through: Oct 18, 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 $2,272 -0.9%
+39.6%
-14.6% +44.4% +21.5%
TQQQ +3x ProShares Leveraged NASDAQ-100 $3,636 -2.9%
+72.8%
-19.8% +118.1% +11.4%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $4 +0.0%
-12.3%
+4.9% -11.4% -10.2%
DOG -1x ProShares Short Dow 30 $267 +1.0%
-13.0%
+3.6% -21.5% -15.8%
EFZ -1x ProShares Short MSCI EAFE Index $47 +0.0%
-12.0%
+16.3% -20.2% -4.6%
EUM -1x ProShares Short MSCI Emerging Markets $88 +0.5%
-7.6%
+14.6% -28.1% -15.3%
MYY -1x ProShares Short S&P MidCap 400 $18 +0.1%
-14.6%
+12.8% -14.6% -19.3%
PSQ -1x Proshares Short QQQ $638 +1.0%
-19.6%
-2.3% -24.8% -9.4%
REK -1x Proshares Short DJ Real Estate $8 -0.8%
-21.6%
+4.6% -9.3% -9.5%
RWM -1x ProShares Short Russell 2000 $348 +0.5%
-12.8%
+11.6% -13.6% -21.2%
SEF -1x Proshares Short DJ U.S. Financials $25 -0.2%
-18.4%
+10.4% -17.1% -17.2%
SH -1x ProShares Short S&P 500 Index $1,983 +0.5%
-15.8%
+4.9% -17.4% -12.5%
SJB -1x ProShares Short iBoxx High-Yield $120 +0.0%
-9.6%
+2.5% -6.2% -14.0%
TBF -1x ProShares Short 20+ Year Treasury $260 +0.0%
-13.2%
+3.3% -8.5% -3.4%
TBX -1x ProShares Short 7-10 Yr Treasury $21 -0.1%
-6.4%
+1.3% -2.6% -1.5%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $190 -1.5%
+6.4%
-24.9% +40.5% -44.2%
DDM +2x ProShares Leveraged Long Dow 30 $346 -1.9%
+30.1%
-13.5% +59.6% +31.6%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $68 -1.0%
-5.0%
-40.2% -7.4% +47.7%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $36 +1.0%
+32.2%
-16.3% +30.5% +44.8%
EET +2x ProShares Lev Long MSCI Emerg Mkts $25 -0.9%
+11.4%
-33.8% +82.4% +14.5%
EFO +2x ProShares Lev Long MSCI EAFE $4 +0.3%
+26.6%
-30.9% +51.8% -2.9%
EZJ +2x ProShares Leveraged Long Japan $5 +0.0%
+23.8%
-31.1% +49.1% -0.8%
HDLV +2x UBS Lvg US HiDivLowVol ETN $18 +1.2%
+37.0%
-23.0% +13.0% +30.7%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $354 +0.5%
+23.4%
-11.4% +36.9% +47.1%
MVV +2x ProShares Leveraged Long S&P Midcap $118 -0.2%
+31.8%
-25.5% +30.8% +39.6%
QLD +2x ProShares Leveraged Long Nasdaq-100 $1,844 -1.9%
+48.2%
-8.3% +70.3% +10.2%
ROM +2x ProShares Leveraged Long DJ Technology $338 -2.2%
+58.2%
-9.9% +81.1% +23.5%
RXL +2x ProShares Ultra Health Care $100 -0.6%
+11.8%
+3.4% +46.9% -8.8%
SAA +2x ProShares Lev S&P SmallCap 600 $22 -0.8%
+23.2%
-23.0% +23.9% +51.1%
UPW +2x ProShares Ultra Utilities $20 +0.7%
+45.4%
+2.3% +22.6% +29.2%
UWM +2x ProShares Leveraged Long Russell 2000 $128 -1.0%
+25.9%
-25.9% +26.9% +41.3%
UYG +2x ProShares Leveraged Long DJ Financials $749 +0.4%
+45.7%
-22.6% +39.3% +31.4%
UYM +2x ProShares Leveraged Long Materials $39 -0.3%
+15.6%
-35.7% +51.5% +36.5%
XPP +2x ProShares Lev Long FTSE China $28 -1.8%
+8.3%
-31.4% +80.2% -3.7%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $17 +0.9%
-7.0%
+36.2% -1.1% -47.9%
DXD -2x Proshares Leveraged Short Dow 30 $170 +1.9%
-26.4%
+3.1% -38.6% -29.7%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $20 +1.2%
-17.3%
+24.1% -49.0% -31.2%
EFU -2x ProShares Leveraged Short MSCI EAFE $2 +0.1%
-24.4%
+32.3% -36.9% -12.2%
EPV -2x ProShares Leveraged Short MSCI Europe $15 -0.3%
-26.6%
+32.2% -39.8% -12.1%
FXP -2x ProShares Lev Short FTSE China 25 $43 +2.1%
-16.7%
+12.5% -49.8% -18.8%
MZZ -2x ProShares Leveraged Short S&P Midcap $4 +0.1%
-29.4%
+22.9% -27.7% -36.0%
QID -2x ProShares Leveraged Short QQQ $333 +1.9%
-37.9%
-9.8% -44.0% -19.5%
REW -2x ProShares Lev Short DJ Technology $5 +1.9%
-44.5%
-10.0% -49.1% -29.6%
SDS -2x ProShares Leveraged Short S&P 500 $1,063 +0.9%
-31.1%
+6.1% -32.0% -24.2%
SKF -2x ProShares Lev Short DJ Financials $31 -0.5%
-34.9%
+16.4% -31.7% -33.3%
TWM -2x ProShares Leveraged Short Russell 2000 $104 +0.8%
-27.0%
+19.2% -26.4% -39.6%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $260 +0.3%
+18.3%
-22.1% +5.5% +18.5%
BDCL +2x ETRACS Leveraged WF Business Develop $186 +0.6%
+41.5%
-17.6% -2.5% +47.2%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $233 +0.1%
+33.8%
-21.9% +26.8% +33.2%
DGP +2x PowerShares DB Gold Double Long ETN $108 -0.1%
+28.9%
-7.5% +24.2% +10.9%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $26 -0.2%
+28.6%
N/A N/A N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $34 +0.0%
+32.1%
-6.5% +16.1% +0.3%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $352 -1.0%
+19.8%
-43.3% +0.3% -6.9%
UGL +2x ProShares Leveraged Long Gold $118 -0.1%
+27.9%
-8.0% +22.5% +11.7%
UJB +2x Proshares Ultra High Yield Bond $5 +0.1%
+22.1%
-6.1% +11.7% +29.1%
ULE +2x ProShares Leveraged Long Euro Currency $5 +0.5%
-8.9%
-13.4% +23.9% -9.2%
URE +2x ProShares Lev Long DJ Real Estate $147 +1.6%
+60.9%
-13.8% +16.6% +10.4%
UST +2x ProShares Lev Long 7-10 Yr Tsy $30 +0.1%
+16.3%
-1.1% +3.2% +0.5%
YCL +2x Proshares Leveraged Long Yen Currency $3 +0.4%
-1.6%
+0.2% +3.5% +1.5%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $12 +1.0%
-24.6%
+8.2% -21.8% -22.7%
EUO -2x ProShares Lev Short Euro Currency $136 -0.6%
+10.4%
+14.4% -21.7% +6.1%
GLL -2x ProShares Leveraged Short Gold $18 +0.0%
-24.8%
+5.4% -23.7% -21.8%
KOLD -2x ProShares UltraShort BBG Natural Gas $4 -1.6%
+39.2%
-46.5% +72.0% -50.5%
PST -2x ProShares Lev Short 7-10yr Treasury $53 -0.1%
-13.2%
+1.7% -4.5% -2.9%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $86 +1.1%
-44.0%
+19.2% -22.4% -52.6%
SRS -2x ProShares Short DJ Real Estate $19 -1.6%
-39.6%
+6.0% -18.0% -20.4%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $689 -0.1%
-26.3%
+5.0% -17.2% -7.4%
YCS -2x Proshares Leveraged Short Yen Currency $43 -0.1%
+1.9%
-1.5% -6.6% -8.7%
ZSL -2x ProShares Leveraged Short Silver $11 +0.0%
-25.0%
+18.1% -19.0% -40.0%

+3x Leveraged Long Products

BRZU +3x Direxion Daily MSCI Brazil Bull 3x ETF $408 +2.8%
+11.2%
-37.2% +30.8% +167.0%
CURE +3x Direxion Leveraged Healthcare Bull $131 -1.0%
+12.1%
+2.8% +69.3% -17.5%
DRN +3x Direxion Lev MSCI Real Estate $49 +2.6%
+89.8%
-25.1% +7.6% +13.5%
EDC +3x Direxion Lev MSCI Emerging Markets $177 -1.8%
+12.6%
-49.9% +138.6% +14.8%
ERX +3x Direxion Lev Rus 1000 Energy $299 -1.6%
-8.1%
-55.9% -11.6% +70.3%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $23 +0.7%
+42.1%
-46.4% +91.3% -17.8%
FAS +3x Direxion Lev Rus 1000 Financials $1,316 +0.2%
+75.1%
-33.8% +67.4% +40.7%
GASL +3x Direxion Daily Natural Gas Bull $26 -9.0%
-76.4%
-79.8% -43.0% -27.5%
GUSH +3x Direxion Dly S&P Oil & Gas E&P $198 -7.0%
-67.6%
-74.3% -40.2% +53.1%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $77 +3.5%
-4.9%
-34.3% +128.0% -16.6%
JNUG +3x Direxion Leveraged Junior Gold Miners $937 -1.4%
+30.8%
-48.1% -20.2% +79.7%
LABU +3x DRXN S&P Biotech Bull 3x Shares $511 -3.7%
+2.1%
-57.6% +149.1% -62.9%
MIDU +3x Direxion Leveraged MidCap S&P 400 $44 -0.1%
+47.4%
-39.2% +46.9% +58.9%
NUGT +3x Direxion Leveraged Long Gold Miners $1,601 +0.5%
+63.9%
-44.5% +3.7% +57.3%
RETL +3x Direxion Leveraged Retail Sector Bull $13 -3.9%
+0.6%
-35.2% -1.3% -0.9%
RUSL +3x Direxion Lev Long Russia Bull $73 -1.0%
+62.6%
-40.2% +1.0% +126.1%
SOXL +3x Direxion Philadelphia Semiconductor $690 -3.3%
+114.9%
-39.1% +141.7% +123.2%
SPXL +3x Direxion Leveraged S&P 500 $926 -1.3%
+60.5%
-25.1% +71.0% +30.0%
TECL +3x DirexionTechnology Bull $766 -2.9%
+97.9%
-24.0% +124.8% +37.1%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $233 +0.0%
+48.2%
-11.0% +22.7% -2.5%
TNA +3x Direxion Leveraged Russell 2000 $702 -1.4%
+34.9%
-39.9% +39.2% +59.2%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $20 +0.3%
+23.1%
+0.7% +5.6% +0.5%
UDOW +3x ProShares Leveraged Dow 30 $458 -2.8%
+45.1%
-23.9% +99.1% +47.5%
UGAZ +3x VelocityShares Lev Long Natural Gas $654 +3.0%
-64.2%
-44.6% -84.2% -24.3%
UGLD +3x VelocityShares Leveraged Long Gold $184 -0.3%
+42.8%
-14.4% +33.3% +13.4%
UPRO +3x ProShares Leveraged S&P 500 $1,250 -1.4%
+60.2%
-25.1% +71.4% +30.8%
URTY +3x ProShares Ultrapro Russell 2000 $75 -1.3%
+35.3%
-39.6% +38.9% +60.1%
USLV +3x Long VelocityShares Silver ETN $351 +0.1%
+22.1%
-36.2% +1.6% +16.5%
UWT +3x VelocityShares Long Crude Oil ETN $349 -1.4%
+12.6%
-63.7% -11.4% N/A
YINN +3x Direxion Leveraged FTSE China $319 -3.1%
+5.7%
-48.5% +129.8% -15.6%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $190 -3.0%
+11.9%
-78.5% +81.5% -75.8%
DUST -3x Direxion Daily Gold Miners Bear $356 -0.6%
-66.0%
-3.3% -51.0% -94.1%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $65 +1.7%
-25.7%
+32.9% -64.1% -46.3%
ERY -3x Direxion S&P Leveraged Short Energy $39 +1.6%
-17.1%
+45.5% -5.6% -67.5%
FAZ -3x Direxion Lev Rus 1000 Financials $173 -0.2%
-49.3%
+16.9% -46.2% -47.3%
JDST -3x Direxion Daily Jr Gold Miners Bear $146 +1.7%
-67.8%
-1.6% -63.4% -97.6%
LABD -3x Direxion Daily S&P Biotech Bear $93 +3.6%
-46.1%
-6.3% -75.7% -39.0%
SDOW -3x ProShares Leveraged Short Dow 30 $241 +2.9%
-38.4%
-0.2% -52.3% -42.4%
SOXS -3x Direxion Daily Semiconductor Bear $179 +3.4%
-73.4%
-19.4% -69.4% -73.2%
SPXS -3x Direxion Leveraged Short S&P 500 $508 +1.3%
-44.6%
+3.4% -44.5% -36.2%
SPXU -3x ProShares Leveraged Short S&P 500 $623 +1.2%
-44.4%
+4.0% -44.2% -35.6%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $1,169 +2.8%
-53.3%
-20.7% -58.7% -30.1%
SRTY -3x ProShares Lev Short Russell 2000 $70 +1.4%
-40.1%
+23.4% -38.3% -55.3%
TECS -3x Direxion Technology Bear $56 +2.6%
-61.3%
-19.1% -60.8% -43.4%
TMV -3x Direxion Lev Short 20-Yr Treasury $121 +0.2%
-38.2%
+4.0% -26.5% -14.3%
TYO -3x Direxion daily 7-10 Yr Trs Bear $11 -0.2%
-21.3%
-1.4% -8.9% -7.3%
TZA -3x Direxion Leveraged Russell 2000 $324 +1.4%
-39.6%
+25.1% -38.2% -55.9%
YANG -3x Direxion Daily FTSE China Bear $90 +2.8%
-24.9%
+13.1% -64.9% -31.8%

Volatility Products

PUTW WisdomTree CBOE S&P500 PutWriteStrat $211 +0.0%
+10.1%
-7.1% +10.1% N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $301 +0.1%
+32.1%
-91.8% +181.8% +80.3%
TAIL Cambria Tail Risk ETF $62 +0.3%
-10.6%
+2.9% N/A N/A
TVIX +2x VelocityShares Daily VIX Short-Term $1,082 -0.7%
-84.9%
+28.0% -94.2% -93.9%
UVXY +1.5x ProShares Leveraged VIX Short-Term $497 -0.4%
-73.4%
+60.1% -94.2% -93.8%
VIXM ProShares S&P 500 VIX Mid-Term Futures $47 +1.4%
-12.9%
+26.4% -50.0% -21.6%
VIXY ProShares S&P 500 VIX Short-Term Futures $240 -0.2%
-54.8%
+66.8% -72.8% -68.1%
VXX iPath B S&P 500 VIX S-T Futs ETN $716 -0.2%
-54.8%
N/A N/A N/A
XVZ iPath S&P 500 Dynamic VIX ETN $6 +0.5%
-9.7%
-9.6% -17.2% +7.4%
ZIV -1x VelocityShares Inverse VIX Medium-Term $73 -0.1%
+10.8%
-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 Aug-2019