^SIXU vs. UPW

Last updated Jul 14, 2026

^SIXU (Utilities Select Sector Index) is an index, while UPW (ProShares Ultra Utilities) is Leveraged Equities fund tracking the Dow Jones U.S. Utilities Index (200%).

Performance

^SIXU vs. UPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector Index (^SIXU) and ProShares Ultra Utilities (UPW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXU

• 1D: 0.63%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UPW

• 1D: 1.51%
• 1M: 6.52%
• 6M: 13.90%
• YTD: 12.70%
• 1Y: 20.09%
• 3Y*: 19.06%
• 5Y*: 11.78%
• 10Y*: 10.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXU vs. UPW - Yearly Performance Comparison

	2026 (YTD)
^SIXU Utilities Select Sector Index	0.63%
UPW ProShares Ultra Utilities	1.51%

Return for Risk

^SIXU vs. UPW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UPW

UPW Risk / Return Rank: 24
UPW Sharpe Ratio Rank: 24
UPW Sortino Ratio Rank: 23
UPW Omega Ratio Rank: 23
UPW Calmar Ratio Rank: 27
UPW Martin Ratio Rank: 22

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.

^SIXU vs. UPW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and ProShares Ultra Utilities (UPW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	^SIXU	UPW	Difference
Sharpe ratio: Return per unit of total volatility	—	0.68	—
Sortino ratio: Return per unit of downside risk	—	1.07	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	1.05	—
Martin ratio: Return relative to average drawdown	—	2.10	—

Drawdowns

^SIXU vs. UPW - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was 0.00%, smaller than the maximum UPW drawdown of -77.75%. Use the drawdown chart below to compare losses from any high point for ^SIXU and UPW.

Drawdown Indicators

	^SIXU	UPW	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-77.75%	+77.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-33.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-49.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-62.67%	—
Current Drawdown Current decline from peak	0.00%	-8.60%	+8.60%
Average Drawdown Average peak-to-trough decline	0.00%	-22.53%	+22.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.58%	—

Volatility

Volatility by Period

	^SIXU	UPW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	29.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	34.50%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	37.26%	—