through: Oct 23, 2020

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2019 2018 2017

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $3,057 +0.6%
+3.8%
+63.5% -14.6% +44.4%
TQQQ +3x ProShares Leveraged NASDAQ-100 $8,542 +0.6%
+60.9%
+133.8% -19.8% +118.1%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN N/A +0.6%
-19.8%
-13.4% +4.9% -11.4%
DOG -1x ProShares Short Dow 30 $382 +0.1%
-13.2%
-18.4% +3.6% -21.5%
DWSH AdvisorShares Dorsey Short ETF N/A -0.9%
-27.0%
-25.3% N/A N/A
EFZ -1x ProShares Short MSCI EAFE Index $31 -0.6%
-3.9%
-16.6% +16.3% -20.2%
EUM -1x ProShares Short MSCI Emerging Markets $61 -0.5%
-14.0%
-15.3% +14.6% -28.1%
MYY -1x ProShares Short S&P MidCap 400 $24 -0.7%
-14.0%
-20.0% +12.8% -14.6%
PSQ -1x Proshares Short QQQ $568 -0.3%
-34.5%
-27.5% -2.3% -24.8%
REK -1x Proshares Short DJ Real Estate $21 -0.5%
-5.2%
-21.0% +4.6% -9.3%
RWM -1x ProShares Short Russell 2000 $460 -0.6%
-15.7%
-19.8% +11.6% -13.6%
SEF -1x Proshares Short DJ U.S. Financials $24 -0.3%
-4.1%
-23.5% +10.4% -17.1%
SH -1x ProShares Short S&P 500 Index $2,754 -0.3%
-18.1%
-22.1% +4.9% -17.4%
SJB -1x ProShares Short iBoxx High-Yield $88 -0.1%
-4.8%
-11.4% +2.5% -6.2%
TBF -1x ProShares Short 20+ Year Treasury $175 -0.6%
-18.9%
-11.0% +3.3% -8.5%
TBX -1x ProShares Short 7-10 Yr Treasury $17 -0.2%
-9.9%
-5.2% +1.3% -2.6%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $226 +0.7%
+14.6%
+46.7% -24.9% +40.5%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $180 -2.2%
-94.4%
+57.1% -37.2% +30.8%
DDM +2x ProShares Leveraged Long Dow 30 $391 -0.2%
-11.9%
+48.0% -13.5% +59.6%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $107 -0.8%
-80.2%
+12.5% -40.2% -7.4%
EET +2x ProShares Lev Long MSCI Emerg Mkts $18 +1.0%
-5.6%
+31.9% -33.8% +82.4%
EFO +2x ProShares Lev Long MSCI EAFE $8 +1.3%
-19.9%
+40.9% -30.9% +51.8%
ERX Direxion Daily Energy Bull 2x ETF $354 -1.1%
-94.5%
+17.1% -55.9% -11.6%
EZJ +2x ProShares Leveraged Long Japan $4 +0.1%
-5.9%
+33.8% -31.1% +49.1%
GUSH Direxion Daliy S&P Oil & Gas E&P Bull 2x $436 +0.5%
-98.3%
-52.7% -74.3% -40.2%
JNUG Direxion Junior Gold Miners Bull 2x ETF $916 -2.3%
-84.0%
+82.4% -48.1% -20.2%
MVV +2x ProShares Leveraged Long S&P Midcap $129 +1.4%
-18.4%
+49.5% -25.5% +30.8%
NUGT Direxion Daily Gold Miners Bull 2x ETF $1,247 -1.8%
-52.5%
+100.7% -44.5% +3.7%
QLD +2x ProShares Leveraged Long Nasdaq-100 $3,578 +0.5%
+57.1%
+81.7% -8.3% +70.3%
ROM +2x ProShares Leveraged Long DJ Technology $714 +0.7%
+54.1%
+102.1% -9.9% +81.1%
RUSL Direxion Daily Russia Bull 2x ETF $68 +2.6%
-76.5%
+138.9% -40.2% +1.0%
RXL +2x ProShares Ultra Health Care $112 +0.5%
+7.0%
+40.4% +3.4% +46.9%
SAA +2x ProShares Lev S&P SmallCap 600 $18 +1.1%
-30.9%
+42.4% -23.0% +23.9%
UPW +2x ProShares Ultra Utilities $15 +0.8%
-14.0%
+48.6% +2.3% +22.6%
USD +2x ProShares Ultra Semiconductor $94 -1.6%
+32.0%
+110.4% -26.9% +81.7%
UWM +2x ProShares Leveraged Long Russell 2000 $168 +1.2%
-18.7%
+48.6% -25.9% +26.9%
UYG +2x ProShares Leveraged Long DJ Financials $499 +0.6%
-37.5%
+66.2% -22.6% +39.3%
UYM +2x ProShares Leveraged Long Materials $36 +0.6%
-4.9%
+35.1% -35.7% +51.5%
XPP +2x ProShares Lev Long FTSE China $33 +0.6%
-1.3%
+24.9% -31.4% +80.2%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $18 +0.9%
+41.1%
-23.5% +36.2% -1.1%
DUST Direxion Daily Gold Miners Bear -2x ETF $136 +1.9%
-86.4%
-75.1% -3.3% -51.0%
DXD -2x Proshares Leveraged Short Dow 30 $168 +0.2%
-33.6%
-35.3% +3.1% -38.6%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $11 -1.1%
-33.7%
-30.9% +24.1% -49.0%
EFU -2x ProShares Leveraged Short MSCI EAFE $2 -1.3%
-15.0%
-32.7% +32.3% -36.9%
EPV -2x ProShares Leveraged Short MSCI Europe $14 -1.7%
-16.8%
-36.1% +32.2% -39.8%
ERY Direxion Daily Energy Bear -2x ETF $27 +1.0%
+69.3%
-38.7% +45.5% -5.6%
FXP -2x ProShares Lev Short FTSE China 25 $28 -0.5%
-32.0%
-29.0% +12.5% -49.8%
JDST Direxion Junior Gold Miners Bear -2x ETF $90 +2.3%
-95.6%
-80.3% -1.6% -63.4%
MZZ -2x ProShares Leveraged Short S&P Midcap $6 -1.3%
-36.3%
-38.0% +22.9% -27.7%
QID -2x ProShares Leveraged Short QQQ $279 -0.4%
-62.1%
-49.6% -9.8% -44.0%
REW -2x ProShares Lev Short DJ Technology $4 -0.7%
-64.8%
-56.8% -10.0% -49.1%
SDS -2x ProShares Leveraged Short S&P 500 $1,083 -0.7%
-40.1%
-41.2% +6.1% -32.0%
SKF -2x ProShares Lev Short DJ Financials $34 -0.7%
-22.5%
-43.0% +16.4% -31.7%
TWM -2x ProShares Leveraged Short Russell 2000 $116 -1.3%
-39.7%
-38.4% +19.2% -26.4%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $850 -0.7%
+46.4%
+20.0% -22.1% +5.5%
DGP +2x PowerShares DB Gold Double Long ETN N/A -0.2%
+48.8%
+32.3% -7.5% +24.2%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $20 +1.2%
-21.3%
+30.2% N/A N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $74 +1.0%
+32.1%
+24.4% -6.5% +16.1%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $1,334 -3.9%
-94.7%
+53.8% -43.3% +0.3%
UGL +2x ProShares Leveraged Long Gold $312 -0.3%
+41.6%
+31.1% -8.0% +22.5%
UJB +2x Proshares Ultra High Yield Bond $5 +0.1%
-2.7%
+26.7% -6.1% +11.7%
ULE +2x ProShares Leveraged Long Euro Currency $6 +0.4%
+8.3%
-8.9% -13.4% +23.9%
URE +2x ProShares Lev Long DJ Real Estate $81 +1.1%
-35.5%
+57.9% -13.8% +16.6%
UST +2x ProShares Lev Long 7-10 Yr Tsy $32 +0.3%
+19.6%
+13.3% -1.1% +3.2%
YCL +2x Proshares Leveraged Long Yen Currency $3 +0.4%
+4.7%
-3.0% +0.2% +3.5%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short N/A +0.4%
-38.3%
-26.6% +8.2% -21.8%
EUO -2x ProShares Lev Short Euro Currency $60 -0.6%
-10.8%
+10.5% +14.4% -21.7%
GLL -2x ProShares Leveraged Short Gold $21 +0.2%
-40.7%
-26.9% +5.4% -23.7%
KOLD -2x ProShares UltraShort BBG Natural Gas $79 +4.4%
-17.7%
+82.9% -46.5% +72.0%
PST -2x ProShares Lev Short 7-10yr Treasury $34 -0.3%
-18.7%
-11.0% +1.7% -4.5%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $97 +3.9%
+39.4%
-58.5% +19.2% -22.4%
SRS -2x ProShares Short DJ Real Estate $36 -1.1%
-22.8%
-39.0% +6.0% -18.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $436 -1.1%
-36.9%
-22.9% +5.0% -17.2%
YCS -2x Proshares Leveraged Short Yen Currency $25 -0.3%
-8.4%
+3.4% -1.5% -6.6%
ZSL -2x ProShares Leveraged Short Silver $44 +0.7%
-68.1%
-27.8% +18.1% -19.0%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $140 +1.4%
-8.9%
+55.7% +2.8% +69.3%
DRN +3x Direxion Lev MSCI Real Estate $64 +1.8%
-63.2%
+82.0% -25.1% +7.6%
EDC +3x Direxion Lev MSCI Emerging Markets $152 +1.8%
-24.3%
+43.9% -49.9% +138.6%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $21 +2.7%
-45.9%
+72.6% -46.4% +91.3%
FAS +3x Direxion Lev Rus 1000 Financials $1,646 +1.5%
-57.6%
+113.1% -33.8% +67.4%
FNGU +3x Leveraged MicroSectors FANG+ Index $751 +2.3%
+257.3%
+117.3% N/A N/A
INDL +3x Direxion Daily MSCI India Bull 3x ETF $113 +1.7%
-49.5%
+3.2% -34.3% +128.0%
LABU +3x DRXN S&P Biotech Bull 3x Shares $479 +1.2%
+6.9%
+75.5% -57.6% +149.1%
MIDU +3x Direxion Leveraged MidCap S&P 400 $48 +2.0%
-44.3%
+77.4% -39.2% +46.9%
RETL +3x Direxion Leveraged Retail Sector Bull $39 +2.3%
+0.6%
+23.4% -35.2% -1.3%
SOXL +3x Direxion Philadelphia Semiconductor $1,574 -1.5%
+5.9%
+231.9% -39.1% +141.7%
SPXL +3x Direxion Leveraged S&P 500 $1,546 +0.9%
-12.9%
+102.8% -25.1% +71.0%
TECL +3x DirexionTechnology Bull $2,105 -0.6%
+30.9%
+185.6% -24.0% +124.8%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $300 +1.4%
+39.8%
+34.7% -11.0% +22.7%
TNA +3x Direxion Leveraged Russell 2000 $1,044 +1.7%
-45.7%
+71.9% -39.9% +39.2%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $24 +0.7%
+28.7%
+17.9% +0.7% +5.6%
UDOW +3x ProShares Leveraged Dow 30 $792 -0.4%
-33.4%
+75.3% -23.9% +99.1%
UPRO +3x ProShares Leveraged S&P 500 $1,716 +0.9%
-12.5%
+102.3% -25.1% +71.4%
URTY +3x ProShares Ultrapro Russell 2000 $241 +1.8%
-45.6%
+72.4% -39.6% +38.9%
YINN +3x Direxion Leveraged FTSE China $292 +1.0%
-18.0%
+29.0% -48.5% +129.8%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $39 -1.4%
-53.3%
-43.0% +32.9% -64.1%
FAZ -3x Direxion Lev Rus 1000 Financials $298 -1.3%
-54.4%
-58.6% +16.9% -46.2%
LABD -3x Direxion Daily S&P Biotech Bear $71 -1.0%
-80.3%
-70.8% -6.3% -75.7%
SDOW -3x ProShares Leveraged Short Dow 30 $561 +0.3%
-55.7%
-49.5% -0.2% -52.3%
SOXS -3x Direxion Daily Semiconductor Bear $101 +1.6%
-86.9%
-83.8% -19.4% -69.4%
SPXS -3x Direxion Leveraged Short S&P 500 $776 -1.1%
-60.9%
-56.4% +3.4% -44.5%
SPXU -3x ProShares Leveraged Short S&P 500 $991 -1.0%
-60.9%
-56.3% +4.0% -44.2%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $1,314 -0.7%
-80.7%
-65.9% -20.7% -58.7%
SRTY -3x ProShares Lev Short Russell 2000 $162 -1.8%
-63.6%
-53.8% +23.4% -38.3%
TECS -3x Direxion Technology Bear $49 +0.3%
-82.7%
-73.8% -19.1% -60.8%
TMV -3x Direxion Lev Short 20-Yr Treasury $87 -2.3%
-52.9%
-34.2% +4.0% -26.5%
TYO -3x Direxion daily 7-10 Yr Trs Bear $7 -0.6%
-27.4%
-18.7% -1.4% -8.9%
TZA -3x Direxion Leveraged Russell 2000 $603 -1.7%
-63.2%
-53.3% +25.1% -38.2%
YANG -3x Direxion Daily FTSE China Bear $50 -1.2%
-49.7%
-40.7% +13.1% -64.9%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $499 -0.2%
+11.7%
N/A N/A N/A
PUTW WisdomTree CBOE S&P500 PutWriteStrat $118 +0.3%
-4.8%
+13.6% -7.1% +10.1%
SVXY -0.5x Proshares Inverse VIX Short-Term $485 -0.1%
-42.7%
+54.2% -91.8% +181.8%
SWAN Amplify BlackSwan ETF $595 +0.4%
+11.0%
+22.0% N/A N/A
TAIL Cambria Tail Risk ETF $325 +0.1%
+9.9%
-14.3% +2.9% N/A
UVXY +1.5x ProShares Leveraged VIX Short-Term $1,387 +0.2%
+29.7%
-84.2% +60.1% -94.2%
VIXM ProShares S&P 500 VIX Mid-Term Futures $92 +0.2%
+82.0%
-20.4% +26.4% -50.0%
VIXY ProShares S&P 500 VIX Short-Term Futures $288 +0.1%
+46.2%
-67.8% +66.8% -72.8%
VXX iPath B S&P 500 VIX S-T Futs ETN $1,039 +0.1%
+46.6%
-67.8% N/A N/A
XVZ iPath S&P 500 Dynamic VIX ETN $9 -0.7%
+109.2%
-6.8% -9.6% -17.2%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Aug-2020