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URTY vs. DUSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URTY vs. DUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Russell2000 (URTY) and Direxion Daily Industrials Bull 3X Shares (DUSL). The values are adjusted to include any dividend payments, if applicable.

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URTY vs. DUSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URTY
ProShares UltraPro Russell2000
-2.90%9.26%7.38%24.43%-62.81%28.47%-7.72%72.37%-39.59%31.32%
DUSL
Direxion Daily Industrials Bull 3X Shares
8.66%37.50%34.75%37.23%-31.17%60.72%-19.77%90.70%-46.28%48.29%

Returns By Period

In the year-to-date period, URTY achieves a -2.90% return, which is significantly lower than DUSL's 8.66% return.


URTY

1D
10.50%
1M
-16.23%
YTD
-2.90%
6M
-2.24%
1Y
51.62%
3Y*
11.95%
5Y*
-13.62%
10Y*
4.55%

DUSL

1D
9.83%
1M
-25.04%
YTD
8.66%
6M
7.85%
1Y
57.49%
3Y*
37.81%
5Y*
17.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URTY vs. DUSL - Expense Ratio Comparison

URTY has a 0.95% expense ratio, which is lower than DUSL's 1.01% expense ratio.


Return for Risk

URTY vs. DUSL — Risk / Return Rank

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

URTY
URTY Risk / Return Rank: 5050
Overall Rank
URTY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTY Omega Ratio Rank: 4949
Omega Ratio Rank
URTY Calmar Ratio Rank: 5555
Calmar Ratio Rank
URTY Martin Ratio Rank: 4646
Martin Ratio Rank

DUSL
DUSL Risk / Return Rank: 6363
Overall Rank
DUSL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 6363
Sortino Ratio Rank
DUSL Omega Ratio Rank: 6161
Omega Ratio Rank
DUSL Calmar Ratio Rank: 7070
Calmar Ratio Rank
DUSL Martin Ratio Rank: 6363
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.

URTY vs. DUSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Russell2000 (URTY) and Direxion Daily Industrials Bull 3X Shares (DUSL). 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.


URTYDUSLDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.97

-0.23

Sortino ratio

Return per unit of downside risk

1.41

1.57

-0.16

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.31

1.75

-0.44

Martin ratio

Return relative to average drawdown

4.15

6.16

-2.00

URTY vs. DUSL - Sharpe Ratio Comparison

The current URTY Sharpe Ratio is 0.74, which is comparable to the DUSL Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of URTY and DUSL, 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


URTYDUSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.97

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.34

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.26

-0.10

Correlation

The correlation between URTY and DUSL is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

URTY vs. DUSL - Dividend Comparison

URTY's dividend yield for the trailing twelve months is around 0.97%, less than DUSL's 10.54% yield.


TTM2025202420232022202120202019201820172016
URTY
ProShares UltraPro Russell2000
0.97%1.02%1.16%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%
DUSL
Direxion Daily Industrials Bull 3X Shares
10.54%11.39%6.61%1.28%0.66%0.07%0.48%1.01%1.46%0.57%0.00%

Drawdowns

URTY vs. DUSL - Drawdown Comparison

The maximum URTY drawdown since its inception was -88.09%, roughly equal to the maximum DUSL drawdown of -85.74%. Use the drawdown chart below to compare losses from any high point for URTY and DUSL.


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Drawdown Indicators


URTYDUSLDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-85.74%

-2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-37.70%

-34.87%

-2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

-58.43%

-24.33%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-60.03%

-27.16%

-32.87%

Average Drawdown

Average peak-to-trough decline

-34.67%

-22.15%

-12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.86%

9.89%

+1.97%

Volatility

URTY vs. DUSL - Volatility Comparison

ProShares UltraPro Russell2000 (URTY) has a higher volatility of 22.37% compared to Direxion Daily Industrials Bull 3X Shares (DUSL) at 19.84%. This indicates that URTY's price experiences larger fluctuations and is considered to be riskier than DUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URTYDUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.37%

19.84%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

43.33%

35.84%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

69.68%

59.50%

+10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.50%

51.98%

+15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.20%

61.63%

+7.57%