through: Jan 15, 2021

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2020 2019 2018

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $3,113 -1.5%
+0.8%
+21.5% +63.5% -14.6%
TQQQ +3x ProShares Leveraged NASDAQ-100 $9,199 -2.4%
-2.4%
+110.1% +133.8% -19.8%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $19 +1.1%
+4.2%
-20.8% -13.4% +4.9%
DOG -1x ProShares Short Dow 30 $318 +0.6%
-0.9%
-20.4% -18.4% +3.6%
DWSH AdvisorShares Dorsey Short ETF $38 +1.2%
-8.1%
-49.9% -25.3% N/A
EFZ -1x ProShares Short MSCI EAFE Index $11 +1.4%
-2.0%
-16.0% -16.6% +16.3%
EUM -1x ProShares Short MSCI Emerging Markets $26 +1.3%
-5.1%
-24.4% -15.3% +14.6%
MYY -1x ProShares Short S&P MidCap 400 $19 +1.0%
-4.9%
-25.9% -20.0% +12.8%
PSQ -1x Proshares Short QQQ $524 +0.8%
+0.3%
-41.2% -27.5% -2.3%
REK -1x Proshares Short DJ Real Estate $12 -1.2%
+0.8%
-11.3% -21.0% +4.6%
RWM -1x ProShares Short Russell 2000 $259 +1.6%
-7.2%
-31.0% -19.8% +11.6%
SEF -1x Proshares Short DJ U.S. Financials $14 +1.1%
-2.1%
-16.9% -23.5% +10.4%
SH -1x ProShares Short S&P 500 Index $1,792 +0.8%
-0.5%
-25.1% -22.1% +4.9%
SJB -1x ProShares Short iBoxx High-Yield $62 +0.1%
+0.3%
-9.2% -11.4% +2.5%
TBF -1x ProShares Short 20+ Year Treasury $264 -0.5%
+3.5%
-19.4% -11.0% +3.3%
TBX -1x ProShares Short 7-10 Yr Treasury $19 -0.3%
+1.2%
-10.0% -5.2% +1.3%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $239 -0.5%
+13.4%
+39.8% +46.7% -24.9%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $233 -8.5%
-1.4%
-91.4% +57.1% -37.2%
DDM +2x ProShares Leveraged Long Dow 30 $403 -1.2%
+1.6%
+2.1% +48.0% -13.5%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $121 -7.8%
+26.4%
-70.3% +12.5% -40.2%
EET +2x ProShares Lev Long MSCI Emerg Mkts $61 -2.7%
+10.6%
+18.9% +31.9% -33.8%
EFO +2x ProShares Lev Long MSCI EAFE $12 -3.0%
+3.5%
+2.3% +40.9% -30.9%
ERX Direxion Daily Energy Bull 2x ETF $423 -8.0%
+26.3%
-91.6% +17.1% -55.9%
EZJ +2x ProShares Leveraged Long Japan $6 -3.3%
+3.2%
+22.2% +33.8% -31.1%
GUSH Direxion Daliy S&P Oil & Gas E&P Bull 2x $490 -6.8%
+38.6%
-97.4% -52.7% -74.3%
JNUG Direxion Junior Gold Miners Bull 2x ETF $879 -9.7%
-18.1%
-85.5% +82.4% -48.1%
MVV +2x ProShares Leveraged Long S&P Midcap $156 -2.0%
+10.2%
+6.2% +49.5% -25.5%
NUGT Direxion Daily Gold Miners Bull 2x ETF $1,287 -6.5%
-8.9%
-60.2% +100.7% -44.5%
QLD +2x ProShares Leveraged Long Nasdaq-100 $3,819 -1.6%
-1.3%
+88.9% +81.7% -8.3%
ROM +2x ProShares Leveraged Long DJ Technology $713 -1.6%
-2.8%
+80.4% +102.1% -9.9%
RUSL Direxion Daily Russia Bull 2x ETF $68 -3.9%
+12.7%
-68.7% +138.9% -40.2%
RXL +2x ProShares Ultra Health Care $120 +0.6%
+6.9%
+19.2% +40.4% +3.4%
SAA +2x ProShares Lev S&P SmallCap 600 $26 -3.2%
+17.0%
-1.8% +42.4% -23.0%
UPW +2x ProShares Ultra Utilities $12 +2.0%
+0.8%
-17.2% +48.6% +2.3%
USD +2x ProShares Ultra Semiconductor $169 -4.8%
+11.2%
+68.2% +110.4% -26.9%
UWM +2x ProShares Leveraged Long Russell 2000 $596 -2.9%
+15.2%
+16.6% +48.6% -25.9%
UYG +2x ProShares Leveraged Long DJ Financials $588 -2.1%
+4.0%
-20.3% +66.2% -22.6%
UYM +2x ProShares Leveraged Long Materials $43 -3.7%
+9.7%
+16.6% +35.1% -35.7%
XPP +2x ProShares Lev Long FTSE China $36 +0.0%
+9.7%
+7.1% +24.9% -31.4%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $18 +7.9%
-23.0%
-24.6% -23.5% +36.2%
DUST Direxion Daily Gold Miners Bear -2x ETF $77 +6.7%
+5.9%
-85.7% -75.1% -3.3%
DXD -2x Proshares Leveraged Short Dow 30 $138 +1.2%
-1.7%
-44.6% -35.3% +3.1%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $7 +2.9%
-10.2%
-48.9% -30.9% +24.1%
EFU -2x ProShares Leveraged Short MSCI EAFE $2 +2.9%
-4.0%
-35.5% -32.7% +32.3%
EPV -2x ProShares Leveraged Short MSCI Europe $10 +3.5%
-3.0%
-37.3% -36.1% +32.2%
ERY Direxion Daily Energy Bear -2x ETF $35 +8.0%
-23.2%
-11.9% -38.7% +45.5%
FXP -2x ProShares Lev Short FTSE China 25 $21 +0.1%
-9.5%
-39.5% -29.0% +12.5%
JDST Direxion Junior Gold Miners Bear -2x ETF $66 +9.5%
+16.3%
-95.9% -80.3% -1.6%
MZZ -2x ProShares Leveraged Short S&P Midcap $3 +1.6%
-10.1%
-53.1% -38.0% +22.9%
QID -2x ProShares Leveraged Short QQQ $228 +1.7%
+0.7%
-69.7% -49.6% -9.8%
REW -2x ProShares Lev Short DJ Technology $5 +1.7%
+2.3%
-71.3% -56.8% -10.0%
SDS -2x ProShares Leveraged Short S&P 500 $748 +1.6%
-1.0%
-50.1% -41.2% +6.1%
SKF -2x ProShares Lev Short DJ Financials $22 +2.2%
-4.2%
-42.4% -43.0% +16.4%
TWM -2x ProShares Leveraged Short Russell 2000 $82 +2.9%
-14.4%
-60.0% -38.4% +19.2%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $799 -6.6%
-14.4%
+62.0% +20.0% -22.1%
DGP +2x PowerShares DB Gold Double Long ETN $144 -2.5%
-8.0%
+45.3% +32.3% -7.5%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $21 +0.2%
-3.1%
-15.4% +30.2% N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $43 +0.8%
-7.6%
+31.9% +24.4% -6.5%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $877 -4.7%
+13.5%
-92.9% +53.8% -43.3%
UGL +2x ProShares Leveraged Long Gold $278 -2.4%
-8.5%
+39.0% +31.1% -8.0%
UJB +2x Proshares Ultra High Yield Bond $17 -0.2%
+0.0%
+5.1% +26.7% -6.1%
ULE +2x ProShares Leveraged Long Euro Currency $5 -1.1%
-2.4%
+14.7% -8.9% -13.4%
URE +2x ProShares Lev Long DJ Real Estate $79 +2.3%
-2.5%
-28.1% +57.9% -13.8%
UST +2x ProShares Lev Long 7-10 Yr Tsy $33 +0.6%
-2.5%
+18.8% +13.3% -1.1%
YCL +2x Proshares Leveraged Long Yen Currency $3 -0.3%
-1.2%
+7.2% -3.0% +0.2%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $40 +2.0%
+4.3%
-37.1% -26.6% +8.2%
EUO -2x ProShares Lev Short Euro Currency $53 +1.3%
+2.2%
-16.0% +10.5% +14.4%
GLL -2x ProShares Leveraged Short Gold $19 +2.4%
+7.7%
-41.5% -26.9% +5.4%
KOLD -2x ProShares UltraShort BBG Natural Gas $24 -5.2%
-13.8%
+22.0% +82.9% -46.5%
PST -2x ProShares Lev Short 7-10yr Treasury $25 -0.7%
+2.3%
-18.7% -11.0% +1.7%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $100 +5.0%
-13.0%
-4.2% -58.5% +19.2%
SRS -2x ProShares Short DJ Real Estate $29 -2.4%
+1.6%
-33.0% -39.0% +6.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $509 -0.8%
+7.7%
-37.9% -22.9% +5.0%
YCS -2x Proshares Leveraged Short Yen Currency $24 +0.3%
+1.2%
-11.2% +3.4% -1.5%
ZSL -2x ProShares Leveraged Short Silver $27 +6.5%
+10.5%
-74.4% -27.8% +18.1%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $141 +0.9%
+9.6%
+4.9% +55.7% +2.8%
DRN +3x Direxion Lev MSCI Real Estate $62 +3.3%
-1.8%
-55.6% +82.0% -25.1%
EDC +3x Direxion Lev MSCI Emerging Markets $222 -4.2%
+15.5%
+6.1% +43.9% -49.9%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $34 -5.0%
+4.6%
-23.3% +72.6% -46.4%
FAS +3x Direxion Lev Rus 1000 Financials $2,093 -5.0%
+14.0%
-35.1% +113.1% -33.8%
FNGU +3x Leveraged MicroSectors FANG+ Index $1,259 -3.9%
-4.5%
+379.3% +117.3% N/A
INDL +3x Direxion Daily MSCI India Bull 3x ETF $118 -4.0%
+3.6%
-36.4% +3.2% -34.3%
LABU +3x DRXN S&P Biotech Bull 3x Shares $373 -3.0%
+23.8%
+74.7% +75.5% -57.6%
MIDU +3x Direxion Leveraged MidCap S&P 400 $71 -3.2%
+15.2%
-18.3% +77.4% -39.2%
RETL +3x Direxion Leveraged Retail Sector Bull $46 -7.3%
+38.2%
+63.0% +23.4% -35.2%
SOXL +3x Direxion Philadelphia Semiconductor $1,980 -6.3%
+21.6%
+70.0% +231.9% -39.1%
SPXL +3x Direxion Leveraged S&P 500 $1,631 -2.2%
+1.1%
+9.6% +102.8% -25.1%
TECL +3x DirexionTechnology Bull $1,927 -3.0%
-6.7%
+69.4% +185.6% -24.0%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $266 +1.1%
-11.1%
+39.0% +34.7% -11.0%
TNA +3x Direxion Leveraged Russell 2000 $1,470 -4.4%
+22.8%
-7.8% +71.9% -39.9%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $18 +0.6%
-4.0%
+27.5% +17.9% +0.7%
UDOW +3x ProShares Leveraged Dow 30 $717 -1.8%
+2.3%
-17.2% +75.3% -23.9%
UPRO +3x ProShares Leveraged S&P 500 $1,749 -2.2%
+1.2%
+10.1% +102.3% -25.1%
URTY +3x ProShares Ultrapro Russell 2000 $316 -4.5%
+22.8%
-7.7% +72.4% -39.6%
YINN +3x Direxion Leveraged FTSE China $282 -0.2%
+14.4%
-7.8% +29.0% -48.5%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $25 +4.2%
-15.1%
-68.8% -43.0% +32.9%
FAZ -3x Direxion Lev Rus 1000 Financials $201 +4.9%
-14.4%
-73.9% -58.6% +16.9%
LABD -3x Direxion Daily S&P Biotech Bear $157 +3.1%
-21.9%
-89.7% -70.8% -6.3%
SDOW -3x ProShares Leveraged Short Dow 30 $518 +1.9%
-2.6%
-66.5% -49.5% -0.2%
SOXS -3x Direxion Daily Semiconductor Bear $97 +5.9%
-20.1%
-92.9% -83.8% -19.4%
SPXS -3x Direxion Leveraged Short S&P 500 $534 +2.2%
-1.7%
-70.5% -56.4% +3.4%
SPXU -3x ProShares Leveraged Short S&P 500 $657 +2.1%
-1.9%
-70.4% -56.3% +4.0%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $1,404 +2.4%
+0.9%
-86.4% -65.9% -20.7%
SRTY -3x ProShares Lev Short Russell 2000 $120 +3.8%
-21.6%
-80.6% -53.8% +23.4%
TECS -3x Direxion Technology Bear $72 +3.0%
+5.2%
-87.8% -73.8% -19.1%
TMV -3x Direxion Lev Short 20-Yr Treasury $118 -1.2%
+11.4%
-54.1% -34.2% +4.0%
TYO -3x Direxion daily 7-10 Yr Trs Bear $7 -0.4%
+6.2%
-28.6% -18.7% -1.4%
TZA -3x Direxion Leveraged Russell 2000 $408 +4.4%
-21.1%
-80.4% -53.3% +25.1%
YANG -3x Direxion Daily FTSE China Bear $35 +0.1%
-14.0%
-58.6% -40.7% +13.1%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $974 -0.2%
+1.1%
+14.6% N/A N/A
PUTW WisdomTree CBOE S&P500 PutWriteStrat $104 +0.4%
+0.9%
+1.7% +13.6% -7.1%
SVXY -0.5x Proshares Inverse VIX Short-Term $392 -1.5%
-1.7%
-36.5% +54.2% -91.8%
SWAN Amplify BlackSwan ETF $759 -0.2%
-1.0%
+16.2% +22.0% N/A
TAIL Cambria Tail Risk ETF $368 +0.8%
-1.4%
+6.9% -14.3% +2.9%
UVXY +1.5x ProShares Leveraged VIX Short-Term $1,527 +3.9%
+2.3%
-17.4% -84.2% +60.1%
VIXM ProShares S&P 500 VIX Mid-Term Futures $74 +1.8%
+4.0%
+72.4% -20.4% +26.4%
VIXY ProShares S&P 500 VIX Short-Term Futures $318 +2.5%
+2.0%
+10.5% -67.8% +66.8%
VXX iPath B S&P 500 VIX S-T Futs ETN $924 +2.6%
+1.9%
+11.0% -67.8% N/A
XVZ iPath S&P 500 Dynamic VIX ETN $13 +0.1%
+1.1%
+93.8% -6.8% -9.6%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Dec-2020