ETF Performance Summary: Derivatives - Leveraged and Volatility Products

Primary Leveraged ETFs

• SSO
  • First Data: Jun 20, 2006
  • SSO Issuer Website
• +2x ProShares Leveraged Long S&P 500
• $2,440
• +0.4%
• +37.6%
• +26.8%
• -2.9%
• +31.0%

-1x Inverse ETFs (Not Leveraged)

• DGZ
  • First Data: Feb 29, 2008
  • DGZ Issuer Website
• -1x PowerShares DB Short Gold ETN
• $44
• +1.5%
• +20.3%
• -24.0%
• -15.0%
• -8.4%
• DOG
  • First Data: Jun 21, 2006
  • DOG Issuer Website
• -1x ProShares Short Dow 30
• $277
• -0.4%
• -16.2%
• -15.3%
• -12.5%
• -11.3%
• EFZ
  • First Data: Oct 25, 2007
  • EFZ Issuer Website
• -1x ProShares Short MSCI EAFE Index
• $173
• -0.2%
• -11.4%
• -14.2%
• +2.9%
• -19.4%
• EUM
  • First Data: Nov 01, 2007
  • EUM Issuer Website
• -1x ProShares Short MSCI Emerging Markets
• $254
• +0.2%
• +0.7%
• -20.9%
• +8.9%
• -20.1%
• MYY
  • First Data: Jun 21, 2006
  • MYY Issuer Website
• -1x ProShares Short S&P MidCap 400
• $30
• -0.2%
• -17.4%
• -25.4%
• -6.9%
• -17.8%
• PSQ
  • First Data: Jun 21, 2006
  • PSQ Issuer Website
• -1x Proshares Short QQQ
• $222
• -0.2%
• -13.5%
• -20.6%
• -9.7%
• -18.3%
• REK
  • First Data: Mar 18, 2010
  • REK Issuer Website
• -1x Proshares Short DJ Real Estate
• $19
• -0.4%
• -16.1%
• N/A
• -14.0%
• -18.3%
• RWM
  • First Data: Jan 25, 2007
  • RWM Issuer Website
• -1x ProShares Short Russell 2000
• $402
• -0.1%
• -16.7%
• -27.4%
• -7.8%
• -18.1%
• SEF
  • First Data: Jul 22, 2008
  • SEF Issuer Website
• -1x Proshares Short DJ U.S. Financials
• $44
• -0.3%
• -18.9%
• -17.4%
• +2.0%
• -24.1%
• SH
  • First Data: Jun 21, 2006
  • SH Issuer Website
• -1x ProShares Short S&P 500 Index
• $1,865
• -0.1%
• -15.9%
• -16.6%
• -7.8%
• -15.8%
• SJB
  • First Data: Mar 22, 2011
  • SJB Issuer Website
• -1x ProShares Short iBoxx High-Yield
• $40
• -0.1%
• -5.4%
• N/A
• N/A
• -13.4%
• TBF
  • First Data: Aug 20, 2009
  • TBF Issuer Website
• -1x ProShares Short 20+ Year Treasury
• $980
• -0.8%
• +0.8%
• -12.4%
• -29.6%
• -5.7%

+2x Leveraged Long Equity

• DDM
  • First Data: Jun 21, 2006
  • DDM Issuer Website
• +2x ProShares Leveraged Long Dow 30
• $266
• +0.6%
• +40.0%
• +25.4%
• +10.4%
• +17.7%
• DIG
  • First Data: Feb 01, 2007
  • DIG Issuer Website
• +2x ProShares Leveraged Long DJ Oil & Gas
• $159
• -0.3%
• +33.1%
• +33.7%
• -4.0%
• +4.4%
• DVYL
  • First Data: Jun 14, 2012
  • DVYL Issuer Website
• +2x ETRACS Monthly Pay DJ Select Dividend
• $14
• -0.5%
• +38.6%
• N/A
• N/A
• N/A
• EET
  • First Data: Jun 04, 2009
  • EET Issuer Website
• +2x ProShares Lev Long MSCI Emerg Mkts
• $36
• -0.3%
• -4.9%
• +25.2%
• -41.7%
• +33.9%
• EFO
  • First Data: Jun 04, 2009
  • EFO Issuer Website
• +2x ProShares Lev Long MSCI EAFE
• $14
• +0.9%
• +24.0%
• +9.5%
• -32.3%
• +35.6%
• EZJ
  • First Data: Jun 05, 2009
  • EZJ Issuer Website
• +2x ProShares Leveraged Long Japan
• $30
• +1.5%
• +55.9%
• +24.8%
• -33.3%
• +15.7%
• MVV
  • First Data: Jun 21, 2006
  • MVV Issuer Website
• +2x ProShares Leveraged Long S&P Midcap
• $114
• +0.4%
• +40.9%
• +52.9%
• -13.1%
• +33.8%
• QLD
  • First Data: Jun 20, 2006
  • QLD Issuer Website
• +2x ProShares Leveraged Long Nasdaq-100
• $477
• +0.2%
• +29.4%
• +36.9%
• +0.0%
• +34.8%
• ROM
  • First Data: Feb 01, 2007
  • ROM Issuer Website
• +2x ProShares Leveraged Long DJ Technology
• $86
• -0.3%
• +19.3%
• +19.9%
• -7.4%
• +19.2%
• SAA
  • First Data: Jan 25, 2007
  • SAA Issuer Website
• +2x ProShares Lev S&P SmallCap 600
• $25
• +0.7%
• +39.6%
• +50.0%
• -9.4%
• +30.1%
• UWM
  • First Data: Jan 25, 2007
  • UWM Issuer Website
• +2x ProShares Leveraged Long Russell 2000
• $1,134
• +0.1%
• +38.0%
• +50.6%
• -18.3%
• +30.6%
• UYG
  • First Data: Feb 01, 2007
  • UYG Issuer Website
• +2x ProShares Leveraged Long DJ Financials
• $752
• +0.4%
• +47.4%
• +18.0%
• -32.9%
• +54.2%
• UYM
  • First Data: Feb 01, 2007
  • UYM Issuer Website
• +2x ProShares Leveraged Long Materials
• $128
• +0.0%
• +10.7%
• +57.4%
• -36.6%
• +14.8%
• XPP
  • First Data: Jun 04, 2009
  • XPP Issuer Website
• +2x ProShares Lev Long FTSE China
• $43
• -1.3%
• -11.7%
• +2.7%
• -37.9%
• +37.4%

-2x Leveraged Short Equity

• DUG
  • First Data: Feb 01, 2007
  • DUG Issuer Website
• -2x ProShares Leveraged Short DJ Oil & Gas
• $84
• +0.1%
• -28.7%
• -41.3%
• -31.5%
• -17.9%
• DXD
  • First Data: Jul 13, 2006
  • DXD Issuer Website
• -2x Proshares Leveraged Short Dow 30
• $289
• -0.7%
• -29.7%
• -29.8%
• -26.0%
• -22.0%
• EEV
  • First Data: Nov 01, 2007
  • EEV Issuer Website
• -2x ProShares Lev Short MSCI Emerg Mkts
• $51
• +0.5%
• +1.5%
• -41.8%
• +8.2%
• -38.3%
• EFU
  • First Data: Oct 25, 2007
  • EFU Issuer Website
• -2x ProShares Leveraged Short MSCI EAFE
• $7
• -0.8%
• -21.8%
• -30.7%
• -2.8%
• -36.5%
• EPV
  • First Data: Jun 18, 2009
  • EPV Issuer Website
• -2x ProShares Leveraged Short MSCI Europe
• $95
• -0.6%
• -19.5%
• -34.7%
• -18.5%
• -44.0%
• FXP
  • First Data: Nov 08, 2007
  • FXP Issuer Website
• -2x ProShares Lev Short FTSE China 25
• $127
• +1.0%
• +6.0%
• -28.3%
• +1.0%
• -42.1%
• MZZ
  • First Data: Jul 13, 2006
  • MZZ Issuer Website
• -2x ProShares Leveraged Short S&P Midcap
• $22
• -0.4%
• -31.8%
• -46.2%
• -20.0%
• -33.4%
• QID
  • First Data: Jul 13, 2006
  • QID Issuer Website
• -2x ProShares Leveraged Short QQQ
• $427
• -0.2%
• -25.4%
• -38.9%
• -22.4%
• -34.3%
• REW
  • First Data: Feb 02, 2007
  • REW Issuer Website
• -2x ProShares Lev Short DJ Technology
• $9
• -0.1%
• -19.4%
• -30.8%
• -17.7%
• -27.5%
• SDS
  • First Data: Jul 13, 2006
  • SDS Issuer Website
• -2x ProShares Leveraged Short S&P 500
• $2,024
• -0.3%
• -29.2%
• -32.2%
• -18.8%
• -29.9%
• SKF
  • First Data: Feb 01, 2007
  • SKF Issuer Website
• -2x ProShares Lev Short DJ Financials
• $136
• -0.2%
• -34.5%
• -35.3%
• -5.4%
• -43.5%
• TWM
  • First Data: Jan 25, 2007
  • TWM Issuer Website
• -2x ProShares Leveraged Short Russell 2000
• $397
• -0.1%
• -31.0%
• -50.1%
• -23.1%
• -34.3%

+2x Leveraged Long (Non-Equities)

• AGQ
  • First Data: Dec 04, 2008
  • AGQ Issuer Website
• +2x ProShares Leveraged Long Silver
• $589
• -5.3%
• -48.9%
• +182.4%
• -47.5%
• +5.9%
• BDCL
  • First Data: May 25, 2011
  • BDCL Issuer Website
• +2x ETRACS Leveraged WF Business Develop
• $109
• +0.4%
• +20.5%
• N/A
• N/A
• +74.3%
• BDD
  • First Data: Jul 08, 2008
  • BDD Issuer Website
• +2x Leveraged Long DB Base Metals ETN
• $3
• -1.0%
• -21.2%
• +9.1%
• -45.7%
• +3.3%
• DAG
  • First Data: Apr 15, 2008
  • DAG Issuer Website
• +2x Leveraged DB Agriculture Double Long
• $29
• -1.1%
• -22.6%
• +30.9%
• -23.3%
• +9.3%
• DGP
  • First Data: Feb 28, 2008
  • DGP Issuer Website
• +2x PowerShares DB Gold Double Long ETN
• $282
• -3.5%
• -34.3%
• +62.4%
• +10.9%
• +9.3%
• DYY
  • First Data: May 22, 2008
  • DYY Issuer Website
• +2x Powershares Lev Long DB Commodity
• $6
• -1.8%
• -16.3%
• +19.6%
• -8.2%
• +0.3%
• MLPL
  • First Data: Jul 07, 2010
  • MLPL Issuer Website
• +2x UBS E-TRACS Leveraged Oil & Gas MLP
• $177
• +3.2%
• +53.1%
• N/A
• +32.2%
• +5.3%
• UBT
  • First Data: Jan 21, 2010
  • UBT Issuer Website
• +2x ProShares Leveraged Long 20+ Yr Tsy
• $29
• +1.6%
• -4.6%
• N/A
• +72.7%
• +2.7%
• UCO
  • First Data: Nov 25, 2008
  • UCO Issuer Website
• +2x ProShares Lev Long DJ-UBS Crude Oil
• $371
• -1.8%
• +3.1%
• -1.5%
• -18.1%
• -28.4%
• UGL
  • First Data: Dec 03, 2008
  • UGL Issuer Website
• +2x ProShares Leveraged Long Gold
• $238
• -3.2%
• -34.4%
• +58.3%
• +11.7%
• +8.0%
• ULE
  • First Data: Nov 25, 2008
  • ULE Issuer Website
• +2x ProShares Leveraged Long Euro Currency
• $4
• +0.5%
• -5.0%
• -14.3%
• -7.7%
• +1.9%
• URE
  • First Data: Feb 01, 2007
  • URE Issuer Website
• +2x ProShares Lev Long DJ Real Estate
• $421
• +0.8%
• +37.7%
• +48.3%
• +2.0%
• +36.8%
• UST
  • First Data: Feb 02, 2010
  • UST Issuer Website
• +2x ProShares Lev Long 7-10 Yr Tsy
• $12
• +0.5%
• +0.2%
• N/A
• +30.8%
• +6.7%
• YCL
  • First Data: Dec 09, 2008
  • YCL Issuer Website
• +2x Proshares Leveraged Long Yen Currency
• $3
• -0.5%
• -29.4%
• +25.2%
• +9.7%
• -22.5%

-2x Leveraged Short (Non-Equities)

• CMD
  • First Data: May 18, 2009
  • CMD Issuer Website
• -2x ProShares Short DJ-UBS Commodity
• $3
• -0.5%
• +11.4%
• -34.1%
• +16.3%
• -8.1%
• EUO
  • First Data: Nov 25, 2008
  • EUO Issuer Website
• -2x ProShares Lev Short Euro Currency
• $502
• -0.3%
• +3.5%
• +8.6%
• +0.2%
• -6.6%
• GLL
  • First Data: Dec 04, 2008
  • GLL Issuer Website
• -2x ProShares Leveraged Short Gold
• $132
• +3.0%
• +40.8%
• -46.3%
• -28.7%
• -21.0%
• PST
  • First Data: May 22, 2008
  • PST Issuer Website
• -2x ProShares Lev Short 7-10yr Treasury
• $288
• -0.5%
• -1.4%
• -21.5%
• -27.9%
• -9.5%
• SCO
  • First Data: Nov 25, 2008
  • SCO Issuer Website
• -2x ProShares Lev Short DJ-UBS Crude Oil
• $104
• +1.6%
• -8.8%
• -25.5%
• -23.9%
• +4.5%
• SRS
  • First Data: Feb 01, 2007
  • SRS Issuer Website
• -2x ProShares Short DJ Real Estate
• $68
• -0.8%
• -29.3%
• -51.6%
• -32.5%
• -34.0%
• TBT
  • First Data: May 22, 2008
  • TBT Issuer Website
• -2x ProShares Leveraged Short 20+ Yr Bond
• $3,373
• -1.6%
• +1.5%
• -25.7%
• -51.2%
• -12.2%
• YCS
  • First Data: Nov 25, 2008
  • YCS Issuer Website
• -2x Proshares Leveraged Short Yen Currency
• $508
• +0.5%
• +36.2%
• -26.4%
• -12.9%
• +24.0%
• ZSL
  • First Data: Dec 04, 2008
  • ZSL Issuer Website
• -2x ProShares Leveraged Short Silver
• $94
• +7.0%
• +61.3%
• -79.5%
• -59.6%
• -36.9%

+3x Leveraged Long Products

• DRN
  • First Data: Jul 16, 2009
  • DRN Issuer Website
• +3x Direxion Lev MSCI Real Estate
• $117
• +2.1%
• +68.7%
• +63.3%
• -5.0%
• +50.3%
• EDC
  • First Data: Dec 30, 2008
  • EDC Issuer Website
• +3x Direxion Lev MSCI Emerging Markets
• $290
• -0.6%
• -8.6%
• +24.3%
• -62.7%
• +46.6%
• ERX
  • First Data: Nov 19, 2008
  • ERX Issuer Website
• +3x Direxion Lev Rus 1000 Energy
• $186
• -0.7%
• +54.3%
• +48.9%
• -19.8%
• +3.5%
• FAS
  • First Data: Nov 06, 2008
  • FAS Issuer Website
• +3x Direxion Lev Rus 1000 Financials
• $1,051
• +0.4%
• +76.7%
• +13.0%
• -53.4%
• +84.9%
• MIDU
  • First Data: Jan 08, 2009
  • MIDU Issuer Website
• +3x Direxion Leveraged MidCap S&P 400
• $44
• +0.6%
• +67.3%
• +70.3%
• -24.9%
• +49.1%
• NUGT
  • First Data: Dec 13, 2010
  • NUGT Issuer Website
• +3x Direxion Leveraged Long Gold Miners
• $331
• -9.1%
• -83.8%
• N/A
• -47.9%
• -43.9%
• SOXL
  • First Data: Mar 11, 2010
  • SOXL Issuer Website
• +3x Direxion Philadelphia Semiconductor
• $61
• -0.2%
• +77.1%
• N/A
• -48.1%
• +3.6%
• SPXL
  • First Data: Nov 05, 2008
  • SPXL Issuer Website
• +3x Direxion Leveraged S&P 500
• $219
• +0.4%
• +60.3%
• +39.8%
• -14.9%
• +44.1%
• TECL
  • First Data: Dec 31, 2008
  • TECL Issuer Website
• +3x DirexionTechnology Bull
• $116
• -0.8%
• +34.5%
• +20.8%
• -18.4%
• +33.7%
• TMF
  • First Data: Apr 16, 2009
  • TMF Issuer Website
• +3x Direxion Leveraged 20-Yr Treasury Bond
• $41
• +2.2%
• -7.6%
• +16.2%
• +109.1%
• +0.6%
• TNA
  • First Data: Nov 05, 2008
  • TNA Issuer Website
• +3x Direxion Leveraged Russell 2000
• $457
• +0.2%
• +59.6%
• +69.8%
• -38.1%
• +42.6%
• TQQQ
  • First Data: Feb 11, 2010
  • TQQQ Issuer Website
• +3x ProShares Leveraged NASDAQ-100
• $202
• +0.4%
• +45.6%
• N/A
• -8.0%
• +52.3%
• TYD
  • First Data: Apr 16, 2009
  • TYD Issuer Website
• +3x Direxion Leveraged 7-10 Yr Treasury
• $9
• +0.7%
• +0.2%
• +23.6%
• +51.5%
• +10.2%
• UDOW
  • First Data: Feb 11, 2010
  • UDOW Issuer Website
• +3x ProShares Leveraged Dow 30
• $60
• +1.0%
• +64.1%
• N/A
• +9.1%
• +26.4%
• UGLD
  • First Data: Oct 17, 2011
  • UGLD Issuer Website
• +3x VelocityShares Leveraged Long Gold
• $33
• -4.9%
• -48.9%
• N/A
• N/A
• +8.3%
• UPRO
  • First Data: Jun 25, 2009
  • UPRO Issuer Website
• +3x ProShares Leveraged S&P 500
• $346
• +0.4%
• +60.3%
• +36.3%
• -11.9%
• +46.8%
• UUPT
  • First Data: May 24, 2011
  • UUPT Issuer Website
• +3x PowerShares DB Long US Dollar Index
• $4
• -1.2%
• +8.8%
• N/A
• N/A
• -8.2%
• YINN
  • First Data: Dec 03, 2009
  • YINN Issuer Website
• +3x Direxion Leveraged China Select ADR
• $79
• -1.4%
• +5.5%
• +21.3%
• -62.6%
• +14.8%

-3x Leveraged Short Products

• EDZ
  • First Data: Dec 30, 2008
  • EDZ Issuer Website
• -3x Direxion Lev Short MSCI Emerg Markets
• $96
• +0.6%
• +0.9%
• -59.3%
• -3.0%
• -54.2%
• ERY
  • First Data: Dec 31, 2008
  • ERY Issuer Website
• -3x Direxion S&P Leveraged Short Energy
• $79
• +0.6%
• -41.8%
• -60.0%
• -49.8%
• -30.9%
• FAZ
  • First Data: Nov 06, 2008
  • FAZ Issuer Website
• -3x Direxion Lev Rus 1000 Financials
• $543
• -0.6%
• -47.9%
• -51.4%
• -21.0%
• -59.5%
• SDOW
  • First Data: Feb 11, 2010
  • SDOW Issuer Website
• -3x ProShares Leveraged Short Dow 30
• $125
• -1.0%
• -41.4%
• N/A
• -40.1%
• -32.1%
• SPXS
  • First Data: Nov 19, 2008
  • SPXS Issuer Website
• -3x Direxion Leveraged Short S&P 500
• $213
• -0.2%
• -41.3%
• -48.7%
• -32.7%
• -42.7%
• SPXU
  • First Data: Jun 25, 2009
  • SPXU Issuer Website
• -3x ProShares Leveraged Short S&P 500
• $560
• -0.3%
• -40.7%
• -46.5%
• -32.4%
• -42.5%
• SQQQ
  • First Data: Feb 11, 2010
  • SQQQ Issuer Website
• -3x ProShares Leveraged Short NASDAQ-100
• $204
• -0.6%
• -36.0%
• N/A
• -36.9%
• -48.5%
• SRTY
  • First Data: Feb 11, 2010
  • SRTY Issuer Website
• -3x ProShares Lev Short Russell 2000
• $70
• -0.3%
• -43.3%
• N/A
• -43.0%
• -48.6%
• TECS
  • First Data: Dec 31, 2008
  • TECS Issuer Website
• -3x Direxion Technology Bear
• $23
• +0.7%
• -31.3%
• -45.3%
• -31.8%
• -42.6%
• TMV
  • First Data: Apr 16, 2009
  • TMV Issuer Website
• -3x Direxion Lev Short 20-Yr Treasury
• $373
• -2.3%
• +1.1%
• -36.7%
• -68.5%
• -20.2%
• TZA
  • First Data: Nov 05, 2008
  • TZA Issuer Website
• -3x Direxion Leveraged Russell 2000
• $904
• -0.2%
• -43.4%
• -68.3%
• -43.5%
• -49.0%

Volatility Products

• CVOL
  • First Data: Nov 15, 2010
  • CVOL Issuer Website
• C-Tracks Citi Volatility Index
• $2
• +4.3%
• -62.7%
• N/A
• -59.5%
• -89.5%
• SVXY
  • First Data: Oct 04, 2011
  • SVXY Issuer Website
• -1x Proshares Inverse VIX Short-Term
• $77
• -0.7%
• +40.7%
• N/A
• N/A
• +150.4%
• TVIX
  • First Data: Nov 30, 2010
  • TVIX Issuer Website
• +2x VelocityShares Daily VIX Short-Term
• $156
• +1.2%
• -72.1%
• N/A
• -50.6%
• -97.1%
• UVXY
  • First Data: Oct 04, 2011
  • UVXY Issuer Website
• +2x ProShares Leveraged VIX Short-Term
• $294
• +1.5%
• -71.8%
• N/A
• N/A
• -97.1%
• VIXM
  • First Data: Jan 04, 2011
  • VIXM Issuer Website
• ProShares S&P 500 VIX Mid-Term Futures
• $56
• +1.9%
• -25.2%
• N/A
• N/A
• -53.8%
• VIXY
  • First Data: Jan 04, 2011
  • VIXY Issuer Website
• ProShares S&P 500 VIX Short-Term Futures
• $192
• +0.9%
• -41.4%
• N/A
• N/A
• -77.5%
• VXX
  • First Data: Jan 30, 2009
  • VXX Issuer Website
• S&P 500 VIX Short-Term Futures
• $1,175
• +0.9%
• -42.1%
• -72.4%
• -5.5%
• -77.6%
• VXZ
  • First Data: Jan 30, 2009
  • VXZ Issuer Website
• S&P 500 VIX Mid-Term Futures
• $53
• +1.7%
• -25.4%
• -14.4%
• -7.8%
• -53.9%
• XIV
  • First Data: Nov 30, 2010
  • XIV Issuer Website
• -1x VelocityShares Inverse VIX Short-Term
• $656
• -0.9%
• +40.8%
• N/A
• -45.5%
• +154.9%
• XVIX
  • First Data: Dec 01, 2010
  • XVIX Issuer Website
• UBS E-TRACS Daily Long-Short VIX ETN
• $13
• +1.2%
• -6.7%
• N/A
• -13.5%
• -11.1%
• XVZ
  • First Data: Aug 18, 2011
  • XVZ Issuer Website
• iPath S&P 500 Dynamic VIX ETN
• $165
• +0.9%
• -12.8%
• N/A
• N/A
• -18.6%
• XXV
  • First Data: Jul 19, 2010
  • XXV Issuer Website
• -1x iPath Inverse VIX Short-Tm Futures ETN
• $5
• +0.0%
• +1.4%
• N/A
• +0.2%
• +14.6%
• ZIV
  • First Data: Nov 30, 2010
  • ZIV Issuer Website
• -1x VelocityShares Inverse VIX Medium-Term
• $40
• -2.0%
• +29.0%
• N/A
• -9.2%
• +90.8%