URTY vs. TSYX
URTY (ProShares UltraPro Russell2000) and TSYX (TSPY Lift ETF) are both Leveraged Equities funds. URTY is passively managed, while TSYX is actively managed. A 0.79 correlation means they provide meaningful diversification when combined. URTY charges 0.95%/yr vs 0.98%/yr for TSYX.
Performance
URTY vs. TSYX - Performance Comparison
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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*
- —
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
URTY
TSYX
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.
| URTY | TSYX | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| URTY | TSYX | Difference | |
|---|---|---|---|
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
| URTY | TSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -39.71% | -0.16% | -39.55% |
Average DrawdownAverage peak-to-trough decline | -34.79% | -2.97% | -31.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | — | — |
Volatility
URTY vs. TSYX - Volatility Comparison
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Volatility by Period
| URTY | TSYX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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