through: Feb 20, 2019

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2018 2017 2016

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $2,198 +0.4%
+22.9%
-14.6% +44.4% +21.5%
TQQQ +3x ProShares Leveraged NASDAQ-100 $3,799 -0.1%
+35.8%
-19.8% +118.1% +11.4%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $10 +1.2%
-3.1%
+4.9% -11.4% -10.2%
DOG -1x ProShares Short Dow 30 $236 -0.3%
-10.3%
+3.6% -21.5% -15.8%
EFZ -1x ProShares Short MSCI EAFE Index $53 -0.3%
-8.0%
+16.3% -20.2% -4.6%
EUM -1x ProShares Short MSCI Emerging Markets $94 -0.6%
-8.5%
+14.6% -28.1% -15.3%
MYY -1x ProShares Short S&P MidCap 400 $18 -0.5%
-13.6%
+12.8% -14.6% -19.3%
PSQ -1x Proshares Short QQQ $533 +0.0%
-10.5%
-2.3% -24.8% -9.4%
REK -1x Proshares Short DJ Real Estate $9 +0.7%
-11.0%
+4.6% -9.3% -9.5%
RWM -1x ProShares Short Russell 2000 $269 -0.5%
-14.8%
+11.6% -13.6% -21.2%
SEF -1x Proshares Short DJ U.S. Financials $17 -0.2%
-11.3%
+10.4% -17.1% -17.2%
SH -1x ProShares Short S&P 500 Index $2,181 -0.2%
-10.0%
+4.9% -17.4% -12.5%
SJB -1x ProShares Short iBoxx High-Yield $132 -0.1%
-5.4%
+2.5% -6.2% -14.0%
TBF -1x ProShares Short 20+ Year Treasury $410 +0.3%
-0.1%
+3.3% -8.5% -3.4%
TBX -1x ProShares Short 7-10 Yr Treasury $54 +0.0%
-0.3%
+1.3% -2.6% -1.5%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $260 -0.6%
+31.3%
-24.9% +40.5% -44.2%
DDM +2x ProShares Leveraged Long Dow 30 $362 +0.5%
+23.2%
-13.5% +59.6% +31.6%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $99 +0.6%
+34.2%
-40.2% -7.4% +47.7%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $39 +1.1%
+20.7%
-16.3% +30.5% +44.8%
EET +2x ProShares Lev Long MSCI Emerg Mkts $30 +1.4%
+18.5%
-33.8% +82.4% +14.5%
EFO +2x ProShares Lev Long MSCI EAFE $7 +0.9%
+18.3%
-30.9% +51.8% -2.9%
EZJ +2x ProShares Leveraged Long Japan $6 +0.2%
+14.9%
-31.1% +49.1% -0.8%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $426 -0.5%
+20.6%
-11.4% +36.9% +47.1%
MVV +2x ProShares Leveraged Long S&P Midcap $111 +0.9%
+33.0%
-25.5% +30.8% +39.6%
QLD +2x ProShares Leveraged Long Nasdaq-100 $1,631 +0.0%
+23.3%
-8.3% +70.3% +10.2%
ROM +2x ProShares Leveraged Long DJ Technology $267 +0.0%
+27.1%
-9.9% +81.1% +23.5%
RXL +2x ProShares Ultra Health Care $122 -0.5%
+16.1%
+3.4% +46.9% -8.8%
SAA +2x ProShares Lev S&P SmallCap 600 $26 +1.3%
+36.2%
-23.0% +23.9% +51.1%
UPW +2x ProShares Ultra Utilities $13 +0.8%
+12.9%
+2.3% +22.6% +29.2%
UWM +2x ProShares Leveraged Long Russell 2000 $148 +0.9%
+36.9%
-25.9% +26.9% +41.3%
UYG +2x ProShares Leveraged Long DJ Financials $748 +0.6%
+25.7%
-22.6% +39.3% +31.4%
UYM +2x ProShares Leveraged Long Materials $41 +3.3%
+22.2%
-35.7% +51.5% +36.5%
XPP +2x ProShares Lev Long FTSE China $29 +1.2%
+22.8%
-31.4% +80.2% -3.7%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $15 -0.8%
-27.1%
+36.2% -1.1% -47.9%
DXD -2x Proshares Leveraged Short Dow 30 $144 -0.4%
-20.0%
+3.1% -38.6% -29.7%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $17 -1.2%
-16.8%
+24.1% -49.0% -31.2%
EFU -2x ProShares Leveraged Short MSCI EAFE $4 -0.3%
-15.9%
+32.3% -36.9% -12.2%
EPV -2x ProShares Leveraged Short MSCI Europe $17 -1.2%
-16.7%
+32.2% -39.8% -12.1%
FXP -2x ProShares Lev Short FTSE China 25 $31 -1.0%
-20.1%
+12.5% -49.8% -18.8%
MZZ -2x ProShares Leveraged Short S&P Midcap $4 -0.7%
-26.0%
+22.9% -27.7% -36.0%
QID -2x ProShares Leveraged Short QQQ $311 +0.0%
-20.8%
-9.8% -44.0% -19.5%
REW -2x ProShares Lev Short DJ Technology $5 +0.3%
-24.0%
-10.0% -49.1% -29.6%
SDS -2x ProShares Leveraged Short S&P 500 $925 -0.3%
-19.4%
+6.1% -32.0% -24.2%
SKF -2x ProShares Lev Short DJ Financials $26 -0.4%
-21.2%
+16.4% -31.7% -33.3%
TWM -2x ProShares Leveraged Short Russell 2000 $78 -0.9%
-28.0%
+19.2% -26.4% -39.6%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $211 +0.9%
+6.4%
-22.1% +5.5% +18.5%
BDCL +2x ETRACS Leveraged WF Business Develop $199 +1.7%
+28.9%
-17.6% -2.5% +47.2%
BDD +2x Leveraged Long DB Base Metals ETN $1 +5.4%
-0.5%
-34.6% +64.8% +55.9%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $234 +0.0%
+21.1%
-21.9% +26.8% +33.2%
DAG +2x Leveraged DB Agriculture Double Long $5 -0.2%
+2.5%
-24.5% -17.8% +6.4%
DGP +2x PowerShares DB Gold Double Long ETN $89 +0.7%
+17.9%
-7.5% +24.2% +10.9%
DYY +2x Powershares Lev Long DB Commodity $1 +0.7%
+12.2%
-47.0% -2.1% +22.4%
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $33 -0.5%
+0.4%
-6.5% +16.1% +0.3%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $444 +2.3%
+48.9%
-43.3% +0.3% -6.9%
UGL +2x ProShares Leveraged Long Gold $90 -0.3%
+7.7%
-8.0% +22.5% +11.7%
ULE +2x ProShares Leveraged Long Euro Currency $8 +0.0%
-2.8%
-13.4% +23.9% -9.2%
URE +2x ProShares Lev Long DJ Real Estate $136 -1.2%
+26.5%
-13.8% +16.6% +10.4%
UST +2x ProShares Lev Long 7-10 Yr Tsy $56 +0.0%
+0.7%
-1.1% +3.2% +0.5%
YCL +2x Proshares Leveraged Long Yen Currency $6 -0.4%
-2.9%
+0.2% +3.5% +1.5%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $18 +0.1%
-7.5%
+8.2% -21.8% -22.7%
EUO -2x ProShares Lev Short Euro Currency $140 +0.0%
+2.8%
+14.4% -21.7% +6.1%
GLL -2x ProShares Leveraged Short Gold $21 +0.2%
-7.6%
+5.4% -23.7% -21.8%
KOLD -2x ProShares UltraShort BBG Natural Gas $12 +0.9%
+5.1%
-46.5% +72.0% -50.5%
PST -2x ProShares Lev Short 7-10yr Treasury $92 +0.2%
-0.4%
+1.7% -4.5% -2.9%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $63 -2.4%
-36.3%
+19.2% -22.4% -52.6%
SRS -2x ProShares Short DJ Real Estate $21 +1.2%
-21.3%
+6.0% -18.0% -20.4%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $1,127 +0.5%
-0.8%
+5.0% -17.2% -7.4%
YCS -2x Proshares Leveraged Short Yen Currency $51 +0.4%
+2.9%
-1.5% -6.6% -8.7%
ZSL -2x ProShares Leveraged Short Silver $18 -1.1%
-6.7%
+18.1% -19.0% -40.0%

+3x Leveraged Long Products

BRZU +3x Direxion Daily MSCI Brazil Bull 3x ETF $415 -2.7%
+44.0%
-37.2% +30.8% +167.0%
CURE +3x Direxion Leveraged Healthcare Bull $165 -0.4%
+20.2%
+2.8% +69.3% -17.5%
DRN +3x Direxion Lev MSCI Real Estate $44 -2.7%
+42.8%
-25.1% +7.6% +13.5%
EDC +3x Direxion Lev MSCI Emerging Markets $268 +1.8%
+27.4%
-49.9% +138.6% +14.8%
ERX +3x Direxion Lev Rus 1000 Energy $401 +1.2%
+52.9%
-55.9% -11.6% +70.3%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $43 +1.6%
+28.6%
-46.4% +91.3% -17.8%
FAS +3x Direxion Lev Rus 1000 Financials $1,506 +0.7%
+40.5%
-33.8% +67.4% +40.7%
GASL +3x Direxion Daily Natural Gas Bull $33 +3.0%
+55.8%
-79.8% -43.0% -27.5%
GUSH +3x Direxion Dly S&P Oil & Gas E&P $248 +3.5%
+54.7%
-74.3% -40.2% +53.1%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $85 +3.8%
-12.3%
-34.3% +128.0% -16.6%
JNUG +3x Direxion Leveraged Junior Gold Miners $825 +0.9%
+41.4%
-48.1% -20.2% +79.7%
LABU +3x DRXN S&P Biotech Bull 3x Shares $627 -1.2%
+58.9%
-57.6% +149.1% -62.9%
MIDU +3x Direxion Leveraged MidCap S&P 400 $69 +1.3%
+53.5%
-39.2% +46.9% +58.9%
NUGT +3x Direxion Leveraged Long Gold Miners $1,437 +3.0%
+31.5%
-44.5% +3.7% +57.3%
RETL +3x Direxion Leveraged Retail Sector Bull $21 +0.4%
+35.4%
-35.2% -1.3% -0.9%
RUSL +3x Direxion Lev Long Russia Bull $154 +2.8%
+31.4%
-40.2% +1.0% +126.1%
SOXL +3x Direxion Philadelphia Semiconductor $543 +2.8%
+55.4%
-39.1% +141.7% +123.2%
SPXL +3x Direxion Leveraged S&P 500 $1,037 +0.6%
+35.4%
-25.1% +71.0% +30.0%
TECL +3x DirexionTechnology Bull $551 +0.2%
+37.3%
-24.0% +124.8% +37.1%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $107 -0.8%
+0.8%
-11.0% +22.7% -2.5%
TNA +3x Direxion Leveraged Russell 2000 $847 +1.4%
+59.0%
-39.9% +39.2% +59.2%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $13 +0.0%
+0.2%
+0.7% +5.6% +0.5%
UDOW +3x ProShares Leveraged Dow 30 $516 +0.7%
+36.5%
-23.9% +99.1% +47.5%
UGAZ +3x VelocityShares Lev Long Natural Gas $482 -1.5%
-25.7%
-44.6% -84.2% -24.3%
UGLD +3x VelocityShares Leveraged Long Gold $144 -0.7%
+11.9%
-14.4% +33.3% +13.4%
UPRO +3x ProShares Leveraged S&P 500 $1,267 +0.6%
+35.4%
-25.1% +71.4% +30.8%
URTY +3x ProShares Ultrapro Russell 2000 $115 +1.4%
+59.2%
-39.6% +38.9% +60.1%
USLV +3x Long VelocityShares Silver ETN $271 +1.2%
+9.5%
-36.2% +1.6% +16.5%
UWT +3x VelocityShares Long Crude Oil ETN $465 +4.1%
+80.0%
-63.7% -11.4% N/A
YINN +3x Direxion Leveraged FTSE China $380 +1.6%
+34.8%
-48.5% +129.8% -15.6%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $242 +1.5%
-7.7%
-78.5% +81.5% -75.8%
DUST -3x Direxion Daily Gold Miners Bear $130 -2.8%
-28.2%
-3.3% -51.0% -94.1%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $66 -1.7%
-24.3%
+32.9% -64.1% -46.3%
ERY -3x Direxion S&P Leveraged Short Energy $21 -1.1%
-38.0%
+45.5% -5.6% -67.5%
FAZ -3x Direxion Lev Rus 1000 Financials $158 -0.6%
-30.4%
+16.9% -46.2% -47.3%
JDST -3x Direxion Daily Jr Gold Miners Bear $71 -0.6%
-35.5%
-1.6% -63.4% -97.6%
LABD -3x Direxion Daily S&P Biotech Bear $105 +1.5%
-44.9%
-6.3% -75.7% -39.0%
SDOW -3x ProShares Leveraged Short Dow 30 $211 -0.8%
-29.0%
-0.2% -52.3% -42.4%
SPXS -3x Direxion Leveraged Short S&P 500 $319 -0.7%
-28.1%
+3.4% -44.5% -36.2%
SPXU -3x ProShares Leveraged Short S&P 500 $489 -0.6%
-28.2%
+4.0% -44.2% -35.6%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $890 +0.0%
-30.4%
-20.7% -58.7% -30.1%
SRTY -3x ProShares Lev Short Russell 2000 $55 -1.4%
-39.3%
+23.4% -38.3% -55.3%
TECS -3x Direxion Technology Bear $36 -0.3%
-32.3%
-19.1% -60.8% -43.4%
TMV -3x Direxion Lev Short 20-Yr Treasury $248 +0.7%
-1.3%
+4.0% -26.5% -14.3%
TYO -3x Direxion daily 7-10 Yr Trs Bear $17 -0.3%
-1.9%
-1.4% -8.9% -7.3%
TZA -3x Direxion Leveraged Russell 2000 $280 -1.4%
-39.3%
+25.1% -38.2% -55.9%
YANG -3x Direxion Daily FTSE China Bear $72 -1.6%
-28.7%
+13.1% -64.9% -31.8%

Volatility Products

PUTW WisdomTree CBOE S&P500 PutWriteStrat $240 +0.2%
+4.5%
-7.1% +10.1% N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $393 +2.0%
+20.8%
-91.8% +181.8% +80.3%
TVIX +2x VelocityShares Daily VIX Short-Term $352 -7.6%
-56.2%
+28.0% -94.2% -93.9%
UVXY +1.5x ProShares Leveraged VIX Short-Term $322 -5.6%
-46.3%
+60.1% -94.2% -93.8%
VIXM ProShares S&P 500 VIX Mid-Term Futures $47 -0.8%
-18.0%
+26.4% -50.0% -21.6%
VIXY ProShares S&P 500 VIX Short-Term Futures $155 -3.9%
-33.1%
+66.8% -72.8% -68.1%
VXXB iPath B S&P 500 VIX S-T Futs ETN $419 -4.0%
-33.2%
N/A N/A N/A
XVZ iPath S&P 500 Dynamic VIX ETN $7 +0.1%
-12.7%
-9.6% -17.2% +7.4%
ZIV -1x VelocityShares Inverse VIX Medium-Term $102 +1.0%
+21.6%
-31.9% +90.5% +12.7%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Jan-2019