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UWM vs. URTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UWM vs. URTY - Performance Comparison

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

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UWM vs. URTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UWM
ProShares Ultra Russell2000
-0.59%13.59%11.32%22.62%-43.69%23.91%16.57%48.62%-25.89%26.92%
URTY
ProShares UltraPro Russell2000
-2.90%9.26%7.38%24.43%-62.81%28.47%-7.72%72.37%-39.59%38.85%

Returns By Period

In the year-to-date period, UWM achieves a -0.59% return, which is significantly higher than URTY's -2.90% return. Over the past 10 years, UWM has outperformed URTY with an annualized return of 9.88%, while URTY has yielded a comparatively lower 4.55% annualized return.


UWM

1D
7.02%
1M
-10.65%
YTD
-0.59%
6M
1.22%
1Y
40.99%
3Y*
14.68%
5Y*
-3.44%
10Y*
9.88%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UWM vs. URTY - Expense Ratio Comparison

Both UWM and URTY have an expense ratio of 0.95%.


Return for Risk

UWM vs. URTY — Risk / Return Rank

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

UWM
UWM Risk / Return Rank: 5555
Overall Rank
UWM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
UWM Sortino Ratio Rank: 5858
Sortino Ratio Rank
UWM Omega Ratio Rank: 5050
Omega Ratio Rank
UWM Calmar Ratio Rank: 6161
Calmar Ratio Rank
UWM Martin Ratio Rank: 5454
Martin Ratio Rank

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
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.

UWM vs. URTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Russell2000 (UWM) and ProShares UltraPro Russell2000 (URTY). 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.


UWMURTYDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.74

+0.15

Sortino ratio

Return per unit of downside risk

1.46

1.41

+0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.50

1.31

+0.20

Martin ratio

Return relative to average drawdown

5.12

4.15

+0.97

UWM vs. URTY - Sharpe Ratio Comparison

The current UWM Sharpe Ratio is 0.89, which is comparable to the URTY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of UWM and URTY, 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


UWMURTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.74

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.20

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.07

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.16

-0.05

Correlation

The correlation between UWM and URTY is 1.00, 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

UWM vs. URTY - Dividend Comparison

UWM's dividend yield for the trailing twelve months is around 1.04%, more than URTY's 0.97% yield.


TTM20252024202320222021202020192018201720162015
UWM
ProShares Ultra Russell2000
1.04%1.05%1.16%0.34%0.40%0.00%0.07%0.55%0.41%0.11%0.27%0.23%
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%0.00%

Drawdowns

UWM vs. URTY - Drawdown Comparison

The maximum UWM drawdown since its inception was -88.21%, roughly equal to the maximum URTY drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for UWM and URTY.


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Drawdown Indicators


UWMURTYDifference

Max Drawdown

Largest peak-to-trough decline

-88.21%

-88.09%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-26.48%

-37.70%

+11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-61.62%

-82.76%

+21.14%

Max Drawdown (10Y)

Largest decline over 10 years

-71.46%

-88.09%

+16.63%

Current Drawdown

Current decline from peak

-27.29%

-60.03%

+32.74%

Average Drawdown

Average peak-to-trough decline

-31.07%

-34.67%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

11.86%

-4.10%

Volatility

UWM vs. URTY - Volatility Comparison

The current volatility for ProShares Ultra Russell2000 (UWM) is 14.81%, while ProShares UltraPro Russell2000 (URTY) has a volatility of 22.37%. This indicates that UWM experiences smaller price fluctuations and is considered to be less risky than URTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UWMURTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.81%

22.37%

-7.56%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

43.33%

-14.61%

Volatility (1Y)

Calculated over the trailing 1-year period

46.23%

69.68%

-23.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.05%

67.50%

-22.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.00%

69.20%

-23.20%