WCPIX vs. RYEUX

Last updated Jun 26, 2026

WCPIX (Communication Services UltraSector ProFund) and RYEUX (Rydex Europe 1.25x Strategy Fund) are both Leveraged Equities funds. Over the past 10 years, WCPIX returned 1.20%/yr vs 9.46%/yr for RYEUX. A 0.52 correlation means they provide meaningful diversification when combined. WCPIX charges 1.78%/yr vs 1.69%/yr for RYEUX.

Performance

WCPIX vs. RYEUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services UltraSector ProFund (WCPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCPIX achieves a -15.35% return, which is significantly lower than RYEUX's 6.43% return. Over the past 10 years, WCPIX has underperformed RYEUX with an annualized return of 1.20%, while RYEUX has yielded a comparatively higher 9.46% annualized return.

WCPIX

• 1D: -1.12%
• 1M: -11.52%
• YTD: -15.35%
• 6M: -15.81%
• 1Y: -1.43%
• 3Y*: -22.02%
• 5Y*: -20.44%
• 10Y*: 1.20%

RYEUX

• 1D: -0.12%
• 1M: -0.79%
• YTD: 6.43%
• 6M: 5.58%
• 1Y: 19.95%
• 3Y*: 13.21%
• 5Y*: 8.04%
• 10Y*: 9.46%

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

WCPIX vs. RYEUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCPIX Communication Services UltraSector ProFund	-15.35%	28.70%	-63.14%	78.07%	-54.07%	25.49%	33.81%	21.51%	22.32%	-1.70%
RYEUX Rydex Europe 1.25x Strategy Fund	6.43%	32.95%	-2.61%	19.53%	-12.87%	18.73%	0.35%	29.80%	-18.72%	28.14%

Correlation

The correlation between WCPIX and RYEUX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.52

The correlation between WCPIX and RYEUX has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

Return for Risk

WCPIX vs. RYEUX — Risk / Return Rank

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

WCPIX

WCPIX Risk / Return Rank: 3
WCPIX Sharpe Ratio Rank: 3
WCPIX Sortino Ratio Rank: 3
WCPIX Omega Ratio Rank: 3
WCPIX Calmar Ratio Rank: 3
WCPIX Martin Ratio Rank: 3

RYEUX

RYEUX Risk / Return Rank: 18
RYEUX Sharpe Ratio Rank: 17
RYEUX Sortino Ratio Rank: 18
RYEUX Omega Ratio Rank: 17
RYEUX Calmar Ratio Rank: 18
RYEUX Martin Ratio Rank: 20

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.

WCPIX vs. RYEUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services UltraSector ProFund (WCPIX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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.

	WCPIX	RYEUX	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	0.94	-1.02
Sortino ratio: Return per unit of downside risk	0.03	1.44	-1.41
Omega ratio: Gain probability vs. loss probability	1.00	1.17	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.09	1.24	-1.33
Martin ratio: Return relative to average drawdown	-0.26	4.13	-4.38

WCPIX vs. RYEUX - Sharpe Ratio Comparison

The current WCPIX Sharpe Ratio is -0.08, which is lower than the RYEUX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of WCPIX and RYEUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WCPIX vs. RYEUX - Drawdown Comparison

The maximum WCPIX drawdown since its inception was -98.94%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for WCPIX and RYEUX.

Drawdown Indicators

	WCPIX	RYEUX	Difference
Max Drawdown Largest peak-to-trough decline	-98.94%	-76.19%	-22.75%
Max Drawdown (1Y) Largest decline over 1 year	-17.52%	-15.24%	-2.28%
Max Drawdown (3Y) Largest decline over 3 years	-77.46%	-18.54%	-58.92%
Max Drawdown (5Y) Largest decline over 5 years	-77.87%	-33.39%	-44.48%
Max Drawdown (10Y) Largest decline over 10 years	-77.87%	-42.08%	-35.79%
Current Drawdown Current decline from peak	-94.11%	-3.83%	-90.28%
Average Drawdown Average peak-to-trough decline	-87.65%	-37.25%	-50.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.12%	4.57%	+1.55%

Volatility

WCPIX vs. RYEUX - Volatility Comparison

Communication Services UltraSector ProFund (WCPIX) has a higher volatility of 7.06% compared to Rydex Europe 1.25x Strategy Fund (RYEUX) at 5.97%. This indicates that WCPIX's price experiences larger fluctuations and is considered to be riskier than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCPIX	RYEUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.06%	5.97%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	15.43%	17.00%	-1.57%
Volatility (1Y) Calculated over the trailing 1-year period	20.25%	20.06%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.60%	21.11%	+24.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.82%	22.16%	+17.66%

WCPIX vs. RYEUX - Expense Ratio Comparison

WCPIX has a 1.78% expense ratio, which is higher than RYEUX's 1.69% expense ratio.

Dividends

WCPIX vs. RYEUX - Dividend Comparison

WCPIX's dividend yield for the trailing twelve months is around 1.65%, less than RYEUX's 5.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RYEUX Rydex Europe 1.25x Strategy Fund	5.59%	5.95%	12.32%	0.67%	0.00%	0.00%	5.03%	0.46%	8.58%	0.25%	0.91%	0.15%
WCPIX Communication Services UltraSector ProFund	1.65%	1.40%	0.00%	0.00%	0.00%	4.15%	0.00%	2.97%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCPIX and RYEUX in my portfolio?

WCPIX and RYEUX 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.

Which is riskier, WCPIX or RYEUX?

WCPIX has higher volatility (7.06%) compared to RYEUX (5.97%). In terms of maximum drawdown, WCPIX dropped -98.94% vs RYEUX's -76.19%.

Which has better risk-adjusted returns?

RYEUX currently has the higher Sharpe Ratio (0.94 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.