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BIV vs. UPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIV and UPRO is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BIV vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond ETF (BIV) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
72.41%
6,123.54%
BIV
UPRO

Key characteristics

Sharpe Ratio

BIV:

1.19

UPRO:

0.13

Sortino Ratio

BIV:

1.71

UPRO:

0.59

Omega Ratio

BIV:

1.20

UPRO:

1.09

Calmar Ratio

BIV:

0.52

UPRO:

0.16

Martin Ratio

BIV:

2.88

UPRO:

0.53

Ulcer Index

BIV:

2.20%

UPRO:

14.73%

Daily Std Dev

BIV:

5.47%

UPRO:

57.28%

Max Drawdown

BIV:

-18.95%

UPRO:

-76.82%

Current Drawdown

BIV:

-6.15%

UPRO:

-28.16%

Returns By Period

In the year-to-date period, BIV achieves a 2.91% return, which is significantly higher than UPRO's -19.53% return. Over the past 10 years, BIV has underperformed UPRO with an annualized return of 1.89%, while UPRO has yielded a comparatively higher 20.32% annualized return.


BIV

YTD

2.91%

1M

0.49%

6M

2.12%

1Y

6.46%

5Y*

-0.42%

10Y*

1.89%

UPRO

YTD

-19.53%

1M

40.49%

6M

-24.38%

1Y

7.56%

5Y*

30.69%

10Y*

20.32%

*Annualized

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BIV vs. UPRO - Expense Ratio Comparison

BIV has a 0.04% expense ratio, which is lower than UPRO's 0.92% expense ratio.


Risk-Adjusted Performance

BIV vs. UPRO — Risk-Adjusted Performance Rank

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

BIV
The Risk-Adjusted Performance Rank of BIV is 7777
Overall Rank
The Sharpe Ratio Rank of BIV is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BIV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BIV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BIV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BIV is 7373
Martin Ratio Rank

UPRO
The Risk-Adjusted Performance Rank of UPRO is 3737
Overall Rank
The Sharpe Ratio Rank of UPRO is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 4444
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 4646
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIV vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond ETF (BIV) and ProShares UltraPro S&P 500 (UPRO). 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.


The current BIV Sharpe Ratio is 1.19, which is higher than the UPRO Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of BIV and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
1.19
0.13
BIV
UPRO

Dividends

BIV vs. UPRO - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 3.87%, more than UPRO's 1.25% yield.


TTM20242023202220212020201920182017201620152014
BIV
Vanguard Intermediate-Term Bond ETF
3.87%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
UPRO
ProShares UltraPro S&P 500
1.25%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

BIV vs. UPRO - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for BIV and UPRO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-6.15%
-28.16%
BIV
UPRO

Volatility

BIV vs. UPRO - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond ETF (BIV) is 1.83%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 31.85%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
1.83%
31.85%
BIV
UPRO