ProShares Ultra Dow30

10-Year Study

DDM.US · · US · ETF

Executive Summary: ProShares Ultra Dow30 has compounded at 18.7% annually over the last 10 years, with a maximum drawdown of 46.2% and an annualized volatility of 27.1%.

1Y CAGR
+29.8%
3Y CAGR
+24.2%
5Y CAGR
+10.5%
10Y CAGR
+18.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
46.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +59.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.90.0-11.19.6————————0.3%
20259.0-3.4-8.6-8.17.78.6-0.26.33.54.50.41.320.6%
20241.94.23.9-10.24.61.88.53.13.3-3.115.8-11.021.6%
20235.3-8.53.54.7-6.88.56.6-4.8-7.3-3.318.29.524.3%
2022-6.8-6.74.6-10.00.1-13.313.6-7.9-17.429.011.4-8.6-19.5%
2021-4.06.714.05.24.3-0.32.42.8-8.512.0-7.211.142.0%
2020-1.9-19.2-32.121.78.82.35.016.0-4.7-9.225.16.32.1%
201914.27.7-0.14.8-12.614.51.9-3.43.90.78.33.048.0%
201811.4-8.7-7.1-0.42.3-1.39.44.63.8-10.53.3-17.0-13.5%
20170.810.4-1.42.61.33.15.41.04.08.98.04.259.6%
2016———1.00.51.65.80.3-1.2-1.711.96.927.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 46.9% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110104.253950932438
2016-05-0110158.719332774714
2016-06-0110320.06937272249
2016-07-0110918.8962721905
2016-08-0110956.797942202387
2016-09-0110829.841962702418
2016-10-0110644.230956603073
2016-11-0111915.83685718183
2016-12-0112735.838026385018
2017-01-0112843.891887678546
2017-02-0114175.029717247697
2017-03-0113973.04986651597
2017-04-0114341.44630434359
2017-05-0114521.795896096808
2017-06-0114976.908237036458
2017-07-0115779.56622561724
2017-08-0115940.429097570004
2017-09-0116570.62961591675
2017-10-0118053.47155913245
2017-11-0119497.92466434125
2017-12-0120321.62831030652
2018-01-0122641.91203694682
2018-02-0120662.93820761151
2018-03-0119195.198472241165
2018-04-0119118.225929029366
2018-05-0119557.066858935632
2018-06-0119301.011360757642
2018-07-0121114.932673383086
2018-08-0122095.894148138046
2018-09-0122927.295048424498
2018-10-0120524.582497028274
2018-11-0121197.166630941014
2018-12-0117586.180018317515
2019-01-0120078.531480795835
2019-02-0121622.26942338796
2019-03-0121598.105890835395
2019-04-0122641.717169748816
2019-05-0119781.26157023988
2019-06-0122654.675838416115
2019-07-0123074.80951731395
2019-08-0122290.469045345595
2019-09-0123154.217900500807
2019-10-0123326.967671531853
2019-11-0125264.62965489019
2019-12-0126024.12455911296
2020-01-0125523.12099304324
2020-02-0120621.723795233545
2020-03-0114005.884989379738
2020-04-0117039.48009431572
2020-05-0118539.762651752826
2020-06-0118963.306506615743
2020-07-0119904.222772180758
2020-08-0123089.03482276828
2020-09-0122011.808952199073
2020-10-0119984.21575696163
2020-11-0125008.4767231132
2020-12-0126580.372975816976
2021-01-0125511.721261959974
2021-02-0127225.38340121207
2021-03-0131032.796149424168
2021-04-0132657.696279985186
2021-05-0134047.0994017577
2021-06-0133943.527486018276
2021-07-0134762.944053627456
2021-08-0135742.63889159538
2021-09-0132704.75670830329
2021-10-0136623.925794571
2021-11-0133976.557476080045
2021-12-0137736.81236237504
2022-01-0135180.154724555214
2022-02-0132807.45172165169
2022-03-0134321.56985014713
2022-04-0130886.06114932673
2022-05-0130909.737513884287
2022-06-0126791.511584854918
2022-07-0130430.948808387082
2022-08-0128026.774753005826
2022-09-0123138.23879026443
2022-10-0129844.59340959136
2022-11-0133238.10822924177
2022-12-0130385.05758325701
2023-01-0131997.583646744744
2023-02-0129286.298887308298
2023-03-0130318.51043513845
2023-04-0131731.200187072507
2023-05-0129562.230839682754
2023-06-0132078.453533916632
2023-07-0134190.32679229105
2023-08-0132558.801176997877
2023-09-0130175.770212600113
2023-10-0129191.20369468207
2023-11-0134504.2578482764
2023-12-0137780.657481926064
2024-01-0138481.78966034647
2024-02-0140098.7002357893
2024-03-0141655.007112652725
2024-04-0137411.96874330143
2024-05-0139129.33335931562
2024-06-0139814.194126702656
2024-07-0143187.540191359585
2024-08-0144531.24695520003
2024-09-0145997.03801859033
2024-10-0144577.43048112711
2024-11-0151598.69049242941
2024-12-0145942.76750394606
2025-01-0150069.47015608862
2025-02-0148386.98676851725
2025-03-0144224.136251144846
2025-04-0140627.86211197069
2025-05-0143755.285772745876
2025-06-0147513.29968626381
2025-07-0147396.96396905509
2025-08-0150382.62174328195
2025-09-0152137.985462907025
2025-10-0154509.71412982053
2025-11-0154704.09415983007
2025-12-0155400.744392696375
2026-01-0157018.14213613423
2026-02-0157037.62885593467
2026-03-0150714.18828068671
2026-04-0155585.8682308007
Annual Return Matrix
YearAnnual Return
20170.5956255307429252
2018-0.13460773173386276
20190.479805422894944
20200.021374337316919734
20210.4197247117904732
2022-0.19481652844764374
20230.2433959481039203
20240.2160393853898568
20250.20586432647832886
20260.0033415406260992597
Total Factor Risk
0.27136614961640615
VTI.US Exposure
0.20631916271730374
VEA.US Exposure
-0.09454094537980064
VWO.US Exposure
0.018371291214461113
QQQ.US Exposure
-0.011414780933967493
VTV.US Exposure
0.46948334101012357
IJR.US Exposure
0.013284131627022945
QUAL.US Exposure
0.028499181802648803
SHV.US Exposure
0.227722789482203
TLT.US Exposure
-0.03881958430153753
LQD.US Exposure
0.07736540777959873
HYG.US Exposure
0.05484229066050984
GLD.US Exposure
-0.00022705377772778951
USO.US Exposure
0.011618269754056202
VNQ.US Exposure
-0.030879187121711
BTC-USD.CC Exposure
-0.006301113000954257
CPER.US Exposure
0.0020719996204210194
VIX.INDX Exposure
0.020009030652067477
UUP.US Exposure
0.00133017729582632
TIP.US Exposure
0.021406562558713163
Idiosyncratic Exposure
0.02985902834074277
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.92%
Market Cap$345.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$151
Avg Yield on Cost
1.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$151.021.51%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ProShares Ultra Dow30 a high-risk investment?

ProShares Ultra Dow30 (DDM.US) has an annualized volatility of 27.1% and experienced a maximum drawdown of 46.2% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DDM.US?

Over the past 10 years, DDM.US has generated a Compound Annual Growth Rate (CAGR) of 18.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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