through: Mar 04, 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 $4,453 -0.3%
+14.4%
+46.7% -39.0% +60.6%
TQQQ +3x ProShares Leveraged NASDAQ-100 $20,467 -1.2%
+23.0%
+198.3% -79.1% +83.0%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN N/A -1.1%
-1.6%
-4.7% +4.9% +1.5%
DOG -1x ProShares Short Dow 30 $177 +0.3%
-2.1%
-7.1% +5.7% -19.2%
DWSH AdvisorShares Dorsey Short ETF $15 +0.7%
+3.7%
-22.0% +17.5% -25.7%
EFZ -1x ProShares Short MSCI EAFE Index $52 +0.3%
-2.0%
-10.4% +13.1% -12.7%
EUM -1x ProShares Short MSCI Emerging Markets $26 +0.2%
+0.7%
-3.9% +20.7% -1.3%
MYY -1x ProShares Short S&P MidCap 400 $6 -0.7%
-4.2%
-9.5% +10.2% -23.0%
PSQ -1x Proshares Short QQQ $709 +0.6%
-6.8%
-32.1% +36.4% -24.8%
REK -1x Proshares Short DJ Real Estate $26 -1.0%
+1.4%
-6.7% +29.2% -30.6%
RWM -1x ProShares Short Russell 2000 $243 +0.1%
-1.7%
-10.5% +18.3% -17.9%
SARK -1x AXS Short Innovation Daily ETF $147 +1.0%
+2.1%
-46.2% +82.0% N/A
SEF -1x Proshares Short DJ U.S. Financials $17 -0.2%
-5.7%
-8.9% +11.8% -27.0%
SH -1x ProShares Short S&P 500 Index $1,404 +0.2%
-5.9%
-14.8% +18.1% -24.2%
SJB -1x ProShares Short iBoxx High-Yield $134 +0.0%
+0.3%
-5.6% +9.6% -6.7%
TBF -1x ProShares Short 20+ Year Treasury $101 +0.4%
+5.6%
+2.5% +42.4% +1.3%
TBX -1x ProShares Short 7-10 Yr Treasury $19 +0.3%
+2.9%
+4.0% +18.3% +1.7%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $90 -2.4%
+2.8%
-1.1% -28.8% -6.0%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $125 -1.4%
-12.5%
+55.3% +8.0% -39.2%
DDM +2x ProShares Leveraged Long Dow 30 $400 -0.6%
+6.2%
+24.3% -19.5% +42.0%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $107 -2.1%
+3.7%
-13.0% +125.4% +115.6%
EET +2x ProShares Lev Long MSCI Emerg Mkts $19 -0.5%
-1.1%
+7.1% -43.1% -10.9%
EFO +2x ProShares Lev Long MSCI EAFE $9 -0.8%
+5.3%
+25.8% -33.6% +19.4%
ERX +2x Direxion Daily Energy Bull ETF $372 -2.0%
+4.1%
-12.3% +130.7% +111.8%
EZJ +2x ProShares Leveraged Long Japan $7 -0.8%
+17.2%
+30.8% -38.2% -2.0%
GUSH +2x Direxion Daily S&P Oil & Gas E&P Bull $504 -2.2%
+3.8%
-7.3% +66.5% +129.9%
JNUG Direxion Junior Gold Miners Bull 2x ETF $275 +9.5%
-19.1%
-4.8% -43.6% -46.6%
MVV +2x ProShares Leveraged Long S&P Midcap $149 +1.4%
+9.6%
+22.5% -31.9% +48.6%
NUGT Direxion Daily Gold Miners Bull 2x ETF $522 +8.9%
-18.1%
+2.6% -32.1% -26.3%
QLD +2x ProShares Leveraged Long Nasdaq-100 $5,588 -0.8%
+15.6%
+117.1% -60.5% +54.7%
ROM +2x ProShares Leveraged Long DJ Technology $631 +0.1%
+17.6%
+130.7% -63.9% +77.8%
RXL +2x ProShares Ultra Health Care $82 -0.2%
+13.5%
-3.1% -15.3% +48.1%
SAA +2x ProShares Lev S&P SmallCap 600 $34 -1.1%
-4.0%
+21.3% -36.2% +51.8%
UPW +2x ProShares Ultra Utilities $10 +3.3%
-3.9%
-22.3% -4.6% +32.6%
USD +2x ProShares Ultra Semiconductor $384 +4.1%
+80.2%
+228.8% -68.6% +104.3%
UWM +2x ProShares Leveraged Long Russell 2000 $249 -0.2%
+2.9%
+22.6% -43.7% +23.9%
UYG +2x ProShares Leveraged Long DJ Financials $607 +0.5%
+13.4%
+22.2% -32.1% +67.9%
UYM +2x ProShares Leveraged Long Materials $42 +1.3%
+5.6%
+17.5% -23.1% +54.6%
XPP +2x ProShares Lev Long FTSE China $7 -4.1%
-8.4%
-34.7% -50.1% -40.4%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $17 +2.2%
-4.6%
-2.3% -73.0% -68.1%
DUST Direxion Daily Gold Miners Bear -2x ETF $92 -8.6%
+15.3%
-27.7% -22.7% -4.8%
DXD -2x Proshares Leveraged Short Dow 30 $80 +0.5%
-5.4%
-18.8% +7.1% -35.2%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $6 +0.8%
+0.5%
-13.1% +37.0% -5.0%
EFU -2x ProShares Leveraged Short MSCI EAFE $1 +1.5%
-5.8%
-25.4% +22.9% -24.6%
EPV -2x ProShares Leveraged Short MSCI Europe $36 +0.3%
-2.9%
-30.8% +15.5% -31.6%
ERY Direxion Daily Energy Bear -2x ETF $17 +2.0%
-4.7%
-0.3% -73.6% -68.0%
FXP -2x ProShares Lev Short FTSE China 25 $20 +4.4%
+1.3%
+12.7% -11.7% +23.6%
JDST Direxion Junior Gold Miners Bear -2x ETF $97 -9.1%
+14.0%
-28.4% -26.2% +11.0%
MZZ -2x ProShares Leveraged Short S&P Midcap $2 -1.3%
-9.0%
-23.7% +13.0% -42.1%
QID -2x ProShares Leveraged Short QQQ $405 +0.8%
-14.2%
-57.2% +66.3% -44.9%
REW -2x ProShares Lev Short DJ Technology $3 -0.1%
-16.9%
-61.4% +65.0% -53.6%
SDS -2x ProShares Leveraged Short S&P 500 $825 +0.3%
-12.4%
-31.6% +30.7% -43.0%
SKF -2x ProShares Lev Short DJ Financials $18 -0.3%
-11.7%
-21.8% +17.6% -47.7%
TWM -2x ProShares Leveraged Short Russell 2000 $65 +0.2%
-5.1%
-26.9% +28.4% -35.4%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $387 +6.3%
-1.6%
-15.1% -7.9% -32.3%
BOIL +2x ProShares Ultra Bloomberg Natural Gas $726 +10.8%
-34.8%
-92.0% -31.9% +23.8%
DGP +2x PowerShares DB Gold Double Long ETN N/A +2.7%
+4.3%
+17.0% -5.5% -11.3%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $10 -0.5%
+5.7%
+8.8% -39.1% +8.0%
TUA Simplify Leveraged Short Term Treasury ETF $822 -0.6%
-3.9%
-2.0% N/A N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $88 -0.6%
-9.9%
-3.7% -55.5% -12.1%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $648 -1.2%
+14.7%
-13.9% +39.7% +139.3%
UGL +2x ProShares Leveraged Long Gold $191 +3.2%
+3.4%
+15.6% -7.6% -12.3%
UJB +2x Proshares Ultra High Yield Bond $19 +0.0%
+0.6%
+17.7% -23.3% +6.6%
ULE +2x ProShares Leveraged Long Euro Currency $7 +0.6%
-3.0%
+5.1% -15.5% -15.7%
URE +2x ProShares Lev Long DJ Real Estate $67 +2.2%
-2.2%
+11.6% -49.6% +88.2%
UST +2x ProShares Lev Long 7-10 Yr Tsy $17 -0.7%
-4.9%
+0.1% -30.2% -7.8%
YCL +2x Proshares Leveraged Long Yen Currency $32 -0.3%
-13.6%
-20.5% -26.9% -20.9%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short N/A -2.5%
-2.0%
-8.1% +2.8% +0.6%
EUO -2x ProShares Lev Short Euro Currency $39 -0.3%
+4.5%
-1.0% +13.9% +14.8%
GLL -2x ProShares Leveraged Short Gold $12 -3.2%
-3.2%
-14.9% -2.1% +1.7%
KOLD -2x ProShares UltraShort BBG Natural Gas $131 -10.9%
+17.7%
+249.8% -88.6% -74.4%
PST -2x ProShares Lev Short 7-10yr Treasury $22 +0.6%
+5.7%
+3.2% +38.6% +4.0%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $189 +1.3%
-15.2%
-12.4% -62.6% -72.6%
SRS -2x ProShares Short DJ Real Estate $38 -2.1%
+1.3%
-18.9% +54.7% -52.2%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $379 +0.8%
+10.7%
-2.4% +93.3% +2.9%
YCS -2x Proshares Leveraged Short Yen Currency $24 +0.8%
+16.3%
+28.7% +29.1% +22.4%
ZSL -2x ProShares Leveraged Short Silver $64 -6.3%
-1.2%
-5.5% -28.1% -2.0%

+3x Leveraged Long Products

BULZ 3x MicroSectors FANG Innovation ETN $895 -1.1%
+36.4%
+394.2% -92.3% N/A
CURE +3x Direxion Leveraged Healthcare Bull $183 -0.5%
+19.6%
-9.4% -20.5% +88.3%
DRN +3x Direxion Lev MSCI Real Estate $81 +3.2%
-4.0%
+12.1% -67.2% +153.4%
EDC +3x Direxion Lev MSCI Emerging Markets $87 -0.8%
-2.6%
+7.4% -60.2% -20.8%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $26 -0.3%
+2.8%
+44.1% -54.4% +46.6%
FAS +3x Direxion Lev Rus 1000 Financials $2,005 +0.6%
+20.1%
+14.9% -43.2% +116.6%
FNGU +3x Leveraged MicroSectors FANG+ Index $3,031 -3.1%
+42.3%
+438.1% -88.5% +30.9%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $74 +0.2%
+11.3%
+26.0% -22.9% +40.2%
LABU +3x DRXN S&P Biotech Bull 3x Shares $1,192 -2.4%
+32.9%
-13.4% -80.4% -64.2%
MIDU +3x Direxion Leveraged MidCap S&P 400 $73 +2.0%
+13.7%
+27.7% -49.3% +72.9%
NAIL +3x Direxion Daily Homebuilders & Supplies $313 -1.1%
+17.5%
+259.6% -75.2% +168.2%
NRGU +3x MicroSectors US Big Oil Leveraged ETN $1,549 -2.7%
+9.2%
-15.7% +202.7% +165.5%
RETL +3x Direxion Leveraged Retail Sector Bull $64 -1.0%
+14.5%
+33.6% -80.8% +101.0%
SOXL +3x Direxion Philadelphia Semiconductor $8,057 +3.0%
+58.5%
+227.0% -85.7% +118.8%
SPXL +3x Direxion Leveraged S&P 500 $3,796 -0.4%
+21.6%
+69.5% -56.6% +98.7%
TECL +3x DirexionTechnology Bull $3,004 +0.0%
+26.1%
+203.1% -74.3% +112.8%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $4,793 -1.1%
-15.4%
-13.0% -72.6% -19.8%
TNA +3x Direxion Leveraged Russell 2000 $2,212 -0.4%
+2.5%
+26.2% -62.5% +27.9%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $45 -0.5%
-7.3%
-2.8% -43.3% -11.4%
UDOW +3x ProShares Leveraged Dow 30 $773 -0.8%
+8.8%
+32.8% -32.4% +65.7%
UPRO +3x ProShares Leveraged S&P 500 $3,472 -0.4%
+21.5%
+68.6% -56.8% +98.6%
URTY +3x ProShares Ultrapro Russell 2000 $413 -0.3%
+2.8%
+24.5% -62.8% +28.5%
YINN +3x Direxion Leveraged FTSE China $760 -6.2%
-14.3%
-53.2% -72.0% -58.6%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $22 +0.5%
+0.6%
-20.3% +49.3% -8.7%
FAZ -3x Direxion Lev Rus 1000 Financials $142 -0.5%
-17.0%
-26.6% +1.2% -67.0%
LABD -3x Direxion Daily S&P Biotech Bear $145 +2.3%
-36.1%
-41.8% -32.7% +1.9%
SDOW -3x ProShares Leveraged Short Dow 30 $428 +0.9%
-8.2%
-28.9% +4.0% -49.0%
SOXS -3x Direxion Daily Semiconductor Bear $974 -3.0%
-44.7%
-84.6% +15.8% -80.9%
SPXS -3x Direxion Leveraged Short S&P 500 $677 +0.4%
-18.4%
-45.9% +36.1% -58.1%
SPXU -3x ProShares Leveraged Short S&P 500 $805 +0.4%
-18.5%
-46.1% +36.0% -57.9%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $3,482 +1.2%
-21.0%
-73.7% +82.4% -60.9%
SRTY -3x ProShares Lev Short Russell 2000 $123 +0.3%
-8.5%
-42.1% +29.0% -51.7%
TECS -3x Direxion Technology Bear $154 +0.0%
-24.2%
-74.5% +45.0% -67.9%
TMV -3x Direxion Lev Short 20-Yr Treasury $215 +1.2%
+15.4%
-9.7% +150.2% +0.8%
TYO -3x Direxion daily 7-10 Yr Trs Bear $18 +0.6%
+8.1%
+1.0% +58.8% +7.5%
TZA -3x Direxion Leveraged Russell 2000 $413 +0.4%
-8.4%
-41.1% +30.2% -50.8%
YANG -3x Direxion Daily FTSE China Bear $100 +6.4%
-0.1%
+12.1% -41.3% +25.9%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $930 -0.2%
-4.7%
-5.2% -12.7% -0.3%
NUSI Nationwide Risk-Managed Income ETF QQQ $413 -0.2%
+5.8%
+31.0% -28.4% +9.7%
PUTW WisdomTree CBOE S&P500 PutWriteStrat $87 +0.1%
+6.2%
+15.5% -10.1% +20.9%
SVIX -1x Short VIX Futures ETF $135 +0.4%
+9.4%
+157.4% N/A N/A
SVOL Simplify Volatility Premium $582 +0.1%
+2.6%
+22.8% -3.2% N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $267 +0.0%
+6.7%
+76.2% -4.7% +48.5%
SWAN Amplify BlackSwan ETF $175 -0.3%
+3.6%
+12.1% -27.8% +10.6%
TAIL Cambria Tail Risk ETF $98 -0.2%
-4.4%
-13.3% -13.1% -12.8%
UVXY +1.5x ProShares Leveraged VIX Short-Term $349 +0.0%
-19.8%
-87.7% -44.8% -88.3%
VIXM ProShares S&P 500 VIX Mid-Term Futures $38 +1.1%
-5.7%
-44.8% -0.7% -16.7%
VIXY ProShares S&P 500 VIX Short-Term Futures $157 -0.1%
-12.9%
-72.7% -25.0% -72.4%
VXX iPath B S&P 500 VIX S-T Futs ETN $271 -0.2%
-12.6%
-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 Dec-2023