PortfolioMetrics

REGL vs. UPRO - ETF Comparison

REGL - ProShares S&P MidCap 400 Dividend Aristocrats ETF

The ProShares S&P MidCap 400 Dividend Aristocrats ETF is an equity fund that tracks the S&P MidCap 400 Dividend Aristocrats Index, investing in a diversified portfolio of mid-cap US companies that have increased their dividend payouts for at least 15 consecutive years. The fund offers a blend of growth and income, with a focus on dividend-paying stocks.

UPRO - ProShares UltraPro S&P500

The ProShares UltraPro S&P500 ETF provides 3x daily long leverage to the S&P 500 Index, making it a suitable option for sophisticated investors with a bullish short-term outlook for large-cap US equities. It is essential to note that the fund's leverage resets daily, resulting in compounding of returns when held for multiple periods.

REGLUPRO
Fund NameProShares S&P MidCap 400 Dividend Aristocrats ETFProShares UltraPro S&P500
Fund ProviderProshare Advisors LLCProshare Advisors LLC
IndexS&P MidCap 400 Dividend Aristocrats IndexS&P 500 Index (300%)
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.40%0.92%
Inception Date2015-02-032009-06-25
Number Of Holdings50511
CurrencyUSDUSD
RegionUnited StatesUnited States
Investment StyleBlendBlend
Market CapMid-CapLarge-Cap
LeveragedNon-leveragedLeveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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