+10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

45.01%

24.55%

+20.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.05%

28.21%

+16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.02%

30.58%

+13.44%