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ASMG vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASMG vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long ASML Daily ETF (ASMG) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ASMG having a 135.99% return and UCO slightly higher at 139.34%.


ASMG

1D
3.70%
1M
43.96%
YTD
135.99%
6M
116.32%
1Y
327.03%
3Y*
5Y*
10Y*

UCO

1D
-3.93%
1M
-5.57%
YTD
139.34%
6M
124.58%
1Y
115.57%
3Y*
24.38%
5Y*
21.18%
10Y*
-11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASMG vs. UCO - Yearly Performance Comparison


Correlation

The correlation between ASMG and UCO is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.30

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2025

-0.15

The correlation between ASMG and UCO shifts across timeframes, from -0.29 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ASMG vs. UCO — Risk / Return Rank

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

ASMG
ASMG Risk / Return Rank: 8888
Overall Rank
ASMG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASMG Sortino Ratio Rank: 8181
Sortino Ratio Rank
ASMG Omega Ratio Rank: 7474
Omega Ratio Rank
ASMG Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASMG Martin Ratio Rank: 9393
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 5454
Overall Rank
UCO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 5050
Sortino Ratio Rank
UCO Omega Ratio Rank: 5151
Omega Ratio Rank
UCO Calmar Ratio Rank: 6868
Calmar Ratio Rank
UCO Martin Ratio Rank: 4040
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.

ASMG vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ASML Daily ETF (ASMG) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.


ASMGUCODifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.43

1.31

+0.12

Calmar ratioReturn relative to maximum drawdown

9.53

3.34

+6.19

Martin ratioReturn relative to average drawdown

23.75

6.32

+17.42

ASMG vs. UCO - Sharpe Ratio Comparison

The current ASMG Sharpe Ratio is 4.06, which is higher than the UCO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ASMG and UCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ASMGUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.06

2.03

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

-0.34

+2.31

Drawdowns

ASMG vs. UCO - Drawdown Comparison

The maximum ASMG drawdown since its inception was -43.95%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for ASMG and UCO.


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Drawdown Indicators


ASMGUCODifference

Max Drawdown

Largest peak-to-trough decline

-43.95%

-99.95%

+56.00%

Max Drawdown (1Y)

Largest decline over 1 year

-34.56%

-34.77%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

Current Drawdown

Current decline from peak

0.00%

-99.26%

+99.26%

Average Drawdown

Average peak-to-trough decline

-13.24%

-85.49%

+72.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.85%

18.34%

-4.49%

Volatility

ASMG vs. UCO - Volatility Comparison

Leverage Shares 2X Long ASML Daily ETF (ASMG) has a higher volatility of 28.61% compared to ProShares Ultra Bloomberg Crude Oil (UCO) at 20.99%. This indicates that ASMG's price experiences larger fluctuations and is considered to be riskier than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASMGUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.61%

20.99%

+7.62%

Volatility (6M)

Calculated over the trailing 6-month period

64.25%

46.57%

+17.68%

Volatility (1Y)

Calculated over the trailing 1-year period

81.20%

57.26%

+23.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.41%

59.81%

+24.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.41%

71.35%

+13.06%

ASMG vs. UCO - Expense Ratio Comparison

ASMG has a 0.75% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

ASMG vs. UCO - Dividend Comparison

ASMG's dividend yield for the trailing twelve months is around 4.75%, while UCO has not paid dividends to shareholders.


Frequently Asked Questions


ASMG and UCO have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASMG has higher volatility (28.61%) compared to UCO (20.99%). In terms of maximum drawdown, ASMG dropped -43.95% vs UCO's -99.95%.

On 1-year performance, ASMG leads with 327.03% vs 115.57% for UCO. On fees, ASMG is cheaper at 0.75% per year. On volatility, UCO has been the lower-risk option at 20.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ASMG has performed better with a 327.03% return vs 115.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ASMG is cheaper with a 0.75% expense ratio, compared with 0.95% for UCO.

ASMG has the higher dividend yield at 4.75%, compared with 0.00% for UCO.

ASMG is categorized as Leveraged Equities, while UCO is Leveraged Commodities. They also come from different issuers: Leverage Shares and ProShares. Their fees differ too: 0.75% for ASMG and 0.95% for UCO.

ASMG currently has the higher Sharpe Ratio (4.06 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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