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BOIL vs. FPEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. FPEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and First Trust Institutional Preferred Securities & Income ETF (FPEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOIL achieves a -36.77% return, which is significantly lower than FPEI's 1.56% return.


BOIL

1D
4.32%
1M
4.62%
YTD
-36.77%
6M
-62.98%
1Y
-74.31%
3Y*
-60.61%
5Y*
-64.63%
10Y*
-56.95%

FPEI

1D
-0.10%
1M
0.94%
YTD
1.56%
6M
1.80%
1Y
8.60%
3Y*
10.69%
5Y*
4.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. FPEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
-36.77%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-27.62%
FPEI
First Trust Institutional Preferred Securities & Income ETF
1.56%9.82%10.94%6.29%-8.19%4.63%7.08%15.86%-4.29%2.23%

Correlation

The correlation between BOIL and FPEI 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

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.03

The correlation between BOIL and FPEI shifts across timeframes, from -0.29 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BOIL vs. FPEI — Risk / Return Rank

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

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
Martin Ratio Rank

FPEI
FPEI Risk / Return Rank: 7070
Overall Rank
FPEI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FPEI Sortino Ratio Rank: 8282
Sortino Ratio Rank
FPEI Omega Ratio Rank: 8787
Omega Ratio Rank
FPEI Calmar Ratio Rank: 4848
Calmar Ratio Rank
FPEI Martin Ratio Rank: 6565
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.

BOIL vs. FPEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and First Trust Institutional Preferred Securities & Income ETF (FPEI). 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.


BOILFPEIDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.51

Omega ratioGain probability vs. loss probability

0.90

1.54

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.92

2.38

-3.30

Martin ratioReturn relative to average drawdown

-1.26

11.84

-13.09

BOIL vs. FPEI - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.66, which is lower than the FPEI Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BOIL and FPEI, 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


BOILFPEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

2.34

-3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.71

-1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

0.57

-1.18

Drawdowns

BOIL vs. FPEI - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than FPEI's maximum drawdown of -27.51%. Use the drawdown chart below to compare losses from any high point for BOIL and FPEI.


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Drawdown Indicators


BOILFPEIDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-27.51%

-72.49%

Max Drawdown (1Y)

Largest decline over 1 year

-80.85%

-3.63%

-77.22%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-4.26%

-92.60%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-16.46%

-83.45%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-0.16%

-99.84%

Average Drawdown

Average peak-to-trough decline

-93.59%

-3.06%

-90.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.20%

0.73%

+58.47%

Volatility

BOIL vs. FPEI - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.95% compared to First Trust Institutional Preferred Securities & Income ETF (FPEI) at 0.95%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than FPEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILFPEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.95%

0.95%

+23.00%

Volatility (6M)

Calculated over the trailing 6-month period

107.61%

3.06%

+104.55%

Volatility (1Y)

Calculated over the trailing 1-year period

113.64%

3.69%

+109.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.89%

5.97%

+112.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

8.86%

+92.95%

BOIL vs. FPEI - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than FPEI's 0.85% expense ratio.


Dividends

BOIL vs. FPEI - Dividend Comparison

BOIL has not paid dividends to shareholders, while FPEI's dividend yield for the trailing twelve months is around 5.72%.


PositionTTM202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPEI
First Trust Institutional Preferred Securities & Income ETF
5.72%5.62%5.55%5.76%5.20%4.46%4.90%5.02%5.81%1.50%

Frequently Asked Questions


BOIL and FPEI 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.

BOIL has higher volatility (23.95%) compared to FPEI (0.95%). In terms of maximum drawdown, BOIL dropped -100.00% vs FPEI's -27.51%.

On 5-year performance, FPEI leads with 4.20% vs -64.63% for BOIL. On fees, FPEI is cheaper at 0.85% per year. On volatility, FPEI has been the lower-risk option at 0.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FPEI has performed better with a 4.20% return vs -64.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FPEI is cheaper with a 0.85% expense ratio, compared with 1.31% for BOIL.

FPEI has the higher dividend yield at 5.72%, compared with 0.00% for BOIL.

BOIL is categorized as Leveraged Commodities, while FPEI is Preferred Stock/Convertible Bonds. They also come from different issuers: ProShares and First Trust. Their fees differ too: 1.31% for BOIL and 0.85% for FPEI.

FPEI currently has the higher Sharpe Ratio (2.34 vs -0.66), 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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