through: Feb 06, 2023

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2022 2021 2020

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $3,208 -1.3%
+13.9%
-39.0% +60.6% +21.5%
TQQQ +3x ProShares Leveraged NASDAQ-100 $11,883 -2.5%
+43.8%
-79.1% +83.0% +110.1%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN N/A +0.3%
-2.9%
+4.9% +1.5% -20.8%
DOG -1x ProShares Short Dow 30 $263 +0.1%
-1.7%
+5.7% -19.2% -20.4%
DWSH AdvisorShares Dorsey Short ETF $35 +2.2%
-20.0%
+17.5% -25.7% -49.9%
EFZ -1x ProShares Short MSCI EAFE Index $98 +1.0%
-6.8%
+13.1% -12.7% -16.0%
EUM -1x ProShares Short MSCI Emerging Markets $32 +1.4%
-5.7%
+20.7% -1.3% -24.4%
MYY -1x ProShares Short S&P MidCap 400 $14 +1.1%
-9.1%
+10.2% -23.0% -25.9%
PSQ -1x Proshares Short QQQ $1,574 +0.8%
-12.2%
+36.4% -24.8% -41.2%
REK -1x Proshares Short DJ Real Estate $43 +0.7%
-9.4%
+29.2% -30.6% -11.3%
RWM -1x ProShares Short Russell 2000 $453 +1.5%
-9.9%
+18.3% -17.9% -31.0%
SARK -1x AXS Short Innovation Daily ETF $278 +1.5%
-27.9%
+82.0% N/A N/A
SEF -1x Proshares Short DJ U.S. Financials $29 +0.3%
-7.4%
+11.8% -27.0% -16.9%
SH -1x ProShares Short S&P 500 Index $2,683 +0.6%
-6.4%
+18.1% -24.2% -25.1%
SJB -1x ProShares Short iBoxx High-Yield $310 +0.6%
-3.2%
+9.6% -6.7% -9.2%
TBF -1x ProShares Short 20+ Year Treasury $319 +0.9%
-5.9%
+42.4% +1.3% -19.4%
TBX -1x ProShares Short 7-10 Yr Treasury $69 +0.9%
-1.7%
+18.3% +1.7% -10.0%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $117 -1.0%
+4.4%
-28.8% -6.0% +39.8%
BRZU Direxion Daily MSCI Brazil Bull 2x ETF $140 -0.8%
+2.3%
+8.0% -39.2% -91.4%
DDM +2x ProShares Leveraged Long Dow 30 $373 -0.2%
+3.9%
-19.5% +42.0% +2.1%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $163 -0.8%
-5.4%
+125.4% +115.6% -70.3%
EET +2x ProShares Lev Long MSCI Emerg Mkts $21 -2.9%
+11.5%
-43.1% -10.9% +18.9%
EFO +2x ProShares Lev Long MSCI EAFE $12 -2.1%
+14.1%
-33.6% +19.4% +2.3%
ERX Direxion Daily Energy Bull 2x ETF $481 -0.8%
-5.3%
+130.7% +111.8% -91.6%
EVEN +2x DIREXION DAILY S&P EQ WGT B2X $3 -1.5%
+14.6%
N/A N/A N/A
EZJ +2x ProShares Leveraged Long Japan $7 -2.8%
+10.2%
-38.2% -2.0% +22.2%
GUSH Direxion Daily S&P Oil & Gas E&P Bull 2x $685 -3.8%
-6.6%
+66.5% +129.9% -97.4%
JNUG Direxion Junior Gold Miners Bull 2x ETF $300 -0.8%
+4.1%
-43.6% -46.6% -85.5%
MVV +2x ProShares Leveraged Long S&P Midcap $143 -2.2%
+20.7%
-31.9% +48.6% +6.2%
NUGT Direxion Daily Gold Miners Bull 2x ETF $530 -1.0%
+9.0%
-32.1% -26.3% -60.2%
QLD +2x ProShares Leveraged Long Nasdaq-100 $3,150 -1.7%
+28.3%
-60.5% +54.7% +88.9%
ROM +2x ProShares Leveraged Long DJ Technology $333 -2.5%
+30.9%
-63.9% +77.8% +80.4%
RXL +2x ProShares Ultra Health Care $94 -1.2%
-5.3%
-15.3% +48.1% +19.2%
SAA +2x ProShares Lev S&P SmallCap 600 $34 -3.4%
+23.0%
-36.2% +51.8% -1.8%
UPW +2x ProShares Ultra Utilities $15 +1.3%
-5.8%
-4.6% +32.6% -17.2%
USD +2x ProShares Ultra Semiconductor $164 -2.2%
+44.0%
-68.6% +104.3% +68.2%
UWM +2x ProShares Leveraged Long Russell 2000 $153 -3.0%
+22.5%
-43.7% +23.9% +16.6%
UYG +2x ProShares Leveraged Long DJ Financials $635 -0.6%
+16.6%
-32.1% +67.9% -20.3%
UYM +2x ProShares Leveraged Long Materials $53 -2.2%
+14.7%
-23.1% +54.6% +16.6%
XPP +2x ProShares Lev Long FTSE China $18 -2.7%
+15.2%
-50.1% -40.4% +7.1%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $37 +1.0%
+3.6%
-73.0% -68.1% -24.6%
DUST Direxion Daily Gold Miners Bear -2x ETF $126 +0.9%
-12.0%
-22.7% -4.8% -85.7%
DXD -2x Proshares Leveraged Short Dow 30 $125 +0.2%
-3.9%
+7.1% -35.2% -44.6%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $10 +3.1%
-11.5%
+37.0% -5.0% -48.9%
EFU -2x ProShares Leveraged Short MSCI EAFE $5 +2.2%
-13.4%
+22.9% -24.6% -35.5%
EPV -2x ProShares Leveraged Short MSCI Europe $78 +2.2%
-15.5%
+15.5% -31.6% -37.3%
ERY Direxion Daily Energy Bear -2x ETF $37 +0.7%
+3.6%
-73.6% -68.0% -11.9%
FXP -2x ProShares Lev Short FTSE China 25 $19 +3.1%
-17.1%
-11.7% +23.6% -39.5%
JDST Direxion Junior Gold Miners Bear -2x ETF $101 +1.1%
-8.5%
-26.2% +11.0% -95.9%
MZZ -2x ProShares Leveraged Short S&P Midcap $2 +2.2%
-18.1%
+13.0% -42.1% -53.1%
QID -2x ProShares Leveraged Short QQQ $451 +1.8%
-23.6%
+66.3% -44.9% -69.7%
REW -2x ProShares Lev Short DJ Technology $9 +3.0%
-26.0%
+65.0% -53.6% -71.3%
SDS -2x ProShares Leveraged Short S&P 500 $1,040 +1.2%
-12.7%
+30.7% -43.0% -50.1%
SKF -2x ProShares Lev Short DJ Financials $17 +0.6%
-14.8%
+17.6% -47.7% -42.4%
TWM -2x ProShares Leveraged Short Russell 2000 $87 +2.8%
-19.5%
+28.4% -35.4% -60.0%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $413 -1.1%
-15.2%
-7.9% -32.3% +62.0%
DGP +2x PowerShares DB Gold Double Long ETN N/A +0.1%
+3.5%
-5.5% -11.3% +45.3%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $13 -1.7%
+20.1%
-39.1% +8.0% -15.4%
TUA Simplify Leveraged Short Term Treasury ETF $88 -1.5%
-0.5%
N/A N/A N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $46 -1.4%
+12.8%
-55.5% -12.1% +31.9%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $786 +3.2%
-13.1%
+39.7% +139.3% -92.9%
UGL +2x ProShares Leveraged Long Gold $197 +0.4%
+3.9%
-7.6% -12.3% +39.0%
UJB +2x Proshares Ultra High Yield Bond $14 -1.2%
+6.8%
-23.3% +6.6% +5.1%
ULE +2x ProShares Leveraged Long Euro Currency $13 -1.2%
+0.2%
-15.5% -15.7% +14.7%
URE +2x ProShares Lev Long DJ Real Estate $79 -1.5%
+19.7%
-49.6% +88.2% -28.1%
UST +2x ProShares Lev Long 7-10 Yr Tsy $12 -1.8%
+3.8%
-30.2% -7.8% +18.8%
YCL +2x Proshares Leveraged Long Yen Currency $14 -2.2%
-3.1%
-26.9% -20.9% +7.2%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short N/A +0.3%
-5.0%
+2.8% +0.6% -37.1%
EUO -2x ProShares Lev Short Euro Currency $72 +1.3%
+0.1%
+13.9% +14.8% -16.0%
GLL -2x ProShares Leveraged Short Gold $17 -0.4%
-4.2%
-2.1% +1.7% -41.5%
KOLD -2x ProShares UltraShort BBG Natural Gas $124 -7.5%
+126.6%
-88.6% -74.4% +22.0%
PST -2x ProShares Lev Short 7-10yr Treasury $50 +2.0%
-3.4%
+38.6% +4.0% -18.7%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $246 -3.1%
+11.9%
-62.6% -72.6% -4.2%
SRS -2x ProShares Short DJ Real Estate $55 +1.5%
-18.1%
+54.7% -52.2% -33.0%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $726 +1.5%
-12.1%
+93.3% +2.9% -37.9%
YCS -2x Proshares Leveraged Short Yen Currency $19 +2.3%
+3.0%
+29.1% +22.4% -11.2%
ZSL -2x ProShares Leveraged Short Silver $27 +0.9%
+15.3%
-28.1% -2.0% -74.4%

+3x Leveraged Long Products

CURE +3x Direxion Leveraged Healthcare Bull $193 -1.9%
-9.8%
-20.5% +88.3% +4.9%
DRN +3x Direxion Lev MSCI Real Estate $59 -1.8%
+30.5%
-67.2% +153.4% -55.6%
EDC +3x Direxion Lev MSCI Emerging Markets $113 -4.2%
+18.4%
-60.2% -20.8% +6.1%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $32 -3.4%
+25.9%
-54.4% +46.6% -23.3%
FAS +3x Direxion Lev Rus 1000 Financials $2,075 -0.5%
+19.9%
-43.2% +116.6% -35.1%
FNGU +3x Leveraged MicroSectors FANG+ Index $904 -2.7%
+95.8%
-88.5% +30.9% +379.3%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $53 -0.5%
-9.1%
-22.9% +40.2% -36.4%
LABU +3x DRXN S&P Biotech Bull 3x Shares $1,086 -2.2%
+21.1%
-80.4% -64.2% +74.7%
MIDU +3x Direxion Leveraged MidCap S&P 400 $59 -3.4%
+31.9%
-49.3% +72.9% -18.3%
NAIL +3x Direxion Daily Homebuilders & Supplies $183 -4.9%
+51.0%
-75.2% +168.2% -32.1%
RETL +3x Direxion Leveraged Retail Sector Bull $61 -6.0%
+63.7%
-80.8% +101.0% +63.0%
SOXL +3x Direxion Philadelphia Semiconductor $4,737 -4.9%
+66.5%
-85.7% +118.8% +70.0%
SPXL +3x Direxion Leveraged S&P 500 $2,755 -1.8%
+21.0%
-56.6% +98.7% +9.6%
TECL +3x DirexionTechnology Bull $1,476 -3.6%
+38.9%
-74.3% +112.8% +69.4%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $968 -2.1%
+18.8%
-72.6% -19.8% +39.0%
TNA +3x Direxion Leveraged Russell 2000 $1,194 -4.3%
+35.1%
-62.5% +27.9% -7.8%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $23 -2.6%
+5.7%
-43.3% -11.4% +27.5%
UDOW +3x ProShares Leveraged Dow 30 $671 -0.3%
+5.4%
-32.4% +65.7% -17.2%
UPRO +3x ProShares Leveraged S&P 500 $2,393 -1.8%
+20.8%
-56.8% +98.6% +10.1%
URTY +3x ProShares Ultrapro Russell 2000 $246 -4.3%
+35.0%
-62.8% +28.5% -7.7%
YINN +3x Direxion Leveraged FTSE China $705 -4.6%
+21.5%
-72.0% -58.6% -7.8%

-3x Leveraged Short Products

EDZ -3x Direxion Lev Short MSCI Emerg Markets $27 +4.4%
-17.7%
+49.3% -8.7% -68.8%
FAZ -3x Direxion Lev Rus 1000 Financials $172 +0.4%
-17.9%
+1.2% -67.0% -73.9%
LABD -3x Direxion Daily S&P Biotech Bear $156 +2.2%
-22.3%
-32.7% +1.9% -89.7%
SDOW -3x ProShares Leveraged Short Dow 30 $794 +0.3%
-6.2%
+4.0% -49.0% -66.5%
SOXS -3x Direxion Daily Semiconductor Bear $1,661 +4.9%
-46.8%
+15.8% -80.9% -92.9%
SPXS -3x Direxion Leveraged Short S&P 500 $1,085 +1.9%
-19.1%
+36.1% -58.1% -70.5%
SPXU -3x ProShares Leveraged Short S&P 500 $1,300 +1.6%
-19.0%
+36.0% -57.9% -70.4%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $4,866 +2.6%
-34.1%
+82.4% -60.9% -86.4%
SRTY -3x ProShares Lev Short Russell 2000 $171 +4.2%
-28.3%
+29.0% -51.7% -80.6%
TECS -3x Direxion Technology Bear $164 +3.8%
-31.2%
+45.0% -67.9% -87.8%
TMV -3x Direxion Lev Short 20-Yr Treasury $426 +2.4%
-18.1%
+150.2% +0.8% -54.1%
TYO -3x Direxion daily 7-10 Yr Trs Bear $30 +2.8%
-5.6%
+58.8% +7.5% -28.6%
TZA -3x Direxion Leveraged Russell 2000 $536 +4.4%
-28.2%
+30.2% -50.8% -80.4%
YANG -3x Direxion Daily FTSE China Bear $181 +4.7%
-25.1%
-41.3% +25.9% -58.6%

Volatility Products

IVOL Quadratic Interest Rate Vol Inflation H $931 -0.3%
-4.8%
-12.7% -0.3% +14.6%
NUSI Nationwide Risk-Managed Income ETF QQQ $454 -0.9%
+5.3%
-28.4% +9.7% +18.6%
PUTW WisdomTree CBOE S&P500 PutWriteStrat $101 -0.3%
+4.6%
-10.1% +20.9% +1.7%
SVOL Simplify Volatility Premium $153 -0.4%
+4.5%
-3.2% N/A N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $238 -1.1%
+10.3%
-4.7% +48.5% -36.5%
SWAN Amplify BlackSwan ETF $253 -1.1%
+4.8%
-27.8% +10.6% +16.2%
TAIL Cambria Tail Risk ETF $219 -0.6%
-3.8%
-13.1% -12.8% +6.9%
UVXY +1.5x ProShares Leveraged VIX Short-Term $595 +4.1%
-25.8%
-44.8% -88.3% -17.4%
VIXM ProShares S&P 500 VIX Mid-Term Futures $70 +0.5%
-15.8%
-0.7% -16.7% +72.4%
VIXY ProShares S&P 500 VIX Short-Term Futures $243 +2.6%
-17.8%
-25.0% -72.4% +10.5%
VXX iPath B S&P 500 VIX S-T Futs ETN $326 +2.5%
-17.8%
-23.8% -72.4% +11.0%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Jan-2023