through: Dec 05, 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 $2,457 +0.3%
+52.5%
-14.6% +44.4% +21.5%
TQQQ +3x ProShares Leveraged NASDAQ-100 $3,665 +0.5%
+102.6%
-19.8% +118.1% +11.4%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $4 -0.2%
-11.2%
+4.9% -11.4% -10.2%
DOG -1x ProShares Short Dow 30 $242 -0.1%
-16.0%
+3.6% -21.5% -15.8%
EFZ -1x ProShares Short MSCI EAFE Index $28 +0.1%
-14.1%
+16.3% -20.2% -4.6%
EUM -1x ProShares Short MSCI Emerging Markets $74 -0.5%
-9.5%
+14.6% -28.1% -15.3%
MYY -1x ProShares Short S&P MidCap 400 $14 -0.1%
-17.5%
+12.8% -14.6% -19.3%
PSQ -1x Proshares Short QQQ $571 -0.2%
-23.9%
-2.3% -24.8% -9.4%
REK -1x Proshares Short DJ Real Estate $8 +0.0%
-19.9%
+4.6% -9.3% -9.5%
RWM -1x ProShares Short Russell 2000 $299 +0.0%
-17.2%
+11.6% -13.6% -21.2%
SEF -1x Proshares Short DJ U.S. Financials $21 -0.3%
-21.6%
+10.4% -17.1% -17.2%
SH -1x ProShares Short S&P 500 Index $1,977 -0.2%
-19.4%
+4.9% -17.4% -12.5%
SJB -1x ProShares Short iBoxx High-Yield $109 -0.1%
-9.9%
+2.5% -6.2% -14.0%
TBF -1x ProShares Short 20+ Year Treasury $232 +0.5%
-13.1%
+3.3% -8.5% -3.4%
TBX -1x ProShares Short 7-10 Yr Treasury $20 +0.2%
-6.0%
+1.3% -2.6% -1.5%

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $194 -2.7%
+42.6%
-24.9% +40.5% -44.2%
DDM +2x ProShares Leveraged Long Dow 30 $345 +0.2%
+39.5%
-13.5% +59.6% +31.6%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $69 -1.1%
-0.9%
-40.2% -7.4% +47.7%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $36 +0.1%
+35.5%
-16.3% +30.5% +44.8%
EET +2x ProShares Lev Long MSCI Emerg Mkts $25 +0.9%
+15.4%
-33.8% +82.4% +14.5%
EFO +2x ProShares Lev Long MSCI EAFE $5 -0.2%
+32.8%
-30.9% +51.8% -2.9%
EZJ +2x ProShares Leveraged Long Japan $6 -0.6%
+34.4%
-31.1% +49.1% -0.8%
HDLV +2x UBS Lvg US HiDivLowVol ETN $19 +0.1%
+43.7%
-23.0% +13.0% +30.7%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $402 -0.5%
+28.0%
-11.4% +36.9% +47.1%
MVV +2x ProShares Leveraged Long S&P Midcap $141 +0.1%
+40.9%
-25.5% +30.8% +39.6%
QLD +2x ProShares Leveraged Long Nasdaq-100 $1,981 +0.4%
+65.0%
-8.3% +70.3% +10.2%
ROM +2x ProShares Leveraged Long DJ Technology $361 +0.7%
+82.2%
-9.9% +81.1% +23.5%
RXL +2x ProShares Ultra Health Care $105 -0.4%
+32.3%
+3.4% +46.9% -8.8%
SAA +2x ProShares Lev S&P SmallCap 600 $25 +0.6%
+33.1%
-23.0% +23.9% +51.1%
UPW +2x ProShares Ultra Utilities $38 +0.1%
+40.9%
+2.3% +22.6% +29.2%
UWM +2x ProShares Leveraged Long Russell 2000 $173 +0.1%
+39.4%
-25.9% +26.9% +41.3%
UYG +2x ProShares Leveraged Long DJ Financials $795 +0.9%
+57.8%
-22.6% +39.3% +31.4%
UYM +2x ProShares Leveraged Long Materials $43 +0.9%
+24.0%
-35.7% +51.5% +36.5%
XPP +2x ProShares Lev Long FTSE China $31 +0.2%
+5.8%
-31.4% +80.2% -3.7%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $17 +1.2%
-12.6%
+36.2% -1.1% -47.9%
DXD -2x Proshares Leveraged Short Dow 30 $154 -0.2%
-31.5%
+3.1% -38.6% -29.7%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $16 -1.0%
-20.8%
+24.1% -49.0% -31.2%
EFU -2x ProShares Leveraged Short MSCI EAFE $2 +0.3%
-28.1%
+32.3% -36.9% -12.2%
EPV -2x ProShares Leveraged Short MSCI Europe $13 +0.1%
-30.2%
+32.2% -39.8% -12.1%
FXP -2x ProShares Lev Short FTSE China 25 $38 +0.0%
-15.8%
+12.5% -49.8% -18.8%
MZZ -2x ProShares Leveraged Short S&P Midcap $3 -0.3%
-34.1%
+22.9% -27.7% -36.0%
QID -2x ProShares Leveraged Short QQQ $322 -0.3%
-44.4%
-9.8% -44.0% -19.5%
REW -2x ProShares Lev Short DJ Technology $5 -0.5%
-52.0%
-10.0% -49.1% -29.6%
SDS -2x ProShares Leveraged Short S&P 500 $1,015 -0.3%
-36.9%
+6.1% -32.0% -24.2%
SKF -2x ProShares Lev Short DJ Financials $31 -0.7%
-39.9%
+16.4% -31.7% -33.3%
TWM -2x ProShares Leveraged Short Russell 2000 $92 -0.1%
-34.2%
+19.2% -26.4% -39.6%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $242 +1.3%
+8.8%
-22.1% +5.5% +18.5%
BDCL +2x ETRACS Leveraged WF Business Develop $184 -0.1%
+49.3%
-17.6% -2.5% +47.2%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $237 -0.1%
+36.7%
-21.9% +26.8% +33.2%
DGP +2x PowerShares DB Gold Double Long ETN $100 -0.3%
+25.4%
-7.5% +24.2% +10.9%
PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $29 -0.2%
+24.4%
N/A N/A N/A
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $44 -0.9%
+31.5%
-6.5% +16.1% +0.3%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $335 +0.0%
+39.7%
-43.3% +0.3% -6.9%
UGL +2x ProShares Leveraged Long Gold $108 +0.0%
+24.4%
-8.0% +22.5% +11.7%
UJB +2x Proshares Ultra High Yield Bond $5 +0.2%
+23.1%
-6.1% +11.7% +29.1%
ULE +2x ProShares Leveraged Long Euro Currency $6 +0.4%
-10.3%
-13.4% +23.9% -9.2%
URE +2x ProShares Lev Long DJ Real Estate $152 +0.0%
+53.9%
-13.8% +16.6% +10.4%
UST +2x ProShares Lev Long 7-10 Yr Tsy $36 -0.4%
+15.3%
-1.1% +3.2% +0.5%
YCL +2x Proshares Leveraged Long Yen Currency $6 +0.2%
-2.7%
+0.2% +3.5% +1.5%

-2x Leveraged Short (Non-Equities)

DZZ -2x PowerShares DB Gold Double Short $11 +0.0%
-22.9%
+8.2% -21.8% -22.7%
EUO -2x ProShares Lev Short Euro Currency $126 -0.5%
+12.4%
+14.4% -21.7% +6.1%
GLL -2x ProShares Leveraged Short Gold $21 +0.0%
-22.9%
+5.4% -23.7% -21.8%
KOLD -2x ProShares UltraShort BBG Natural Gas $5 -0.4%
+55.7%
-46.5% +72.0% -50.5%
PST -2x ProShares Lev Short 7-10yr Treasury $51 +0.4%
-12.5%
+1.7% -4.5% -2.9%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $75 -0.1%
-54.1%
+19.2% -22.4% -52.6%
SRS -2x ProShares Short DJ Real Estate $19 -0.1%
-37.2%
+6.0% -18.0% -20.4%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $618 +1.0%
-26.5%
+5.0% -17.2% -7.4%
YCS -2x Proshares Leveraged Short Yen Currency $41 -0.2%
+3.1%
-1.5% -6.6% -8.7%
ZSL -2x ProShares Leveraged Short Silver $11 -1.3%
-19.6%
+18.1% -19.0% -40.0%

+3x Leveraged Long Products

BRZU +3x Direxion Daily MSCI Brazil Bull 3x ETF $415 +2.6%
+21.2%
-37.2% +30.8% +167.0%
CURE +3x Direxion Leveraged Healthcare Bull $142 +0.2%
+42.4%
+2.8% +69.3% -17.5%
DRN +3x Direxion Lev MSCI Real Estate $65 -0.3%
+76.2%
-25.1% +7.6% +13.5%
EDC +3x Direxion Lev MSCI Emerging Markets $189 +1.2%
+18.5%
-49.9% +138.6% +14.8%
ERX +3x Direxion Lev Rus 1000 Energy $285 -1.3%
-2.4%
-55.9% -11.6% +70.3%
EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $28 +0.0%
+52.0%
-46.4% +91.3% -17.8%
FAS +3x Direxion Lev Rus 1000 Financials $1,343 +1.2%
+98.3%
-33.8% +67.4% +40.7%
GASL +3x Direxion Daily Natural Gas Bull $40 -3.1%
-76.9%
-79.8% -43.0% -27.5%
GUSH +3x Direxion Dly S&P Oil & Gas E&P $191 -2.7%
-69.2%
-74.3% -40.2% +53.1%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $90 +0.0%
+0.5%
-34.3% +128.0% -16.6%
JNUG +3x Direxion Leveraged Junior Gold Miners $983 +1.0%
+48.8%
-48.1% -20.2% +79.7%
LABU +3x DRXN S&P Biotech Bull 3x Shares $487 -5.2%
+66.2%
-57.6% +149.1% -62.9%
MIDU +3x Direxion Leveraged MidCap S&P 400 $46 +0.4%
+62.3%
-39.2% +46.9% +58.9%
NUGT +3x Direxion Leveraged Long Gold Miners $1,578 +1.1%
+67.3%
-44.5% +3.7% +57.3%
RETL +3x Direxion Leveraged Retail Sector Bull $13 -1.1%
+6.1%
-35.2% -1.3% -0.9%
RUSL +3x Direxion Lev Long Russia Bull $82 -0.8%
+84.5%
-40.2% +1.0% +126.1%
SOXL +3x Direxion Philadelphia Semiconductor $634 +1.2%
+158.2%
-39.1% +141.7% +123.2%
SPXL +3x Direxion Leveraged S&P 500 $962 +0.7%
+83.0%
-25.1% +71.0% +30.0%
TECL +3x DirexionTechnology Bull $775 +1.0%
+141.5%
-24.0% +124.8% +37.1%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $190 -1.4%
+46.3%
-11.0% +22.7% -2.5%
TNA +3x Direxion Leveraged Russell 2000 $740 +0.3%
+56.5%
-39.9% +39.2% +59.2%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $22 -0.5%
+21.1%
+0.7% +5.6% +0.5%
UDOW +3x ProShares Leveraged Dow 30 $423 +0.3%
+60.8%
-23.9% +99.1% +47.5%
UGAZ +3x VelocityShares Lev Long Natural Gas $981 +0.6%
-74.6%
-44.6% -84.2% -24.3%
UGLD +3x VelocityShares Leveraged Long Gold $191 +0.2%
+36.5%
-14.4% +33.3% +13.4%
UPRO +3x ProShares Leveraged S&P 500 $1,313 +0.6%
+82.4%
-25.1% +71.4% +30.8%
URTY +3x ProShares Ultrapro Russell 2000 $88 +0.1%
+56.9%
-39.6% +38.9% +60.1%
USLV +3x Long VelocityShares Silver ETN $342 +1.6%
+6.9%
-36.2% +1.6% +16.5%
UWT +3x VelocityShares Long Crude Oil ETN $375 +0.0%
+38.4%
-63.7% -11.4% N/A
YINN +3x Direxion Leveraged FTSE China $331 +0.3%
+1.5%
-48.5% +129.8% -15.6%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $170 -0.2%
+21.8%
-78.5% +81.5% -75.8%
DUST -3x Direxion Daily Gold Miners Bear $363 -1.3%
-69.0%
-3.3% -51.0% -94.1%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $61 -1.3%
-30.2%
+32.9% -64.1% -46.3%
ERY -3x Direxion S&P Leveraged Short Energy $26 +1.5%
-25.3%
+45.5% -5.6% -67.5%
FAZ -3x Direxion Lev Rus 1000 Financials $176 -1.2%
-55.5%
+16.9% -46.2% -47.3%
JDST -3x Direxion Daily Jr Gold Miners Bear $113 -1.5%
-74.3%
-1.6% -63.4% -97.6%
LABD -3x Direxion Daily S&P Biotech Bear $77 +4.8%
-68.7%
-6.3% -75.7% -39.0%
SDOW -3x ProShares Leveraged Short Dow 30 $240 -0.4%
-44.8%
-0.2% -52.3% -42.4%
SOXS -3x Direxion Daily Semiconductor Bear $239 -1.2%
-78.8%
-19.4% -69.4% -73.2%
SPXS -3x Direxion Leveraged Short S&P 500 $470 -0.5%
-51.5%
+3.4% -44.5% -36.2%
SPXU -3x ProShares Leveraged Short S&P 500 $644 -0.5%
-51.4%
+4.0% -44.2% -35.6%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $1,243 -0.5%
-60.5%
-20.7% -58.7% -30.1%
SRTY -3x ProShares Lev Short Russell 2000 $58 -0.3%
-49.1%
+23.4% -38.3% -55.3%
TECS -3x Direxion Technology Bear $55 -1.2%
-68.8%
-19.1% -60.8% -43.4%
TMV -3x Direxion Lev Short 20-Yr Treasury $123 +1.6%
-38.7%
+4.0% -26.5% -14.3%
TYO -3x Direxion daily 7-10 Yr Trs Bear $11 +0.4%
-20.7%
-1.4% -8.9% -7.3%
TZA -3x Direxion Leveraged Russell 2000 $321 -0.2%
-48.5%
+25.1% -38.2% -55.9%
YANG -3x Direxion Daily FTSE China Bear $79 -0.3%
-23.7%
+13.1% -64.9% -31.8%

Volatility Products

PUTW WisdomTree CBOE S&P500 PutWriteStrat $214 +0.0%
+12.1%
-7.1% +10.1% N/A
SVXY -0.5x Proshares Inverse VIX Short-Term $304 +0.7%
+45.1%
-91.8% +181.8% +80.3%
TAIL Cambria Tail Risk ETF $69 -0.1%
-12.6%
+2.9% N/A N/A
TVIX +2x VelocityShares Daily VIX Short-Term $989 -2.7%
-90.4%
+28.0% -94.2% -93.9%
UVXY +1.5x ProShares Leveraged VIX Short-Term $577 -2.0%
-80.5%
+60.1% -94.2% -93.8%
VIXM ProShares S&P 500 VIX Mid-Term Futures $46 -0.3%
-15.3%
+26.4% -50.0% -21.6%
VIXY ProShares S&P 500 VIX Short-Term Futures $285 -1.2%
-63.1%
+66.8% -72.8% -68.1%
VXX iPath B S&P 500 VIX S-T Futs ETN $928 -1.3%
-63.1%
N/A N/A N/A
XVZ iPath S&P 500 Dynamic VIX ETN $5 +0.1%
-5.8%
-9.6% -17.2% +7.4%
ZIV -1x VelocityShares Inverse VIX Medium-Term $78 +0.6%
+13.2%
-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 Oct-2019