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Data as of .

TWM vs URTY: which held to its multiple?

Over three months against its own daily promise, TWM finished 2.3 points over and URTY 2.3 points short.

ProShares UltraShort Russell2000 and ProShares UltraPro Russell2000, side by side, leveraged ETFs on ETFIQ.

+3.3%TWM returned, 3 months
−7.0%URTY returned, 3 months
+1.0 ptsTWM from its stated multiple
−3.6 ptsURTY from its stated multiple

ETFIQ Decay Resistance Score: TWM scores higher

Did it keep up with its own daily multiple, compounded day by day?

TWM 72.7URTY 59.50.4, the lowest in this set99.6, the highest

A percentile among the 121 inverse ETFs over three months. It is a position in a set, not a rating, and neither end of it is a recommendation. All leveraged ETFs ranked by it · How it is computed

TWM1 pt over its label · 3 months to Sep 11, 2026
IWM −1.1% ×2 implies+2.3%TWM returned+3.3%IWM −1.1% ×2 implies+2.3%TWM returned+3.3%
URTY3.6 pts short of its label · 3 months to Sep 11, 2026
IWM −1.1% ×3 implies−3.5%URTY returned−7.0%IWM −1.1% ×3 implies−3.5%URTY returned−7.0%

Performance, window by window

TWM and URTY over each window. Every figure is an ETFIQ calculation with distributions reinvested. Source: ETFIQ.
WindowTotal returnMultiple would giveDifference
TWMURTYTWMURTYTWMURTY
1 month+10.3%−14.2%+9.1%−13.7%+1.1 pts−0.5 pts
3 months+3.3%−7.0%+2.3%−3.5%+1.0 pts−3.6 pts
6 months−28.0%+47.6%−35.3%+52.9%+7.3 pts−5.3 pts
1 year−32.4%+45.2%−42.4%+63.7%+10.0 pts−18.4 pts
3 years−64.2%+102.7%−125.1%+187.6%+60.8 pts−84.9 pts
Since launch−99.7%+654.0%not meaningfulnot meaningfulnot meaningfulnot meaningful
Open the live comparison on ETFIQ
TWM and URTY on the same fields, as of Sep 11, 2026. Source: ETFIQ.
TWM
ProShares UltraShort Russell2000
Aims to return twice the opposite of the daily move of the Russell 2000
URTY
ProShares UltraPro Russell2000
Aims to return three times the daily move of the Russell 2000
IssuerProSharesProShares
Sets out to return-2x+3x
OnIWMIWM
Segmentus small capus small cap
Fund returned, 3 months+3.3%−7.0%
Underlying returned, 3 months−1.1%−1.1%
What the stated multiple implies, 3 months+2.3%−3.5%
Difference from stated, 3 months+1.0 pts−3.6 pts
Fund returned, 1 year or since launch−32.4%+45.2%
Difference from stated, over that window+10.0 pts−18.4 pts
Underlying volatility14%14%
Difference over the days both have tradedno shared window−3.6 pts
Expense ratio0.95%0.95%
LaunchedJan 4, 2010Feb 11, 2010

TWM in plain words

Three months to Sep 11, 2026: TWM returned +3.3% where its own daily promise gave +0.9%, 2.3 points over. Read the multiple against the whole window instead and −2 times IWM's −1.1% implies +2.3%, which makes TWM look 1.0 points over. 1.4 of that is daily compounding, which happens to any −2 times fund over the same path, and the rest is the fund. TWM aims to return -2 times IWM's move each day, then resets. Over one day it does that. Over longer, the daily results compound, so the total is not -2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more. IWM moved at 14% annualized over that window. That is what decides how far the two figures separate: the same fund on a calm underlying and a violent one is a different product.

URTY in plain words

Three months to Sep 11, 2026: URTY returned −7.0% where its own daily promise gave −4.7%, 2.3 points short. Read the multiple against the whole window instead and +3 times IWM's −1.1% implies −3.5%, which makes URTY look 3.6 points short. 1.3 of that is daily compounding, which happens to any +3 times fund over the same path, and the rest is the fund. URTY aims to return +3 times IWM's move each day, then resets. Over longer, the daily results compound, so the total is not +3 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more.

Questions people ask

Which came closer to its stated multiple, TWM or URTY?
Over the window to Sep 11, 2026, TWM finished 1.0 points from what its multiple implies and URTY finished 3.6 points from its own, so TWM came closer. Neither figure predicts the next window: it depends on how much the underlying moves about.
Are TWM and URTY levered on the same thing?
Yes. Both are levered on the Russell 2000, TWM at -2 times and URTY at +3 times the daily move.
Which one decays faster, TWM or URTY?
Decay follows how much the underlying moves about. Over this window TWM’s moved at 14% annualized and URTY’s at 14%, so TWM has the rougher ride and, at the same multiple, loses more to compounding.
Can I hold TWM or URTY for a year?
Both reset every day, so the multiple in the name applies to a single day and the daily results compound. Over a year the total is not the multiple times the year’s move, and in a market that falls and comes back it is reliably less. ETFIQ makes no recommendation either way.
Which is cheaper, TWM or URTY?
TWM charges 0.95% a year and URTY charges 0.95%, so TWM is cheaper. Fees come from each fund's prospectus.

Other comparisons

Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

TWM against URTY, ETFIQ, data as of Sep 11, 2026. Every figure is arithmetic on a named public source; the method is at etfiq.com/methodology. A comparison is not a recommendation.

Cite this page. ETFIQ, TWM against URTY, data as of Sep 11, 2026. https://etfiq.com/compare/leverage/TWM-URTY Free to use with attribution; the underlying files are at Open data.

How every figure is computed · Standards and sources