through: Jul 28, 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 $4,449 -0.1%
+37.1%
+21.5% +63.5% -14.6%
TQQQ +3x ProShares Leveraged NASDAQ-100 $12,886 +1.1%
+47.5%
+110.1% +133.8% -19.8%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $19 -0.5%
+3.7%
-20.8% -13.4% +4.9%
DOG -1x ProShares Short Dow 30 $241 +0.4%
-14.4%
-20.4% -18.4% +3.6%
DWSH AdvisorShares Dorsey Short ETF $26 -0.5%
-24.3%
-49.9% -25.3% N/A
EFZ -1x ProShares Short MSCI EAFE Index $8 -0.5%
-10.7%
-16.0% -16.6% +16.3%
EUM -1x ProShares Short MSCI Emerging Markets $21 -2.8%
-3.8%
-24.4% -15.3% +14.6%
MYY -1x ProShares Short S&P MidCap 400 $12 -0.7%
-16.6%
-25.9% -20.0% +12.8%
PSQ -1x Proshares Short QQQ $546 -0.4%
-16.8%
-41.2% -27.5% -2.3%
REK -1x Proshares Short DJ Real Estate $7 +0.1%
-22.1%
-11.3% -21.0% +4.6%
RWM -1x ProShares Short Russell 2000 $279 -1.5%
-14.8%
-31.0% -19.8% +11.6%
SEF -1x Proshares Short DJ U.S. Financials $15 +0.4%
-20.6%
-16.9% -23.5% +10.4%
SH -1x ProShares Short S&P 500 Index $1,324 +0.1%
-16.5%
-25.1% -22.1% +4.9%
SJB -1x ProShares Short iBoxx High-Yield $54 -0.1%
-4.3%
-9.2% -11.4% +2.5%
TBF -1x ProShares Short 20+ Year Treasury $607 +0.0%
+2.7%
-19.4% -11.0% +3.3%
TBX -1x ProShares Short 7-10 Yr Treasury $71 -0.1%
+0.5%
-10.0% -5.2% +1.3%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $264 +6.0%
+15.3%
+39.8% +46.7% -24.9%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $203 +5.3%
+9.9%
-91.4% +57.1% -37.2%
DDM +2x ProShares Leveraged Long Dow 30 $493 -0.6%
+30.9%
+2.1% +48.0% -13.5%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $223 +1.9%
+70.3%
-70.3% +12.5% -40.2%
EET +2x ProShares Lev Long MSCI Emerg Mkts $94 +5.5%
-1.2%
+18.9% +31.9% -33.8%
EFO +2x ProShares Lev Long MSCI EAFE $15 +0.9%
+18.9%
+2.3% +40.9% -30.9%
ERX Direxion Daily Energy Bull 2x ETF $633 +1.9%
+67.9%
-91.6% +17.1% -55.9%
EZJ +2x ProShares Leveraged Long Japan $6 +1.6%
-0.9%
+22.2% +33.8% -31.1%
GUSH Direxion Daliy S&P Oil & Gas E&P Bull 2x $865 +4.6%
+86.5%
-97.4% -52.7% -74.3%
JNUG Direxion Junior Gold Miners Bull 2x ETF $586 +3.7%
-38.0%
-85.5% +82.4% -48.1%
MVV +2x ProShares Leveraged Long S&P Midcap $177 +1.6%
+32.9%
+6.2% +49.5% -25.5%
NUGT Direxion Daily Gold Miners Bull 2x ETF $899 +3.0%
-15.9%
-60.2% +100.7% -44.5%
QLD +2x ProShares Leveraged Long Nasdaq-100 $5,135 +0.7%
+32.6%
+88.9% +81.7% -8.3%
ROM +2x ProShares Leveraged Long DJ Technology $923 +1.1%
+45.2%
+80.4% +102.1% -9.9%
RUSL Direxion Daily Russia Bull 2x ETF $68 +2.4%
+36.0%
-68.7% +138.9% -40.2%
RXL +2x ProShares Ultra Health Care $201 +1.1%
+34.1%
+19.2% +40.4% +3.4%
SAA +2x ProShares Lev S&P SmallCap 600 $47 +1.8%
+37.9%
-1.8% +42.4% -23.0%
UPW +2x ProShares Ultra Utilities $14 -0.9%
+12.7%
-17.2% +48.6% +2.3%
USD +2x ProShares Ultra Semiconductor $273 +3.4%
+31.4%
+68.2% +110.4% -26.9%
UWM +2x ProShares Leveraged Long Russell 2000 $767 +2.9%
+23.1%
+16.6% +48.6% -25.9%
UYG +2x ProShares Leveraged Long DJ Financials $882 -0.7%
+48.6%
-20.3% +66.2% -22.6%
UYM +2x ProShares Leveraged Long Materials $84 +0.3%
+29.9%
+16.6% +35.1% -35.7%
XPP +2x ProShares Lev Long FTSE China $25 +11.7%
-22.8%
+7.1% +24.9% -31.4%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $18 -2.1%
-54.0%
-24.6% -23.5% +36.2%
DUST Direxion Daily Gold Miners Bear -2x ETF $74 -3.0%
-5.8%
-85.7% -75.1% -3.3%
DXD -2x Proshares Leveraged Short Dow 30 $96 +0.8%
-27.0%
-44.6% -35.3% +3.1%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $6 -5.5%
-9.2%
-48.9% -30.9% +24.1%
EFU -2x ProShares Leveraged Short MSCI EAFE $1 -0.9%
-20.8%
-35.5% -32.7% +32.3%
EPV -2x ProShares Leveraged Short MSCI Europe $7 -0.8%
-27.5%
-37.3% -36.1% +32.2%
ERY Direxion Daily Energy Bear -2x ETF $29 -2.1%
-53.7%
-11.9% -38.7% +45.5%
FXP -2x ProShares Lev Short FTSE China 25 $18 -12.0%
+8.3%
-39.5% -29.0% +12.5%
JDST Direxion Junior Gold Miners Bear -2x ETF $75 -4.0%
+13.2%
-95.9% -80.3% -1.6%
MZZ -2x ProShares Leveraged Short S&P Midcap $2 -1.5%
-31.6%
-53.1% -38.0% +22.9%
QID -2x ProShares Leveraged Short QQQ $216 -0.8%
-32.0%
-69.7% -49.6% -9.8%
REW -2x ProShares Lev Short DJ Technology $4 -1.1%
-39.2%
-71.3% -56.8% -10.0%
SDS -2x ProShares Leveraged Short S&P 500 $585 +0.1%
-30.7%
-50.1% -41.2% +6.1%
SKF -2x ProShares Lev Short DJ Financials $13 +0.6%
-37.7%
-42.4% -43.0% +16.4%
TWM -2x ProShares Leveraged Short Russell 2000 $75 -3.1%
-29.5%
-60.0% -38.4% +19.2%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $666 +2.0%
-18.4%
+62.0% +20.0% -22.1%
DGP +2x PowerShares DB Gold Double Long ETN $144 +1.0%
-12.3%
+45.3% +32.3% -7.5%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $20 +0.2%
+4.9%
-15.4% +30.2% N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $48 -0.1%
-10.0%
+31.9% +24.4% -6.5%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $1,310 +0.9%
+112.5%
-92.9% +53.8% -43.3%
UGL +2x ProShares Leveraged Long Gold $247 +1.0%
-12.5%
+39.0% +31.1% -8.0%
UJB +2x Proshares Ultra High Yield Bond $27 +0.2%
+4.9%
+5.1% +26.7% -6.1%
ULE +2x ProShares Leveraged Long Euro Currency $4 +0.5%
-7.5%
+14.7% -8.9% -13.4%
URE +2x ProShares Lev Long DJ Real Estate $130 -0.8%
+54.9%
-28.1% +57.9% -13.8%
UST +2x ProShares Lev Long 7-10 Yr Tsy $19 +0.1%
-3.3%
+18.8% +13.3% -1.1%
YCL +2x Proshares Leveraged Long Yen Currency $3 -0.3%
-12.5%
+7.2% -3.0% +0.2%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $40 -1.1%
+2.6%
-37.1% -26.6% +8.2%
EUO -2x ProShares Lev Short Euro Currency $50 -0.4%
+5.9%
-16.0% +10.5% +14.4%
GLL -2x ProShares Leveraged Short Gold $28 -1.0%
+6.5%
-41.5% -26.9% +5.4%
KOLD -2x ProShares UltraShort BBG Natural Gas $89 -1.5%
-62.4%
+22.0% +82.9% -46.5%
PST -2x ProShares Lev Short 7-10yr Treasury $47 -0.1%
+1.5%
-18.7% -11.0% +1.7%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $77 -0.9%
-62.1%
-4.2% -58.5% +19.2%
SRS -2x ProShares Short DJ Real Estate $14 +0.9%
-39.5%
-33.0% -39.0% +6.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $1,474 +0.1%
+5.6%
-37.9% -22.9% +5.0%
YCS -2x Proshares Leveraged Short Yen Currency $27 +0.2%
+12.3%
-11.2% +3.4% -1.5%
ZSL -2x ProShares Leveraged Short Silver $35 -1.9%
-7.4%
-74.4% -27.8% +18.1%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $185 +1.2%
+54.7%
+4.9% +55.7% +2.8%
DRN +3x Direxion Lev MSCI Real Estate $174 -0.9%
+92.6%
-55.6% +82.0% -25.1%
EDC +3x Direxion Lev MSCI Emerging Markets $224 +8.1%
-5.7%
+6.1% +43.9% -49.9%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $60 +1.1%
+44.2%
-23.3% +72.6% -46.4%
FAS +3x Direxion Lev Rus 1000 Financials $3,417 -0.1%
+74.5%
-35.1% +113.1% -33.8%
FNGU +3x Leveraged MicroSectors FANG+ Index $2,005 +5.2%
+28.2%
+379.3% +117.3% N/A
INDL +3x Direxion Daily MSCI India Bull 3x ETF $93 +0.6%
+18.3%
-36.4% +3.2% -34.3%
LABU +3x DRXN S&P Biotech Bull 3x Shares $713 +10.5%
-40.4%
+74.7% +75.5% -57.6%
MIDU +3x Direxion Leveraged MidCap S&P 400 $112 +2.2%
+48.6%
-18.3% +77.4% -39.2%
NAIL +3x Direxion Daily Homebuilders & Supplies $442 -1.8%
+66.3%
-32.1% +184.7% -74.0%
RETL +3x Direxion Leveraged Retail Sector Bull $154 +0.2%
+147.6%
+63.0% +23.4% -35.2%
SOXL +3x Direxion Philadelphia Semiconductor $4,273 +5.2%
+32.5%
+70.0% +231.8% -39.1%
SPXL +3x Direxion Leveraged S&P 500 $2,604 -0.1%
+58.2%
+9.6% +102.8% -25.1%
TECL +3x DirexionTechnology Bull $2,518 -0.5%
+50.5%
+69.4% +185.6% -24.0%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $318 +0.0%
-16.1%
+39.0% +34.7% -11.0%
TNA +3x Direxion Leveraged Russell 2000 $1,711 +4.5%
+30.1%
-7.8% +71.9% -39.9%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $19 +0.1%
-5.3%
+27.5% +17.9% +0.7%
UDOW +3x ProShares Leveraged Dow 30 $1,025 -1.1%
+47.9%
-17.2% +75.3% -23.9%
UPRO +3x ProShares Leveraged S&P 500 $2,669 -0.2%
+58.3%
+10.1% +102.3% -25.1%
URTY +3x ProShares Ultrapro Russell 2000 $386 +4.5%
+30.5%
-7.7% +72.4% -39.6%
YINN +3x Direxion Leveraged FTSE China $393 +17.9%
-35.9%
-7.8% +29.0% -48.5%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $25 -8.2%
-15.1%
-68.8% -43.0% +32.9%
FAZ -3x Direxion Lev Rus 1000 Financials $109 +0.1%
-53.6%
-73.9% -58.6% +16.9%
LABD -3x Direxion Daily S&P Biotech Bear $52 -10.6%
-11.1%
-89.7% -70.8% -6.3%
SDOW -3x ProShares Leveraged Short Dow 30 $407 +1.1%
-38.5%
-66.5% -49.5% -0.2%
SOXS -3x Direxion Daily Semiconductor Bear $122 -5.3%
-59.0%
-92.9% -83.8% -19.4%
SPXS -3x Direxion Leveraged Short S&P 500 $378 +0.1%
-43.2%
-70.5% -56.4% +3.4%
SPXU -3x ProShares Leveraged Short S&P 500 $528 +0.2%
-43.2%
-70.4% -56.3% +4.0%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $1,752 -1.2%
-45.6%
-86.4% -65.9% -20.7%
SRTY -3x ProShares Lev Short Russell 2000 $115 -4.5%
-43.6%
-80.6% -53.8% +23.4%
TECS -3x Direxion Technology Bear $59 +0.0%
-47.6%
-87.8% -73.8% -19.1%
TMV -3x Direxion Lev Short 20-Yr Treasury $274 +0.0%
+6.4%
-54.1% -34.2% +4.0%
TYO -3x Direxion daily 7-10 Yr Trs Bear $21 -0.2%
+3.9%
-28.6% -18.7% -1.4%
TZA -3x Direxion Leveraged Russell 2000 $339 -4.5%
-42.9%
-80.4% -53.3% +25.1%
YANG -3x Direxion Daily FTSE China Bear $36 -18.0%
+6.2%
-58.6% -40.7% +13.1%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $3,364 +0.8%
+2.8%
+14.6% N/A N/A
NUSI Nationwide Risk-Managed Income ETF QQQ $410 +0.4%
+8.3%
+18.6% N/A N/A
PUTW WisdomTree CBOE S&P500 PutWriteStrat $61 +0.1%
+12.6%
+1.7% +13.6% -7.1%
SVXY -0.5x Proshares Inverse VIX Short-Term $543 +1.3%
+30.2%
-36.5% +54.2% -91.8%
SWAN Amplify BlackSwan ETF $805 -0.1%
+7.6%
+16.2% +22.0% N/A
TAIL Cambria Tail Risk ETF $311 +0.0%
-7.5%
+6.9% -14.3% +2.9%
UVXY +1.5x ProShares Leveraged VIX Short-Term $824 -3.7%
-73.4%
-17.4% -84.2% +60.1%
VIXM ProShares S&P 500 VIX Mid-Term Futures $96 -1.0%
-14.5%
+72.4% -20.4% +26.4%
VIXY ProShares S&P 500 VIX Short-Term Futures $275 -2.5%
-55.2%
+10.5% -67.8% +66.8%
VXX iPath B S&P 500 VIX S-T Futs ETN $908 -2.8%
-55.3%
+11.0% -67.8% N/A
XVZ iPath S&P 500 Dynamic VIX ETN $13 +0.2%
+1.2%
+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 Jul-2021