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UYM vs. IYW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UYM and IYW is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

UYM vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
41.49%
925.16%
UYM
IYW

Key characteristics

Sharpe Ratio

UYM:

-1.04

IYW:

-0.29

Sortino Ratio

UYM:

-1.36

IYW:

-0.22

Omega Ratio

UYM:

0.83

IYW:

0.97

Calmar Ratio

UYM:

-0.89

IYW:

-0.29

Martin Ratio

UYM:

-2.47

IYW:

-1.14

Ulcer Index

UYM:

13.68%

IYW:

6.51%

Daily Std Dev

UYM:

32.43%

IYW:

25.68%

Max Drawdown

UYM:

-92.77%

IYW:

-81.89%

Current Drawdown

UYM:

-38.03%

IYW:

-25.32%

Returns By Period

In the year-to-date period, UYM achieves a -15.92% return, which is significantly higher than IYW's -21.91% return. Over the past 10 years, UYM has underperformed IYW with an annualized return of 5.10%, while IYW has yielded a comparatively higher 17.67% annualized return.


UYM

YTD

-15.92%

1M

-22.28%

6M

-34.87%

1Y

-32.11%

5Y*

25.17%

10Y*

5.10%

IYW

YTD

-21.91%

1M

-18.18%

6M

-17.83%

1Y

-5.84%

5Y*

21.12%

10Y*

17.67%

*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. IYW - Expense Ratio Comparison

UYM has a 0.95% expense ratio, which is higher than IYW's 0.42% expense ratio.


UYM
ProShares Ultra Basic Materials
Expense ratio chart for UYM: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UYM: 0.95%
Expense ratio chart for IYW: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYW: 0.42%

Risk-Adjusted Performance

UYM vs. IYW — 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 11
Overall Rank
The Sharpe Ratio Rank of UYM is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of UYM is 11
Sortino Ratio Rank
The Omega Ratio Rank of UYM is 11
Omega Ratio Rank
The Calmar Ratio Rank of UYM is 11
Calmar Ratio Rank
The Martin Ratio Rank of UYM is 11
Martin Ratio Rank

IYW
The Risk-Adjusted Performance Rank of IYW is 1313
Overall Rank
The Sharpe Ratio Rank of IYW is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of IYW is 1515
Sortino Ratio Rank
The Omega Ratio Rank of IYW is 1515
Omega Ratio Rank
The Calmar Ratio Rank of IYW is 1313
Calmar Ratio Rank
The Martin Ratio Rank of IYW is 1010
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. IYW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) and iShares U.S. Technology ETF (IYW). 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.


Sharpe ratio
The chart of Sharpe ratio for UYM, currently valued at -1.04, compared to the broader market-1.000.001.002.003.004.005.00
UYM: -1.04
IYW: -0.29
The chart of Sortino ratio for UYM, currently valued at -1.36, compared to the broader market-2.000.002.004.006.008.0010.00
UYM: -1.36
IYW: -0.22
The chart of Omega ratio for UYM, currently valued at 0.83, compared to the broader market0.501.001.502.002.50
UYM: 0.83
IYW: 0.97
The chart of Calmar ratio for UYM, currently valued at -0.89, compared to the broader market0.005.0010.0015.00
UYM: -0.89
IYW: -0.29
The chart of Martin ratio for UYM, currently valued at -2.47, compared to the broader market0.0020.0040.0060.0080.00100.00
UYM: -2.47
IYW: -1.14

The current UYM Sharpe Ratio is -1.04, which is lower than the IYW Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of UYM and IYW, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.04
-0.29
UYM
IYW

Dividends

UYM vs. IYW - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.32%, more than IYW's 0.26% yield.


TTM20242023202220212020201920182017201620152014
UYM
ProShares Ultra Basic Materials
1.32%0.97%0.28%0.87%0.52%0.56%1.24%0.94%0.38%0.55%0.42%0.42%
IYW
iShares U.S. Technology ETF
0.26%0.21%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%

Drawdowns

UYM vs. IYW - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, which is greater than IYW's maximum drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for UYM and IYW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.03%
-25.32%
UYM
IYW

Volatility

UYM vs. IYW - Volatility Comparison

ProShares Ultra Basic Materials (UYM) has a higher volatility of 18.30% compared to iShares U.S. Technology ETF (IYW) at 12.46%. This indicates that UYM's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.30%
12.46%
UYM
IYW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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