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WEBL vs. UDOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEBL vs. UDOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bull 3X Shares (WEBL) and ProShares UltraPro Dow30 (UDOW). The values are adjusted to include any dividend payments, if applicable.

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WEBL vs. UDOW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBL
Daily Dow Jones Internet Bull 3X Shares
-38.49%2.37%76.78%165.50%-91.04%2.73%132.56%13.47%
UDOW
ProShares UltraPro Dow30
-13.10%24.46%28.47%32.72%-32.39%65.67%-17.15%9.51%

Returns By Period

In the year-to-date period, WEBL achieves a -38.49% return, which is significantly lower than UDOW's -13.10% return.


WEBL

1D
10.51%
1M
-13.07%
YTD
-38.49%
6M
-47.90%
1Y
-10.71%
3Y*
23.40%
5Y*
-24.23%
10Y*

UDOW

1D
7.38%
1M
-16.17%
YTD
-13.10%
6M
-5.67%
1Y
16.04%
3Y*
23.31%
5Y*
10.24%
10Y*
20.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEBL vs. UDOW - Expense Ratio Comparison

WEBL has a 1.17% expense ratio, which is higher than UDOW's 0.95% expense ratio.


Return for Risk

WEBL vs. UDOW — Risk / Return Rank

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

WEBL
WEBL Risk / Return Rank: 1111
Overall Rank
WEBL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WEBL Sortino Ratio Rank: 1515
Sortino Ratio Rank
WEBL Omega Ratio Rank: 1515
Omega Ratio Rank
WEBL Calmar Ratio Rank: 99
Calmar Ratio Rank
WEBL Martin Ratio Rank: 88
Martin Ratio Rank

UDOW
UDOW Risk / Return Rank: 2727
Overall Rank
UDOW Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UDOW Sortino Ratio Rank: 2929
Sortino Ratio Rank
UDOW Omega Ratio Rank: 2929
Omega Ratio Rank
UDOW Calmar Ratio Rank: 2929
Calmar Ratio Rank
UDOW Martin Ratio Rank: 2828
Martin Ratio Rank
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.

WEBL vs. UDOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bull 3X Shares (WEBL) and ProShares UltraPro Dow30 (UDOW). 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.


WEBLUDOWDifference

Sharpe ratio

Return per unit of total volatility

-0.15

0.32

-0.47

Sortino ratio

Return per unit of downside risk

0.29

0.81

-0.52

Omega ratio

Gain probability vs. loss probability

1.04

1.11

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.22

0.65

-0.87

Martin ratio

Return relative to average drawdown

-0.55

2.13

-2.67

WEBL vs. UDOW - Sharpe Ratio Comparison

The current WEBL Sharpe Ratio is -0.15, which is lower than the UDOW Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of WEBL and UDOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEBLUDOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.32

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.23

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.50

-0.56

Correlation

The correlation between WEBL and UDOW is 0.63, 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.


Dividends

WEBL vs. UDOW - Dividend Comparison

WEBL's dividend yield for the trailing twelve months is around 0.32%, less than UDOW's 1.56% yield.


TTM20252024202320222021202020192018201720162015
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.32%0.25%0.00%0.00%0.00%4.79%0.00%0.06%0.00%0.00%0.00%0.00%
UDOW
ProShares UltraPro Dow30
1.56%1.38%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.26%0.21%

Drawdowns

WEBL vs. UDOW - Drawdown Comparison

The maximum WEBL drawdown since its inception was -94.44%, which is greater than UDOW's maximum drawdown of -80.29%. Use the drawdown chart below to compare losses from any high point for WEBL and UDOW.


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Drawdown Indicators


WEBLUDOWDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-80.29%

-14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-56.57%

-30.18%

-26.39%

Max Drawdown (5Y)

Largest decline over 5 years

-94.44%

-55.79%

-38.65%

Max Drawdown (10Y)

Largest decline over 10 years

-80.29%

Current Drawdown

Current decline from peak

-81.89%

-22.46%

-59.43%

Average Drawdown

Average peak-to-trough decline

-58.44%

-14.46%

-43.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.61%

9.21%

+13.40%

Volatility

WEBL vs. UDOW - Volatility Comparison

Daily Dow Jones Internet Bull 3X Shares (WEBL) has a higher volatility of 22.01% compared to ProShares UltraPro Dow30 (UDOW) at 14.74%. This indicates that WEBL's price experiences larger fluctuations and is considered to be riskier than UDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBLUDOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.01%

14.74%

+7.27%

Volatility (6M)

Calculated over the trailing 6-month period

44.90%

27.64%

+17.26%

Volatility (1Y)

Calculated over the trailing 1-year period

71.97%

50.20%

+21.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.81%

44.05%

+36.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.50%

51.68%

+31.82%