PortfoliosLab logo
UYM vs. FXZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UYM and FXZ is 0.74, 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.


Performance

UYM vs. FXZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) and First Trust Materials AlphaDEX Fund (FXZ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
38.01%
245.53%
UYM
FXZ

Key characteristics

Sharpe Ratio

UYM:

-0.42

FXZ:

-0.83

Sortino Ratio

UYM:

-0.38

FXZ:

-1.11

Omega Ratio

UYM:

0.95

FXZ:

0.86

Calmar Ratio

UYM:

-0.38

FXZ:

-0.60

Martin Ratio

UYM:

-1.01

FXZ:

-1.48

Ulcer Index

UYM:

16.29%

FXZ:

13.64%

Daily Std Dev

UYM:

39.14%

FXZ:

24.49%

Max Drawdown

UYM:

-92.77%

FXZ:

-65.46%

Current Drawdown

UYM:

-29.61%

FXZ:

-25.45%

Returns By Period

In the year-to-date period, UYM achieves a -4.50% return, which is significantly higher than FXZ's -6.69% return. Over the past 10 years, UYM has underperformed FXZ with an annualized return of 5.60%, while FXZ has yielded a comparatively higher 6.42% annualized return.


UYM

YTD

-4.50%

1M

13.57%

6M

-23.23%

1Y

-19.01%

5Y*

18.69%

10Y*

5.60%

FXZ

YTD

-6.69%

1M

8.80%

6M

-17.75%

1Y

-21.63%

5Y*

13.38%

10Y*

6.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UYM vs. FXZ - Expense Ratio Comparison

UYM has a 0.95% expense ratio, which is higher than FXZ's 0.67% expense ratio.


Risk-Adjusted Performance

UYM vs. FXZ — Risk-Adjusted Performance Rank

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

UYM
The Risk-Adjusted Performance Rank of UYM is 66
Overall Rank
The Sharpe Ratio Rank of UYM is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of UYM is 77
Sortino Ratio Rank
The Omega Ratio Rank of UYM is 66
Omega Ratio Rank
The Calmar Ratio Rank of UYM is 44
Calmar Ratio Rank
The Martin Ratio Rank of UYM is 55
Martin Ratio Rank

FXZ
The Risk-Adjusted Performance Rank of FXZ is 11
Overall Rank
The Sharpe Ratio Rank of FXZ is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FXZ is 11
Sortino Ratio Rank
The Omega Ratio Rank of FXZ is 11
Omega Ratio Rank
The Calmar Ratio Rank of FXZ is 11
Calmar Ratio Rank
The Martin Ratio Rank of FXZ is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UYM vs. FXZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) and First Trust Materials AlphaDEX Fund (FXZ). 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.


The current UYM Sharpe Ratio is -0.42, which is higher than the FXZ Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of UYM and FXZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.42
-0.83
UYM
FXZ

Dividends

UYM vs. FXZ - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.16%, less than FXZ's 1.98% yield.


TTM20242023202220212020201920182017201620152014
UYM
ProShares Ultra Basic Materials
1.16%0.97%0.28%0.87%0.52%0.56%1.24%0.94%0.38%0.55%0.42%0.42%
FXZ
First Trust Materials AlphaDEX Fund
1.98%1.81%1.97%1.56%1.11%1.51%1.58%1.38%1.01%1.19%1.26%1.73%

Drawdowns

UYM vs. FXZ - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, which is greater than FXZ's maximum drawdown of -65.46%. Use the drawdown chart below to compare losses from any high point for UYM and FXZ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-29.61%
-25.45%
UYM
FXZ

Volatility

UYM vs. FXZ - Volatility Comparison

ProShares Ultra Basic Materials (UYM) has a higher volatility of 22.37% compared to First Trust Materials AlphaDEX Fund (FXZ) at 12.74%. This indicates that UYM's price experiences larger fluctuations and is considered to be riskier than FXZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
22.37%
12.74%
UYM
FXZ