UYG vs. NTSD
UYG (ProShares Ultra Financials) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. UYG is passively managed, while NTSD is actively managed. At a 0.48 correlation, their price movements are largely independent. UYG charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
UYG vs. NTSD - Performance Comparison
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Returns By Period
UYG
- 1D
- 5.26%
- 1M
- 1.69%
- YTD
- -11.64%
- 6M
- -7.39%
- 1Y
- 0.42%
- 3Y*
- 28.93%
- 5Y*
- 9.24%
- 10Y*
- 16.31%
NTSD
- 1D
- -1.11%
- 1M
- 7.13%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UYG vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UYG ProShares Ultra Financials | 12.76% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 17.91% |
Correlation
The correlation between UYG and NTSD is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 20, 2026 | 0.48 |
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Return for Risk
UYG vs. NTSD — Risk / Return Rank
UYG
NTSD
UYG vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Financials (UYG) 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.
| UYG | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | — | — |
| Martin ratioReturn relative to average drawdown | 0.04 | — | — |
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
| UYG | NTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 5.08 | -5.08 |
Drawdowns
UYG vs. NTSD - Drawdown Comparison
The maximum UYG drawdown since its inception was -97.90%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for UYG and NTSD.
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Drawdown Indicators
| UYG | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.90% | -5.20% | -92.70% |
Max Drawdown (1Y)Largest decline over 1 year | -28.91% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -69.98% | — | — |
Current DrawdownCurrent decline from peak | -16.55% | -1.11% | -15.44% |
Average DrawdownAverage peak-to-trough decline | -63.36% | -0.84% | -62.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.92% | — | — |
Volatility
UYG vs. NTSD - Volatility Comparison
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Volatility by Period
| UYG | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.32% | 24.28% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.21% | 24.28% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.06% | 24.28% | +16.78% |
UYG vs. NTSD - Expense Ratio Comparison
UYG has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
UYG vs. NTSD - Dividend Comparison
UYG's dividend yield for the trailing twelve months is around 13.22%, 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% |
UYG ProShares Ultra Financials | 13.22% | 11.72% | 0.51% | 0.79% | 0.77% | 9.39% | 0.66% | 0.90% | 1.28% | 0.56% | 0.76% | 0.72% |
Frequently Asked Questions
UYG and NTSD have a correlation of 0.48, 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 UYG.
UYG has the higher dividend yield at 13.22%, compared with 0.00% for NTSD.
They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for UYG and 0.35% for NTSD.
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