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ProShares Ultra Bloomberg Crude Oil (UCO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74347Y8883
CUSIP
74347Y888
Issuer
ProShares
Inception Date
Nov 24, 2008
Leveraged
2x
Index Tracked
Dow Jones-UBS Crude Oil Sub-Index (200%)
Distribution Policy
Accumulating
Asset Class
Commodity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Ultra Bloomberg Crude Oil, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

ProShares Ultra Bloomberg Crude Oil (UCO) has returned 103.42% so far this year and 45.23% over the past 12 months. Over the last ten years, UCO has returned -9.17% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


ProShares Ultra Bloomberg Crude Oil

1D
-8.13%
1M
53.88%
YTD
103.42%
6M
74.82%
1Y
45.23%
3Y*
14.08%
5Y*
22.69%
10Y*
-9.17%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 25, 2008, UCO's average daily return is -0.01%, while the average monthly return is -0.19%.

Historically, 49% of months were positive and 51% were negative. The best month was May 2020 with a return of +67.1%, while the worst month was Mar 2020 at -85.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, UCO closed higher 51% of trading days. The best single day was Apr 2, 2020 with a return of +33.1%, while the worst single day was Apr 21, 2020 at -56.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202624.74%5.98%53.88%103.42%
20252.33%-5.76%2.04%-29.86%6.69%10.67%15.62%-10.19%-3.39%-4.54%-4.15%-6.08%-29.75%
20249.08%3.02%12.51%-0.24%-6.11%8.38%-5.91%-10.18%-10.21%4.25%-3.62%7.67%5.36%
2023-2.67%-6.95%-3.57%1.66%-19.47%9.14%29.85%4.07%10.39%-9.35%-10.63%-8.68%-13.89%
202229.17%15.48%18.43%4.48%19.37%-12.43%-6.90%-12.45%-23.04%18.96%-1.54%-1.46%39.71%
202111.91%36.31%-4.48%13.19%9.76%19.14%2.15%-9.90%16.97%14.57%-29.00%26.67%139.26%

Benchmark Metrics

ProShares Ultra Bloomberg Crude Oil has an annualized alpha of -19.85%, beta of 1.42, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since November 26, 2008.

  • This ETF participated in 210.46% of S&P 500 Index downside but only 67.85% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.14 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-19.85%
Beta
1.42
0.14
Upside Capture
67.85%
Downside Capture
210.46%

Expense Ratio

UCO has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

UCO ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


UCO Risk / Return Rank: 4343
Overall Rank
UCO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 4747
Sortino Ratio Rank
UCO Omega Ratio Rank: 4242
Omega Ratio Rank
UCO Calmar Ratio Rank: 5757
Calmar Ratio Rank
UCO Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and compare them to a chosen benchmark (S&P 500 Index).


UCOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.90

-0.10

Sortino ratio

Return per unit of downside risk

1.34

1.39

-0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.40

+0.10

Martin ratio

Return relative to average drawdown

2.52

6.61

-4.09

Explore UCO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


ProShares Ultra Bloomberg Crude Oil doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Ultra Bloomberg Crude Oil. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares Ultra Bloomberg Crude Oil was 99.95%, occurring on Apr 28, 2020. The portfolio has not yet recovered.

The current ProShares Ultra Bloomberg Crude Oil drawdown is 99.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.95%Nov 28, 20082872Apr 28, 2020

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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