ProSharesFactSheetUGL

Description

Fact Sheet
All data as of 3/31/11
UGLProShares Ultra Gold
FUND OBJECTIVE FUND PERFORMANCE AND BENCHMARK HISTORY
ProShares Ultra Gold seeks a return of 200% of the return of a benchmark (target) for a single dayProShares Ultra Gold seeks daily investment results,
(before fees and expenses). Due to the compounding of daily returns, returns over periods other thanbefore fees and expenses, that correspond to twice
one day will likely differ in amount and possibly direction from the target return for the same period.(200%) the daily performance of gold bullion as
Investors should monitor holdings consistent with their strategies, as frequently as daily. For more on measured by the U.S. dollar fixing price for delivery
correlation, leverage and other risks, please read the prospectus.in London.
Year to Since
1Q 2011 1-Year 3-Year
1Date InceptionFUND DETAILS
t t t t t
Inception Date 12/01/08 ProShares Ultra Gold
3.55% 3.55% 57.15% — 57.16%
NAV Total ReturnTrading Symbol UGL
ProShares Ultra Gold 0.58% 0.58% 56.74% — 56.68%Intraday Symbol UGL.IV Market Price Total Return
Bloomberg Index Symbol GOLDLNPM
London PM Gold Fixing 2.38% 2.38% 29.00% — 30.22%
CUSIP 74347W601
Net Assets $250.75 million
2Expense Ratio — DAILY PERFORMANCE OF UGL vs. BENCHMARK DURING 1Q 2011
The following scatter graph charts the daily NAV-to-NAV results of the fund against its underlying
benchmark return on a daily basis.
6%
3 Correlation = 0.99
4ProShares Ultra ETFs are designed Beta = 2.00 3%
to ...

Sujets

• Goldman
• Éthylène tétrafluoroéthylène
• London Gazette
• Tract
• Naves
• Inception

Informations

• Publié par: Oftu
• Nombre de lectures: 124
• Langue: English

Extrait

ProShares Ultra Gold

FUND OBJECTIVE ProShares Ultra Gold seeks daily investment results, before fees and expenses, that correspond to twice (200%) the daily performance of gold bullion as measured by the U.S. dollar fixing price for delivery in London.

FUND DETAILS

Inception Date Trading Symbol Intraday Symbol Bloomberg Index Symbol CUSIP Net Assets Expense Ratio 2

12/01/08 UGL UGL.IV GOLDLNPM 74347W601 $250.75 million —

ProShares Ultra ETFs are designed to provide more exposure for your investment dollars (before fees and expenses) • Magnify exposure to a benchmark for a certain dollar amount • Provide a certain exposure to a benchmark for less cash • Track your investment throughout the day • No margin account

SM

Fact Sheet

All data as of 3/31/11

UGL

FUND PERFORMANCE AND BENCHMARK HISTORY ProShares Ultra Gold seeks a return of 200% of the return of a benchmark (target)for a single day (before fees and expenses). Due to the compounding of daily returns, returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period. Investors should monitor holdings consistent with their strategies, as frequently as daily. For more on correlation, leverage and other risks, please read the prospectus. 1-Year 3-Year  Since 1Q 2011 Ye D a a r t   e to Inception 1 ProShar t e a s l  U R l e t t r u a Gold   57.15% — 57.16%3.55% 3.55% NAV To rn ProShares Ultra Gold Market Price Total Return  56.74%0.58% 0.58% — 56.68% London PM Gold Fixing  29.00%2.38% 2.38% — 30.22% DAILY PERFORMANCE OF UGL vs. BENCHMARK DURING 1Q 2011 The following scatter graph charts the daily NAV-to-NAV results of the fund against its underlying benchmark return on a daily basis. 6%  Correlation 3 = 0.99 Beta 4 = 2.00 3% -2% 1%  2% 3% -3%

Daily Change in Benchmark Return

DAILY RETURN DURING 1Q 2011

nnProShares Ultra Gold (UGL)nnLondon PM Gold Fixing 6%

3%

0%

3%

6% January 11

February 11

March 11

ProShares are not suitable for all investors.Futures trading involves a substantial risk of loss. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.Investment return and principal value of an investment will fluctuate so that an investor’s shares, when sold or redeemed, may be worth more or less than they originally cost. Current performance may be lower or higher than the performance quoted. Performance data current to the most recent month-end may be obtained by calling, toll-free, 866.PRO.5125 or visiting proshares.com. Benchmark performance does not reflect any management fees, transaction costs or expenses. Benchmarks are unmanaged and one cannot invest directly in any benchmark. 1 based on the composite closing price and do not represent the returns you wouldSince inception returns are annualized. Market returns are receive if you traded shares at other times. The first trading date is typically several days after the fund inception date. Therefore, NAV is used to calculate market returns prior to the first trade date. 2 Expense ratio does not include brokerage commissions and related fees paid by the fund. 3 is a measure of the strength and direction of a linear relationship between two variables.Correlation 4 Beta is a measure of the slope, which is the steepness of the line drawn through the fund return vs. the benchmark return on a daily basis.

ProShares Ultra Gold

BENCHMARK DESCRIPTION The London Gold Fixing is the procedure by which the price of gold is set on the London market by five members of the London Gold Pool. It is designed to fix a price for settling contracts between members of the London bullion market, but informally the gold fixing provides a recognized rate that is used as a benchmark for pricing the majority of gold products and derivatives throughout the world’s markets. Gold is priced in U.S. dollars per ounce. The London Bullion Market Association’s (LBMA) Gold Pool sets or fixes the price of gold twice a day, 10:30 GMT and 15:00 GMT (10:00 a.m. ET). The ProShares Gold ETFs will be benchmarked to the 15:00 GMT, or the London Gold p.m. price. Daily price quotes can be viewed at London Bullion Market Association.

BENCHMARK CHARACTERISTICS Quarterly Benchmark Volatility 5 12.91%

For more information, visit proshares.com and seek advice from your financial adviser or broker. Financial professionals should call ProShares at 866.PRO.5125.

Fact Sheet

All data as of 3/31/11

UGL

5 The quarterly volatility refers to annualized standard deviation, a statistical measure that captures the variation of a benchmark’s returns from their mean and that is often used to quantify the risk of the benchmark over a specific time period. The higher the volatility, the more a benchmark’s return fluctuates over time. This ETF invests substantially in financial instruments linked to the performance of commodities and currencies, such as swap agreements, forward contracts, and futures and options contracts, which may be subject to greater volatility than investments in traditional securities. Certain of these financial instruments will also subject the fund to counterparty risk and credit risk, which could result in significant losses for the fund. There are additional risks due to large institutional purchases or sales, and natural and technological factors such as severe weather, unusual climate change, and development and depletions of alternative resources. Investin involv associat g e   d with t e h s  e r   i u s s k e ,    i o n f  cl d u e d r i i n va g t   i t v h e e s    ( p f o u s t s u ib r l e e s     l c o o s n s t   r o a f c   ts p , r   i s n w ci a p p a   l. a   g P r r e o e S m ha e r n e ts s     a a n re d    s n i o m n il - a d r i   v i e n r s s t i r f u ie m d e   n a t n s d ),     e i n m t p a e il r   f c e e c r t t   a b i e n n   c ri h sk m s a ,  r i k n   c c l o u r d r i e n l g a   ti r o is n k ,   leverage and market price variance.risks different from, or greater than, those associated with a direct investment in theThese risks may pose securities underlying the funds’ benchmarks, can increase volatility, and may dramatically decrease performance.There is no guarantee any ProShares ETF will achieve its investment objective.For more on correlation, leverage and other risks, please read the prospectus. Narrowly focused investments typically exhibit higher volatility. ProShares are distributed by SEI Investments Distribution Co., which is not affiliated with the advisor or sponsor. ProShares may invest in equity securities and/or financial instruments (including derivatives) that, in combination, should have similar daily price return characteristics to the fund’s benchmark. Derivative contracts are priced to include the underlying index yield and will not generate dividend income. Because ProShares invest in derivatives and other financial instruments, their dividend distributions may not reflect those of their applicable indexes. ProShares Trust II is a commodity pool as defined in the Commodity Exchange Act and the applicable regulations of the CFTC. ProShare Capital Management LLC is the Trust Sponsor, commodity pool operator (CPO) and commodity trading advisor. The Sponsor is registered as a CPO and commodity trading advisor with the CFTC, and is a member of the NFA.Neither the ETF or ProShares Trust II is an investment company regulated under the Investment Company Act of 1940. This ProShares ETF is not regulated under the Investment Company Act of 1940. Investing in these ETFs involves significant risks. Investors could lose all or substantially all of their investment. ProShares Trust II (the issuer) has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC website at sec.gov. Alternatively, the issuer will arrange to send you the prospectus if you request it by calling toll-free 866.PRO.5125, or visit proshares.com, or you may request a copy from any underwriter or other dealer participating in the offering. These funds may have different tax implications and generate a K-1 tax form. This ETF does not invest directly in commodities.  2010-4390© 2011 PSA