UWM vs. NTSD
UWM (ProShares Ultra Russell2000) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. UWM is passively managed, while NTSD is actively managed. Their correlation of 0.87 suggests significant overlap in exposure. UWM charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
UWM vs. NTSD - Performance Comparison
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Returns By Period
UWM
- 1D
- -2.69%
- 1M
- 6.41%
- YTD
- 31.87%
- 6M
- 28.56%
- 1Y
- 76.77%
- 3Y*
- 25.03%
- 5Y*
- 1.71%
- 10Y*
- 12.16%
NTSD
- 1D
- -1.11%
- 1M
- 7.13%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UWM vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UWM ProShares Ultra Russell2000 | 32.40% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 17.91% |
Correlation
The correlation between UWM and NTSD is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026 | 0.87 |
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Return for Risk
UWM vs. NTSD — Risk / Return Rank
UWM
NTSD
UWM vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Russell2000 (UWM) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.
| UWM | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | — | — |
| Martin ratioReturn relative to average drawdown | 11.85 | — | — |
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
| UWM | NTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 5.08 | -4.94 |
Drawdowns
UWM vs. NTSD - Drawdown Comparison
The maximum UWM drawdown since its inception was -88.21%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for UWM and NTSD.
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Drawdown Indicators
| UWM | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.21% | -5.20% | -83.01% |
Max Drawdown (1Y)Largest decline over 1 year | -22.28% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -49.79% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -61.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.46% | — | — |
Current DrawdownCurrent decline from peak | -3.55% | -1.11% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -30.88% | -0.84% | -30.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | — | — |
Volatility
UWM vs. NTSD - Volatility Comparison
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Volatility by Period
| UWM | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.04% | 24.28% | +13.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.01% | 24.28% | +20.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.08% | 24.28% | +21.80% |
UWM vs. NTSD - Expense Ratio Comparison
UWM has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
UWM vs. NTSD - Dividend Comparison
UWM's dividend yield for the trailing twelve months is around 0.78%, while NTSD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UWM ProShares Ultra Russell2000 | 0.78% | 1.05% | 1.16% | 0.34% | 0.40% | 0.00% | 0.07% | 0.55% | 0.41% | 0.11% | 0.27% | 0.23% |
Frequently Asked Questions
UWM and NTSD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for UWM.
UWM has the higher dividend yield at 0.78%, compared with 0.00% for NTSD.
They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for UWM and 0.35% for NTSD.
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