through: Jun 18, 2024

ETF Return Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2023 2022 2021

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $5,097 +0.5%
+29.0%
+46.7% -39.0% +60.6%
TQQQ +3x ProShares Leveraged NASDAQ-100 $21,365 +0.1%
+52.2%
+198.3% -79.1% +83.0%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN N/A +0.0%
-9.9%
-4.7% +4.9% +1.5%
DOG -1x ProShares Short Dow 30 $182 -0.1%
+0.2%
-7.1% +5.7% -19.2%
DWSH AdvisorShares Dorsey Short ETF $12 +1.1%
+7.8%
-22.0% +17.5% -25.7%
EFZ -1x ProShares Short MSCI EAFE Index $21 -0.4%
-2.6%
-10.4% +13.1% -12.7%
EUM -1x ProShares Short MSCI Emerging Markets $15 -0.8%
-4.2%
-3.9% +20.7% -1.3%
MYY -1x ProShares Short S&P MidCap 400 $5 -0.2%
-3.0%
-9.5% +10.2% -23.0%
PSQ -1x Proshares Short QQQ $559 +0.0%
-13.1%
-32.1% +36.4% -24.8%
REK -1x Proshares Short DJ Real Estate $18 -0.2%
+6.8%
-6.7% +29.2% -30.6%
RWM -1x ProShares Short Russell 2000 $165 -0.1%
+2.2%
-10.5% +18.3% -17.9%
SARK -1x AXS Short Innovation Daily ETF $138 +1.2%
+18.3%
-46.2% +82.0% N/A
SEF -1x Proshares Short DJ U.S. Financials $12 -0.5%
-5.7%
-8.9% +11.8% -27.0%
SH -1x ProShares Short S&P 500 Index $991 -0.2%
-10.3%
-14.8% +18.1% -24.2%
SJB -1x ProShares Short iBoxx High-Yield $95 -0.3%
+0.5%
-5.6% +9.6% -6.7%
TBF -1x ProShares Short 20+ Year Treasury $102 -0.6%
+6.3%
+2.5% +42.4% +1.3%
TBX -1x ProShares Short 7-10 Yr Treasury $20 -0.4%
+4.0%
+4.0% +18.3% +1.7%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $88 -1.9%
-0.5%
-1.1% -28.8% -6.0%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $89 +0.5%
-39.1%
+55.3% +8.0% -39.2%
DDM +2x ProShares Leveraged Long Dow 30 $384 +0.2%
+4.1%
+24.3% -19.5% +42.0%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $119 +0.7%
+8.5%
-13.0% +125.4% +115.6%
EET +2x ProShares Lev Long MSCI Emerg Mkts $16 +1.7%
+10.0%
+7.1% -43.1% -10.9%
EFO +2x ProShares Lev Long MSCI EAFE $11 +0.7%
+7.7%
+25.8% -33.6% +19.4%
ERX +2x Direxion Daily Energy Bull ETF $350 +1.0%
+8.9%
-12.3% +130.7% +111.8%
EZJ +2x ProShares Leveraged Long Japan $9 +0.3%
+4.7%
+30.8% -38.2% -2.0%
GUSH +2x Direxion Daily S&P Oil & Gas E&P Bull $454 +0.3%
+5.0%
-7.3% +66.5% +129.9%
JNUG Direxion Junior Gold Miners Bull 2x ETF $325 +2.3%
+12.1%
-4.8% -43.6% -46.6%
MVV +2x ProShares Leveraged Long S&P Midcap $138 +0.5%
+7.7%
+22.5% -31.9% +48.6%
NUGT Direxion Daily Gold Miners Bull 2x ETF $542 +2.9%
+8.1%
+2.6% -32.1% -26.3%
QLD +2x ProShares Leveraged Long Nasdaq-100 $6,316 +0.0%
+34.9%
+117.1% -60.5% +54.7%
ROM +2x ProShares Leveraged Long DJ Technology $667 +0.2%
+38.0%
+130.7% -63.9% +77.8%
RXL +2x ProShares Ultra Health Care $87 +0.2%
+11.4%
-3.1% -15.3% +48.1%
SAA +2x ProShares Lev S&P SmallCap 600 $33 +0.3%
-8.2%
+21.3% -36.2% +51.8%
UPW +2x ProShares Ultra Utilities $16 -0.1%
+15.7%
-22.3% -4.6% +32.6%
USD +2x ProShares Ultra Semiconductor $1,002 +4.3%
+202.4%
+228.8% -68.6% +104.3%
UWM +2x ProShares Leveraged Long Russell 2000 $203 +0.3%
-3.6%
+22.6% -43.7% +23.9%
UYG +2x ProShares Leveraged Long DJ Financials $681 +1.1%
+16.4%
+22.2% -32.1% +67.9%
UYM +2x ProShares Leveraged Long Materials $46 -0.2%
+6.2%
+17.5% -23.1% +54.6%
XPP +2x ProShares Lev Long FTSE China $11 +0.7%
+13.8%
-34.7% -50.1% -40.4%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $20 -0.8%
-9.3%
-2.3% -73.0% -68.1%
DUST Direxion Daily Gold Miners Bear -2x ETF $167 -2.8%
-21.8%
-27.7% -22.7% -4.8%
DXD -2x Proshares Leveraged Short Dow 30 $74 -0.2%
-2.6%
-18.8% +7.1% -35.2%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $5 -1.8%
-10.7%
-13.1% +37.0% -5.0%
EFU -2x ProShares Leveraged Short MSCI EAFE $1 -0.8%
-9.2%
-25.4% +22.9% -24.6%
EPV -2x ProShares Leveraged Short MSCI Europe $21 -0.9%
-10.4%
-30.8% +15.5% -31.6%
ERY Direxion Daily Energy Bear -2x ETF $24 -0.8%
-9.2%
-0.3% -73.6% -68.0%
FXP -2x ProShares Lev Short FTSE China 25 $15 -0.4%
-23.7%
+12.7% -11.7% +23.6%
JDST Direxion Junior Gold Miners Bear -2x ETF $86 -3.0%
-28.0%
-28.4% -26.2% +11.0%
MZZ -2x ProShares Leveraged Short S&P Midcap $2 -0.8%
-7.6%
-23.7% +13.0% -42.1%
QID -2x ProShares Leveraged Short QQQ $259 +0.1%
-26.9%
-57.2% +66.3% -44.9%
REW -2x ProShares Lev Short DJ Technology $4 -1.2%
-31.4%
-61.4% +65.0% -53.6%
SDS -2x ProShares Leveraged Short S&P 500 $572 -0.5%
-21.5%
-31.6% +30.7% -43.0%
SKF -2x ProShares Lev Short DJ Financials $15 -1.2%
-13.2%
-21.8% +17.6% -47.7%
TWM -2x ProShares Leveraged Short Russell 2000 $72 -0.3%
+0.1%
-26.9% +28.4% -35.4%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $540 +0.4%
+41.6%
-15.1% -7.9% -32.3%
BOIL +2x ProShares Ultra Bloomberg Natural Gas $499 +7.7%
-28.4%
-92.0% -31.9% +23.8%
DGP +2x PowerShares DB Gold Double Long ETN N/A +0.7%
+23.8%
+17.0% -5.5% -11.3%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $10 +1.1%
+3.7%
+8.8% -39.1% +8.0%
TUA Simplify Leveraged Short Term Treasury ETF $517 +0.7%
-5.1%
-2.0% N/A N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $92 +1.5%
-9.2%
-3.7% -55.5% -12.1%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $543 +2.3%
+26.5%
-13.9% +39.7% +139.3%
UGL +2x ProShares Leveraged Long Gold $225 +0.7%
+21.4%
+15.6% -7.6% -12.3%
UJB +2x Proshares Ultra High Yield Bond $8 +0.6%
+2.3%
+17.7% -23.3% +6.6%
ULE +2x ProShares Leveraged Long Euro Currency $6 +0.1%
-5.1%
+5.1% -15.5% -15.7%
URE +2x ProShares Lev Long DJ Real Estate $58 +0.7%
-10.8%
+11.6% -49.6% +88.2%
UST +2x ProShares Lev Long 7-10 Yr Tsy $19 +0.9%
-4.0%
+0.1% -30.2% -7.8%
YCL +2x Proshares Leveraged Long Yen Currency $43 +0.0%
-23.1%
-20.5% -26.9% -20.9%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short N/A +3.1%
-21.7%
-8.1% +2.8% +0.6%
EUO -2x ProShares Lev Short Euro Currency $37 -0.2%
+8.4%
-1.0% +13.9% +14.8%
GLL -2x ProShares Leveraged Short Gold $16 -1.0%
-18.5%
-14.9% -2.1% +1.7%
KOLD -2x ProShares UltraShort BBG Natural Gas $147 -7.7%
-19.5%
+249.8% -88.6% -74.4%
PST -2x ProShares Lev Short 7-10yr Treasury $17 -0.9%
+6.5%
+3.2% +38.6% +4.0%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $181 -2.1%
-24.3%
-12.4% -62.6% -72.6%
SRS -2x ProShares Short DJ Real Estate $41 -0.6%
+10.3%
-18.9% +54.7% -52.2%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $355 -1.6%
+10.1%
-2.4% +93.3% +2.9%
YCS -2x Proshares Leveraged Short Yen Currency $40 +0.1%
+32.3%
+28.7% +29.1% +22.4%
ZSL -2x ProShares Leveraged Short Silver $76 -0.4%
-39.3%
-5.5% -28.1% -2.0%

+3x Leveraged Long Products

BULZ 3x MicroSectors FANG Innovation ETN $1,067 -0.3%
+54.2%
+394.2% -92.3% N/A
CURE +3x Direxion Leveraged Healthcare Bull $190 +0.1%
+14.8%
-9.4% -20.5% +88.3%
DRN +3x Direxion Lev MSCI Real Estate $70 +1.3%
-17.9%
+12.1% -67.2% +153.4%
EDC +3x Direxion Lev MSCI Emerging Markets $83 +2.6%
+12.6%
+7.4% -60.2% -20.8%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $27 +1.7%
+12.2%
+44.1% -54.4% +46.6%
FAS +3x Direxion Lev Rus 1000 Financials $2,089 +1.7%
+23.3%
+14.9% -43.2% +116.6%
FNGU +3x Leveraged MicroSectors FANG+ Index $4,464 -1.2%
+94.0%
+438.1% -88.5% +30.9%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $90 +0.8%
+23.4%
+26.0% -22.9% +40.2%
LABU +3x DRXN S&P Biotech Bull 3x Shares $1,056 -3.3%
-15.3%
-13.4% -80.4% -64.2%
MIDU +3x Direxion Leveraged MidCap S&P 400 $95 +0.8%
+9.1%
+27.7% -49.3% +72.9%
NAIL +3x Direxion Daily Homebuilders & Supplies $275 -5.0%
-9.4%
+259.6% -75.2% +168.2%
NRGU +3x MicroSectors US Big Oil Leveraged ETN $1,979 +0.6%
+9.0%
-15.7% +202.7% +165.5%
RETL +3x Direxion Leveraged Retail Sector Bull $54 +0.3%
+5.1%
+33.6% -80.8% +101.0%
SOXL +3x Direxion Philadelphia Semiconductor $10,445 +4.1%
+107.9%
+227.0% -85.7% +118.8%
SPXL +3x Direxion Leveraged S&P 500 $4,457 +0.7%
+43.7%
+69.5% -56.6% +98.7%
TECL +3x DirexionTechnology Bull $3,068 +0.4%
+56.7%
+203.1% -74.3% +112.8%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $4,728 +2.8%
-16.3%
-13.0% -72.6% -19.8%
TNA +3x Direxion Leveraged Russell 2000 $1,915 +0.4%
-9.0%
+26.2% -62.5% +27.9%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $45 +1.3%
-7.2%
-2.8% -43.3% -11.4%
UDOW +3x ProShares Leveraged Dow 30 $703 +0.3%
+4.4%
+32.8% -32.4% +65.7%
UPRO +3x ProShares Leveraged S&P 500 $3,256 +0.7%
+43.5%
+68.6% -56.8% +98.6%
URTY +3x ProShares Ultrapro Russell 2000 $488 +0.6%
-8.8%
+24.5% -62.8% +28.5%
YINN +3x Direxion Leveraged FTSE China $905 +0.6%
+16.2%
-53.2% -72.0% -58.6%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $20 -2.9%
-15.3%
-20.3% +49.3% -8.7%
FAZ -3x Direxion Lev Rus 1000 Financials $135 -1.8%
-20.1%
-26.6% +1.2% -67.0%
LABD -3x Direxion Daily S&P Biotech Bear $122 +2.9%
-14.4%
-41.8% -32.7% +1.9%
SDOW -3x ProShares Leveraged Short Dow 30 $315 -0.3%
-5.1%
-28.9% +4.0% -49.0%
SOXS -3x Direxion Daily Semiconductor Bear $763 -3.8%
-65.5%
-84.6% +15.8% -80.9%
SPXS -3x Direxion Leveraged Short S&P 500 $557 -0.8%
-31.4%
-45.9% +36.1% -58.1%
SPXU -3x ProShares Leveraged Short S&P 500 $624 -0.7%
-31.7%
-46.1% +36.0% -57.9%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $3,021 -0.1%
-38.7%
-73.7% +82.4% -60.9%
SRTY -3x ProShares Lev Short Russell 2000 $127 -0.5%
-2.6%
-42.1% +29.0% -51.7%
TECS -3x Direxion Technology Bear $103 -0.5%
-43.1%
-74.5% +45.0% -67.9%
TMV -3x Direxion Lev Short 20-Yr Treasury $248 -2.8%
+13.4%
-9.7% +150.2% +0.8%
TYO -3x Direxion daily 7-10 Yr Trs Bear $16 -1.3%
+9.2%
+1.0% +58.8% +7.5%
TZA -3x Direxion Leveraged Russell 2000 $380 -0.4%
-2.3%
-41.1% +30.2% -50.8%
YANG -3x Direxion Daily FTSE China Bear $206 -0.8%
-34.8%
+12.1% -41.3% +25.9%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $664 +0.2%
-9.2%
-5.2% -12.7% -0.3%
NUSI Nationwide Risk-Managed Income ETF QQQ $372 +0.0%
+17.7%
+31.0% -28.4% +9.7%
PUTW WisdomTree CBOE S&P500 PutWriteStrat $92 +0.4%
+11.4%
+15.5% -10.1% +20.9%
SVIX -1x Short VIX Futures ETF $198 +0.0%
+24.3%
+157.4% N/A N/A
SVOL Simplify Volatility Premium $966 +0.1%
+6.6%
+22.8% -3.2% N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $293 +0.2%
+17.6%
+76.2% -4.7% +48.5%
SWAN Amplify BlackSwan ETF $172 +0.6%
+9.6%
+12.1% -27.8% +10.6%
TAIL Cambria Tail Risk ETF $81 +0.3%
-6.9%
-13.3% -13.1% -12.8%
UVXY +1.5x ProShares Leveraged VIX Short-Term $233 -0.6%
-42.5%
-87.7% -44.8% -88.3%
VIXM ProShares S&P 500 VIX Mid-Term Futures $104 +0.5%
-14.1%
-44.8% -0.7% -16.7%
VIXY ProShares S&P 500 VIX Short-Term Futures $145 -0.7%
-29.1%
-72.7% -25.0% -72.4%
VXX iPath B S&P 500 VIX S-T Futs ETN $274 -0.5%
-28.3%
-72.5% -23.8% -72.4%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end May-2024