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BOIL vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) 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

In the year-to-date period, BOIL achieves a -38.08% return, which is significantly lower than UCO's 84.21% return. Over the past 10 years, BOIL has underperformed UCO with an annualized return of -57.64%, while UCO has yielded a comparatively higher 19.62% annualized return.


BOIL

1D
0.18%
1M
11.30%
YTD
-38.08%
6M
-35.19%
1Y
-76.58%
3Y*
-65.93%
5Y*
-65.65%
10Y*
-57.64%

UCO

1D
-2.87%
1M
-24.66%
YTD
84.21%
6M
80.57%
1Y
27.70%
3Y*
15.87%
5Y*
12.83%
10Y*
19.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. UCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
-38.08%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%
UCO
ProShares Ultra Bloomberg Crude Oil
84.21%-29.75%5.36%-13.89%39.71%139.26%77.27%53.83%-43.26%0.34%

Correlation

The correlation between BOIL and UCO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.13

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

0.12

The correlation between BOIL and UCO shifts across timeframes, from 0.12 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BOIL vs. UCO — Risk / Return Rank

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

BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 33
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 1818
Overall Rank
UCO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 1919
Sortino Ratio Rank
UCO Omega Ratio Rank: 1818
Omega Ratio Rank
UCO Calmar Ratio Rank: 2020
Calmar Ratio Rank
UCO Martin Ratio Rank: 1616
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. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) 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.

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.


BOILUCODifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

0.89

1.12

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.98

0.87

-1.85

Martin ratioReturn relative to average drawdown

-1.35

1.72

-3.08

BOIL vs. UCO - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.68, which is lower than the UCO Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BOIL 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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Drawdowns

BOIL vs. UCO - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, roughly equal to the maximum UCO drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for BOIL and UCO.


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Drawdown Indicators


BOILUCODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.86%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-31.96%

-46.10%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-50.38%

-46.48%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-67.24%

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-96.50%

-3.49%

Current Drawdown

Current decline from peak

-100.00%

-85.71%

-14.29%

Average Drawdown

Average peak-to-trough decline

-93.58%

-82.11%

-11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.95%

18.90%

+41.05%

Volatility

BOIL vs. UCO - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.27% compared to ProShares Ultra Bloomberg Crude Oil (UCO) at 16.18%. This indicates that BOIL'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


BOILUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

16.18%

+7.09%

Volatility (6M)

Calculated over the trailing 6-month period

104.92%

48.09%

+56.83%

Volatility (1Y)

Calculated over the trailing 1-year period

113.57%

57.66%

+55.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.96%

60.09%

+58.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.84%

317.79%

-215.95%

BOIL vs. UCO - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than UCO's 0.95% expense ratio.


Dividends

BOIL vs. UCO - Dividend Comparison

Neither BOIL nor UCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BOIL and UCO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.27%) compared to UCO (16.18%). In terms of maximum drawdown, BOIL dropped -100.00% vs UCO's -99.86%.

On 10-year performance, UCO leads with 19.62% vs -57.64% for BOIL. On fees, UCO is cheaper at 0.95% per year. On volatility, UCO has been the lower-risk option at 16.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCO has performed better with a 19.62% return vs -57.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCO is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

BOIL and UCO have nearly identical dividend yields, around 0.00%.

BOIL tracks Bloomberg Natural Gas Subindex, while UCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (200%). Their fees differ too: 1.31% for BOIL and 0.95% for UCO.

UCO currently has the higher Sharpe Ratio (0.48 vs -0.68), 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.

Portfolio Optimizer

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