PortfoliosLab logoPortfoliosLab logo
ISIN
US74347Y8883
CUSIP
74347Y888
Issuer
ProShares
Inception Date
Nov 24, 2008
Leveraged
2x
Index Tracked
Bloomberg Commodity Balanced WTI Crude Oil Index (200%)
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$359M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

UCO Performance Chart

ProShares Ultra Bloomberg Crude Oil (UCO) is up 84.2% since the beginning of the year. UCO is currently trading at $36 per share. Investors who bought $1,000 worth of UCO shares 5 years ago would now be looking at an investment worth $1,829.


Loading charts...

S&P 500 Index

Returns By Period

ProShares Ultra Bloomberg Crude Oil (UCO) has returned 84.21% so far this year and 27.70% over the past 12 months. Looking at the last ten years, UCO has achieved an annualized return of 19.62%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


ProShares Ultra Bloomberg Crude Oil

1D
-2.87%
1M
-24.66%
YTD
84.21%
6M
80.57%
1Y
27.70%
3Y*
15.87%
5Y*
12.83%
10Y*
19.62%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCO Monthly Returns History

Based on dividend-adjusted daily data since Nov 25, 2008, UCO's average daily return is +0.22%, while the average monthly return is +3.94%. At this rate, an investment would double in approximately 1.5 years.

Historically, 49% of months were positive and 51% were negative. The best month was Apr 2020 with a return of +820.1%, 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 52% of trading days. The best single day was Apr 21, 2020 with a return of +979.3%, while the worst single day was Mar 9, 2020 at -49.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202624.74%5.98%53.88%21.55%-8.92%-18.20%84.21%
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 54.95%, beta of 0.84, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 25, 2008.

  • This ETF participated in 212.87% of S&P 500 Index downside but only 150.75% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.00 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
54.95%
Beta
0.84
0.00
Upside Capture
150.75%
Downside Capture
212.87%

Expense Ratio

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


Return for Risk

Risk / Return Rank

UCO ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


UCO Risk / Return Rank: 1818
Overall Rank
UCO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 1919
Sortino Ratio Rank
UCO Omega Ratio Rank: 1818
Omega Ratio Rank
UCO Calmar Ratio Rank: 2020
Calmar Ratio Rank
UCO Martin Ratio Rank: 1616
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UCOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

0.87

2.78

-1.91

Martin ratioReturn relative to average drawdown

1.72

12.44

-10.71

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.


Loading charts...

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 99.86%, occurring on Apr 20, 2020. The portfolio has not yet recovered.

The current ProShares Ultra Bloomberg Crude Oil drawdown is 85.71%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-99.86%Apr 2020
11y 4mo
17y 7moNov 2008 - now
Financial crisis2007–2009
-2.33%Nov 2008
0s1d
1dNov 2008 - Nov 2008

Drawdown Indicators


UCOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-56.78%

-43.08%

Max Drawdown (1Y)

Largest decline over 1 year

-31.96%

-9.10%

-22.86%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-18.90%

-31.48%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-25.43%

-41.81%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

-33.92%

-62.58%

Current Drawdown

Current decline from peak

-85.71%

-1.80%

-83.91%

Average Drawdown

Average peak-to-trough decline

-82.11%

-10.71%

-71.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.90%

2.03%

+16.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with UCO

Add ProShares Ultra Bloomberg Crude Oil to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with UCO