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ProShares Ultra Euro (ULE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74347W8745
CUSIP
74347W874
Issuer
ProShares
Inception Date
Nov 25, 2008
Region
Developed Europe (Broad)
Leveraged
2x
Index Tracked
USD/EUR Exchange Rate (-200%)
Distribution Policy
Accumulating
Asset Class
Currency

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 Euro, 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 Euro (ULE) has returned -3.35% so far this year and 11.77% over the past 12 months. Over the last ten years, ULE has returned -2.78% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


ProShares Ultra Euro

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%

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, ULE's average daily return is -0.01%, while the average monthly return is -0.19%.

Historically, 47% of months were positive and 53% were negative. The best month was Dec 2008 with a return of +21.8%, while the worst month was Jan 2009 at -17.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 9 months.

On a daily basis, ULE closed higher 48% of trading days. The best single day was Mar 18, 2009 with a return of +7.0%, while the worst single day was Jan 20, 2009 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.60%-0.69%-4.20%-3.35%
20250.07%-0.31%9.20%9.89%-0.24%7.17%-6.51%5.22%0.43%-3.83%1.25%2.32%25.97%
2024-4.08%0.16%-0.44%-2.12%3.68%-2.72%2.46%3.67%1.59%-3.97%-5.87%-4.16%-11.73%
20232.72%-5.31%4.88%3.11%-6.01%4.27%1.38%-2.80%-5.13%0.42%5.70%2.73%5.08%
2022-2.55%-0.92%-3.19%-9.15%3.27%-4.96%-5.31%-3.90%-5.34%1.15%10.71%5.10%-15.51%
2021-1.93%-0.95%-5.75%4.62%2.98%-5.97%-0.08%-1.01%-4.00%-0.57%-4.19%0.53%-15.66%

Benchmark Metrics

ProShares Ultra Euro has an annualized alpha of -5.16%, beta of 0.22, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since November 26, 2008.

  • This ETF participated in 79.70% of S&P 500 Index downside but only 23.81% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.22 may look defensive, but with R² of 0.05 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 0.05 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
-5.16%
Beta
0.22
0.05
Upside Capture
23.81%
Downside Capture
79.70%

Expense Ratio

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


Return for Risk

Risk / Return Rank

ULE ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ULE Risk / Return Rank: 3636
Overall Rank
ULE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ULE Omega Ratio Rank: 3131
Omega Ratio Rank
ULE Calmar Ratio Rank: 4242
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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 Euro (ULE) and compare them to a chosen benchmark (S&P 500 Index).


ULEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.90

-0.20

Sortino ratio

Return per unit of downside risk

1.17

1.39

-0.22

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

2.74

6.61

-3.87

Explore ULE 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 Euro 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 Euro. 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 Euro was 72.74%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current ProShares Ultra Euro drawdown is 62.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.74%Nov 27, 20093230Sep 27, 2022
-24.68%Dec 18, 200852Mar 5, 2009130Sep 9, 2009182
-5.72%Nov 26, 20083Dec 1, 20087Dec 10, 200810
-4.46%Oct 23, 20098Nov 3, 200916Nov 25, 200924
-3.68%Sep 23, 20097Oct 1, 20098Oct 13, 200915

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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