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ProShares Ultra Gold (UGL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74347W6012
CUSIP
74347W601
Issuer
ProShares
Inception Date
Dec 1, 2008
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Gold Subindex (200%)
Domicile
United States
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 Gold, 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 Gold (UGL) has returned 10.70% so far this year and 90.99% over the past 12 months. Looking at the last ten years, UGL has achieved an annualized return of 20.22%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


ProShares Ultra Gold

1D
7.52%
1M
-22.46%
YTD
10.70%
6M
33.43%
1Y
90.99%
3Y*
57.42%
5Y*
34.79%
10Y*
20.22%

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 Dec 3, 2008, UGL's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, your investment would double in approximately 3.7 years.

Historically, 52% of months were positive and 48% were negative. The best month was Dec 2008 with a return of +27.3%, while the worst month was Mar 2026 at -22.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, UGL closed higher 52% of trading days. The best single day was Feb 3, 2026 with a return of +12.3%, while the worst single day was Jan 30, 2026 at -20.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202622.24%16.78%-22.46%10.70%
202512.69%2.45%19.27%9.03%-1.34%0.13%-1.76%10.69%22.21%5.69%10.33%3.37%137.57%
2024-3.60%0.11%17.23%5.34%2.18%-0.95%9.80%3.30%9.74%8.17%-6.94%-3.15%46.36%
202311.11%-11.01%15.32%1.02%-3.50%-5.19%4.02%-3.48%-10.04%14.52%4.25%1.70%15.56%
2022-3.78%12.44%2.21%-4.67%-7.09%-3.55%-5.43%-6.44%-6.12%-4.16%17.01%5.02%-7.59%
2021-7.07%-12.76%-2.50%6.81%15.72%-14.12%4.72%-0.30%-6.95%2.99%-1.75%6.33%-12.30%

Benchmark Metrics

ProShares Ultra Gold has an annualized alpha of 19.23%, beta of 0.11, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 04, 2008.

  • This ETF captured 34.93% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -22.90%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.11 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • 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
19.23%
Beta
0.11
0.00
Upside Capture
34.93%
Downside Capture
-22.90%

Expense Ratio

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


Return for Risk

Risk / Return Rank

UGL ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


UGL Risk / Return Rank: 8080
Overall Rank
UGL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 7777
Sortino Ratio Rank
UGL Omega Ratio Rank: 7676
Omega Ratio Rank
UGL Calmar Ratio Rank: 8484
Calmar Ratio Rank
UGL Martin Ratio Rank: 7878
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 Gold (UGL) and compare them to a chosen benchmark (S&P 500 Index).


UGLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.90

+0.76

Sortino ratio

Return per unit of downside risk

2.02

1.39

+0.63

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratio

Return relative to maximum drawdown

2.56

1.40

+1.16

Martin ratio

Return relative to average drawdown

8.76

6.61

+2.16

Explore UGL 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 Gold 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 Gold. 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 Gold was 75.93%, occurring on Dec 17, 2015. Recovery took 2324 trading sessions.

The current ProShares Ultra Gold drawdown is 28.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.93%Aug 23, 20111088Dec 17, 20152324Mar 18, 20253412
-37.56%Jan 30, 202639Mar 26, 2026
-25.71%Feb 23, 200939Apr 17, 2009119Oct 6, 2009158
-24.75%Dec 3, 200945Feb 8, 201065May 12, 2010110
-19.62%Oct 21, 202511Nov 4, 202533Dec 22, 202544

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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