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URTY vs. TSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URTY vs. TSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Russell2000 (URTY) and TSPY Lift ETF (TSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


URTY

1D
-4.07%
1M
9.06%
YTD
46.44%
6M
40.44%
1Y
117.82%
3Y*
27.59%
5Y*
-6.71%
10Y*
7.72%

TSYX

1D
-0.16%
1M
6.87%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

URTY vs. TSYX - Yearly Performance Comparison


2026 (YTD)
URTY
ProShares UltraPro Russell2000
31.53%
TSYX
TSPY Lift ETF
8.70%

Correlation

The correlation between URTY and TSYX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 8, 2026

0.79

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Return for Risk

URTY vs. TSYX — Risk / Return Rank

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

URTY
URTY Risk / Return Rank: 5959
Overall Rank
URTY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 5252
Sortino Ratio Rank
URTY Omega Ratio Rank: 4747
Omega Ratio Rank
URTY Calmar Ratio Rank: 7272
Calmar Ratio Rank
URTY Martin Ratio Rank: 6565
Martin Ratio Rank

TSYX
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. TSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Russell2000 (URTY) and TSPY Lift ETF (TSYX). 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.


URTYTSYXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.64

Martin ratioReturn relative to average drawdown

11.96

URTY vs. TSYX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


URTYTSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.28

-1.08

Drawdowns

URTY vs. TSYX - Drawdown Comparison

The maximum URTY drawdown since its inception was -88.09%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for URTY and TSYX.


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Drawdown Indicators


URTYTSYXDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-13.39%

-74.70%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

Max Drawdown (3Y)

Largest decline over 3 years

-65.85%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-39.71%

-0.16%

-39.55%

Average Drawdown

Average peak-to-trough decline

-34.79%

-2.97%

-31.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

Volatility

URTY vs. TSYX - Volatility Comparison


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Volatility by Period


URTYTSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.18%

Volatility (6M)

Calculated over the trailing 6-month period

40.37%

Volatility (1Y)

Calculated over the trailing 1-year period

57.33%

18.21%

+39.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

18.21%

+49.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.32%

18.21%

+51.11%

URTY vs. TSYX - Expense Ratio Comparison

URTY has a 0.95% expense ratio, which is lower than TSYX's 0.98% expense ratio.


Dividends

URTY vs. TSYX - Dividend Comparison

URTY's dividend yield for the trailing twelve months is around 0.64%, less than TSYX's 6.17% yield.


PositionTTM2025202420232022202120202019201820172016
TSYX
TSPY Lift ETF
6.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTY
ProShares UltraPro Russell2000
0.64%1.02%1.16%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%

Frequently Asked Questions


URTY and TSYX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTY is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTY is cheaper with a 0.95% expense ratio, compared with 0.98% for TSYX.

TSYX has the higher dividend yield at 6.17%, compared with 0.64% for URTY.

They also come from different issuers: ProShares and TappAlpha. Their fees differ too: 0.95% for URTY and 0.98% for TSYX.

Portfolio Optimizer

Find the right allocation for URTY and TSYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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