through: May 16, 2022

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2021 2020 2019

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $4,125 -0.7%
-30.4%
+60.6% +21.5% +63.5%
TQQQ +3x ProShares Leveraged NASDAQ-100 $16,308 -3.1%
-63.1%
+83.0% +110.1% +133.8%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $19 -0.8%
+0.8%
+1.5% -20.8% -13.4%
DOG -1x ProShares Short Dow 30 $257 -0.1%
+10.3%
-19.2% -20.4% -18.4%
DWSH AdvisorShares Dorsey Short ETF $34 +1.2%
+16.2%
-25.7% -49.9% -25.3%
EFZ -1x ProShares Short MSCI EAFE Index $29 -0.1%
+14.9%
-12.7% -16.0% -16.6%
EUM -1x ProShares Short MSCI Emerging Markets $26 +0.4%
+17.7%
-1.3% -24.4% -15.3%
MYY -1x ProShares Short S&P MidCap 400 $11 +0.6%
+14.3%
-23.0% -25.9% -20.0%
PSQ -1x Proshares Short QQQ $880 +1.1%
+27.2%
-24.8% -41.2% -27.5%
REK -1x Proshares Short DJ Real Estate $9 +0.6%
+17.9%
-30.6% -11.3% -21.0%
RWM -1x ProShares Short Russell 2000 $339 +0.5%
+21.2%
-17.9% -31.0% -19.8%
SEF -1x Proshares Short DJ U.S. Financials $8 +0.6%
+14.4%
-27.0% -16.9% -23.5%
SH -1x ProShares Short S&P 500 Index $1,609 +0.3%
+15.7%
-24.2% -25.1% -22.1%
SJB -1x ProShares Short iBoxx High-Yield $96 +0.2%
+10.0%
-6.7% -9.2% -11.4%
TBF -1x ProShares Short 20+ Year Treasury $818 +0.1%
+25.1%
+1.3% -19.4% -11.0%
TBX -1x ProShares Short 7-10 Yr Treasury $134 -0.3%
+10.4%
+1.7% -10.0% -5.2%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $132 +1.5%
-43.4%
-6.0% +39.8% +46.7%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $212 +2.7%
+27.3%
-39.2% -91.4% +57.1%
DDM +2x ProShares Leveraged Long Dow 30 $430 +0.3%
-21.8%
+42.0% +2.1% +48.0%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $228 +5.1%
+107.2%
+115.6% -70.3% +12.5%
EET +2x ProShares Lev Long MSCI Emerg Mkts $48 -0.8%
-33.9%
-10.9% +18.9% +31.9%
EFO +2x ProShares Lev Long MSCI EAFE $11 +0.5%
-29.2%
+19.4% +2.3% +40.9%
ERX Direxion Daily Energy Bull 2x ETF $716 +5.2%
+116.5%
+111.8% -91.6% +17.1%
EZJ +2x ProShares Leveraged Long Japan $8 -0.8%
-31.7%
-2.0% +22.2% +33.8%
GUSH Direxion Daily S&P Oil & Gas E&P Bull 2x $818 +4.4%
+90.2%
+129.9% -97.4% -52.7%
JNUG Direxion Junior Gold Miners Bull 2x ETF $438 +2.1%
-25.9%
-46.6% -85.5% +82.4%
MVV +2x ProShares Leveraged Long S&P Midcap $144 -1.1%
-29.1%
+48.6% +6.2% +49.5%
NUGT Direxion Daily Gold Miners Bull 2x ETF $714 +2.4%
-10.7%
-26.3% -60.2% +100.7%
QLD +2x ProShares Leveraged Long Nasdaq-100 $4,694 -2.2%
-46.2%
+54.7% +88.9% +81.7%
ROM +2x ProShares Leveraged Long DJ Technology $813 -2.4%
-47.8%
+77.8% +80.4% +102.1%
RXL +2x ProShares Ultra Health Care $135 +1.4%
-20.6%
+48.1% +19.2% +40.4%
SAA +2x ProShares Lev S&P SmallCap 600 $38 -0.7%
-29.9%
+51.8% -1.8% +42.4%
UPW +2x ProShares Ultra Utilities $19 +0.8%
-0.3%
+32.6% -17.2% +48.6%
USD +2x ProShares Ultra Semiconductor $301 -3.2%
-52.1%
+104.3% +68.2% +110.4%
UWM +2x ProShares Leveraged Long Russell 2000 $208 -1.0%
-38.6%
+23.9% +16.6% +48.6%
UYG +2x ProShares Leveraged Long DJ Financials $839 -1.5%
-29.0%
+67.9% -20.3% +66.2%
UYM +2x ProShares Leveraged Long Materials $61 +0.0%
-13.6%
+54.6% +16.6% +35.1%
XPP +2x ProShares Lev Long FTSE China $14 -0.1%
-40.1%
-40.4% +7.1% +24.9%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $14 -4.9%
-59.6%
-68.1% -24.6% -23.5%
DUST Direxion Daily Gold Miners Bear -2x ETF $72 -2.0%
-9.1%
-4.8% -85.7% -75.1%
DXD -2x Proshares Leveraged Short Dow 30 $96 -0.3%
+20.8%
-35.2% -44.6% -35.3%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $7 +0.6%
+35.7%
-5.0% -48.9% -30.9%
EFU -2x ProShares Leveraged Short MSCI EAFE $1 -0.3%
+32.8%
-24.6% -35.5% -32.7%
EPV -2x ProShares Leveraged Short MSCI Europe $9 -0.8%
+32.0%
-31.6% -37.3% -36.1%
ERY Direxion Daily Energy Bear -2x ETF $27 -5.1%
-61.5%
-68.0% -11.9% -38.7%
FXP -2x ProShares Lev Short FTSE China 25 $21 +0.2%
+9.9%
+23.6% -39.5% -29.0%
JDST Direxion Junior Gold Miners Bear -2x ETF $67 -1.9%
+3.0%
+11.0% -95.9% -80.3%
MZZ -2x ProShares Leveraged Short S&P Midcap $2 +1.3%
+28.3%
-42.1% -53.1% -38.0%
QID -2x ProShares Leveraged Short QQQ $348 +2.2%
+55.7%
-44.9% -69.7% -49.6%
REW -2x ProShares Lev Short DJ Technology $5 +2.5%
+55.1%
-53.6% -71.3% -56.8%
SDS -2x ProShares Leveraged Short S&P 500 $670 +0.6%
+31.6%
-43.0% -50.1% -41.2%
SKF -2x ProShares Lev Short DJ Financials $11 +1.7%
+29.7%
-47.7% -42.4% -43.0%
TWM -2x ProShares Leveraged Short Russell 2000 $104 +1.0%
+43.3%
-35.4% -60.0% -38.4%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $504 +5.7%
-18.0%
-32.3% +62.0% +20.0%
DGP +2x PowerShares DB Gold Double Long ETN $144 +2.1%
-2.2%
-11.3% +45.3% +32.3%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $15 +1.7%
-29.0%
+8.0% -15.4% +30.2%
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $42 -0.4%
-38.9%
-12.1% +31.9% +24.5%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $1,327 +3.6%
+109.4%
+139.3% -92.9% +53.8%
UGL +2x ProShares Leveraged Long Gold $279 +1.8%
-2.7%
-12.3% +39.0% +31.1%
UJB +2x Proshares Ultra High Yield Bond $7 -0.3%
-20.3%
+6.6% +5.1% +26.7%
ULE +2x ProShares Leveraged Long Euro Currency $9 +0.6%
-17.0%
-15.7% +14.7% -8.9%
URE +2x ProShares Lev Long DJ Real Estate $112 -1.5%
-32.9%
+88.2% -28.1% +57.9%
UST +2x ProShares Lev Long 7-10 Yr Tsy $19 +0.8%
-19.2%
-7.8% +18.8% +13.3%
YCL +2x Proshares Leveraged Long Yen Currency $2 +0.4%
-21.2%
-20.9% +7.2% -3.0%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $40 -1.5%
-1.1%
+0.6% -37.1% -26.6%
EUO -2x ProShares Lev Short Euro Currency $50 -0.6%
+18.7%
+14.8% -16.0% +10.5%
GLL -2x ProShares Leveraged Short Gold $26 -1.9%
-2.2%
+1.7% -41.5% -26.9%
KOLD -2x ProShares UltraShort BBG Natural Gas $257 -8.7%
-89.3%
-74.4% +22.0% +82.9%
PST -2x ProShares Lev Short 7-10yr Treasury $103 -0.9%
+22.0%
+4.0% -18.7% -11.0%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $150 -3.2%
-64.9%
-72.6% -4.2% -58.5%
SRS -2x ProShares Short DJ Real Estate $17 +1.4%
+36.7%
-52.2% -33.0% -39.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $1,382 +0.2%
+54.9%
+2.9% -37.9% -22.9%
YCS -2x Proshares Leveraged Short Yen Currency $25 -0.4%
+25.1%
+22.4% -11.2% +3.4%
ZSL -2x ProShares Leveraged Short Silver $21 -5.6%
+5.7%
-2.0% -74.4% -27.8%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $214 +2.2%
-25.6%
+88.3% +4.9% +55.7%
DRN +3x Direxion Lev MSCI Real Estate $106 -2.4%
-44.4%
+153.4% -55.6% +82.0%
EDC +3x Direxion Lev MSCI Emerging Markets $147 -1.1%
-48.5%
-20.8% +6.1% +43.9%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $38 +1.1%
-46.8%
+46.6% -23.3% +72.6%
FAS +3x Direxion Lev Rus 1000 Financials $3,181 -2.3%
-42.5%
+116.6% -35.1% +113.1%
FNGU +3x Leveraged MicroSectors FANG+ Index $1,227 -4.1%
-76.8%
+30.9% +379.3% +117.3%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $77 -0.9%
-24.7%
+40.2% -36.4% +3.2%
LABU +3x DRXN S&P Biotech Bull 3x Shares $867 -0.7%
-83.6%
-64.2% +74.7% +75.5%
MIDU +3x Direxion Leveraged MidCap S&P 400 $74 -1.6%
-42.4%
+72.9% -18.3% +77.4%
NAIL +3x Direxion Daily Homebuilders & Supplies $250 -2.1%
-71.3%
+168.2% -32.1% +184.7%
RETL +3x Direxion Leveraged Retail Sector Bull $96 -3.4%
-65.8%
+101.0% +63.0% +23.4%
SOXL +3x Direxion Philadelphia Semiconductor $5,029 -5.0%
-68.6%
+118.8% +70.0% +231.8%
SPXL +3x Direxion Leveraged S&P 500 $3,143 -1.1%
-43.8%
+98.7% +9.6% +102.8%
TECL +3x DirexionTechnology Bull $2,706 -2.8%
-59.3%
+112.8% +69.4% +185.6%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $379 -0.3%
-53.6%
-19.8% +39.0% +34.7%
TNA +3x Direxion Leveraged Russell 2000 $1,647 -1.4%
-54.1%
+27.9% -7.8% +71.9%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $21 +1.5%
-28.1%
-11.4% +27.5% +17.9%
UDOW +3x ProShares Leveraged Dow 30 $786 +0.4%
-32.2%
+65.7% -17.2% +75.3%
UPRO +3x ProShares Leveraged S&P 500 $3,076 -1.2%
-43.8%
+98.6% +10.1% +102.3%
URTY +3x ProShares Ultrapro Russell 2000 $342 -1.5%
-54.0%
+28.5% -7.7% +72.4%
YINN +3x Direxion Leveraged FTSE China $477 -0.3%
-58.8%
-58.6% -7.8% +29.0%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $28 +1.0%
+51.2%
-8.7% -68.8% -43.0%
FAZ -3x Direxion Lev Rus 1000 Financials $118 +2.3%
+40.9%
-67.0% -73.9% -58.6%
LABD -3x Direxion Daily S&P Biotech Bear $72 +0.8%
+136.2%
+1.9% -89.7% -70.8%
SDOW -3x ProShares Leveraged Short Dow 30 $347 -0.4%
+30.1%
-49.0% -66.5% -49.5%
SOXS -3x Direxion Daily Semiconductor Bear $209 +4.8%
+51.2%
-80.9% -92.9% -83.8%
SPXS -3x Direxion Leveraged Short S&P 500 $396 +1.2%
+46.8%
-58.1% -70.5% -56.4%
SPXU -3x ProShares Leveraged Short S&P 500 $581 +1.3%
+46.5%
-57.9% -70.4% -56.3%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $2,615 +3.1%
+82.0%
-60.9% -86.4% -65.9%
SRTY -3x ProShares Lev Short Russell 2000 $189 +1.5%
+64.0%
-51.7% -80.6% -53.8%
TECS -3x Direxion Technology Bear $97 +2.4%
+66.5%
-67.9% -87.8% -73.8%
TMV -3x Direxion Lev Short 20-Yr Treasury $378 +0.0%
+88.4%
+0.8% -54.1% -34.2%
TYO -3x Direxion daily 7-10 Yr Trs Bear $34 -1.0%
+34.0%
+7.5% -28.6% -18.7%
TZA -3x Direxion Leveraged Russell 2000 $443 +1.6%
+64.5%
-50.8% -80.4% -53.3%
YANG -3x Direxion Daily FTSE China Bear $55 +0.6%
-8.3%
+25.9% -58.6% -40.7%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $2,064 -0.3%
-1.2%
-0.3% +14.6% N/A
NUSI Nationwide Risk-Managed Income ETF QQQ $887 -0.3%
-18.1%
+9.7% +18.6% N/A
PUTW WisdomTree CBOE S&P500 PutWriteStrat $84 -0.2%
-5.1%
+20.9% +1.7% +13.6%
SVXY -0.5x Proshares Inverse VIX Short-Term $403 +2.0%
-19.9%
+48.5% -36.5% +54.2%
SWAN Amplify BlackSwan ETF $732 -0.1%
-18.9%
+10.6% +16.2% +22.0%
TAIL Cambria Tail Risk ETF $399 +0.6%
-3.3%
-12.8% +6.9% -14.3%
UVXY +1.5x ProShares Leveraged VIX Short-Term $1,011 -6.3%
+21.4%
-88.3% -17.4% -84.2%
VIXM ProShares S&P 500 VIX Mid-Term Futures $94 -0.9%
+13.5%
-16.7% +72.4% -20.4%
VIXY ProShares S&P 500 VIX Short-Term Futures $362 -4.1%
+21.2%
-72.4% +10.5% -67.8%
VXX iPath B S&P 500 VIX S-T Futs ETN $902 -4.9%
+33.2%
-72.4% +11.0% -67.8%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Feb-2022