UYM vs. NTSD
UYM (ProShares Ultra Basic Materials) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. UYM is passively managed, while NTSD is actively managed. A 0.63 correlation means they provide meaningful diversification when combined. UYM charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
UYM vs. NTSD - Performance Comparison
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Returns By Period
UYM
- 1D
- -2.78%
- 1M
- 2.44%
- YTD
- 22.19%
- 6M
- 20.07%
- 1Y
- 29.81%
- 3Y*
- 11.26%
- 5Y*
- 5.73%
- 10Y*
- 12.37%
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UYM vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UYM ProShares Ultra Basic Materials | 9.13% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
Correlation
The correlation between UYM and NTSD is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.63 |
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Return for Risk
UYM vs. NTSD — Risk / Return Rank
UYM
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UYM vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UYM | NTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.16 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | — | — |
| Martin ratioReturn relative to average drawdown | 3.31 | — | — |
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Drawdowns
UYM vs. NTSD - Drawdown Comparison
The maximum UYM drawdown since its inception was -92.77%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for UYM and NTSD.
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Drawdown Indicators
| UYM | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.77% | -5.58% | -87.19% |
Max Drawdown (1Y)Largest decline over 1 year | -23.85% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -43.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.31% | — | — |
Current DrawdownCurrent decline from peak | -11.50% | -2.97% | -8.53% |
Average DrawdownAverage peak-to-trough decline | -42.02% | -1.09% | -40.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | — | — |
Volatility
UYM vs. NTSD - Volatility Comparison
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Volatility by Period
| UYM | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 27.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.13% | 25.11% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.40% | 25.11% | +14.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.77% | 25.11% | +17.66% |
UYM vs. NTSD - Expense Ratio Comparison
UYM has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
UYM vs. NTSD - Dividend Comparison
UYM's dividend yield for the trailing twelve months is around 1.24%, 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% |
UYM ProShares Ultra Basic Materials | 1.24% | 1.47% | 0.98% | 0.28% | 0.88% | 0.52% | 0.56% | 1.24% | 0.94% | 0.38% | 0.55% | 0.42% |
Frequently Asked Questions
UYM and NTSD have a correlation of 0.63, 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 UYM.
UYM has the higher dividend yield at 1.24%, compared with 0.00% for NTSD.
They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for UYM and 0.35% for NTSD.
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