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BOIL vs. UNL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOIL vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and United States 12 Month Natural Gas Fund LP (UNL). 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 UNL's -11.72% return. Over the past 10 years, BOIL has underperformed UNL with an annualized return of -57.64%, while UNL has yielded a comparatively higher -4.37% 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%

UNL

1D
-0.38%
1M
3.74%
YTD
-11.72%
6M
-9.35%
1Y
-31.64%
3Y*
-17.42%
5Y*
-6.97%
10Y*
-4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. UNL - 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%
UNL
United States 12 Month Natural Gas Fund LP
-11.72%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Correlation

The correlation between BOIL and UNL is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.97

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

0.94

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

0.94

The correlation between BOIL and UNL has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

BOIL vs. UNL — 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

UNL
UNL Risk / Return Rank: 22
Overall Rank
UNL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 22
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 11
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. UNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and United States 12 Month Natural Gas Fund LP (UNL). 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.


BOILUNLDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

0.89

0.85

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.97

-0.01

Martin ratioReturn relative to average drawdown

-1.35

-1.56

+0.20

BOIL vs. UNL - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.68, which is comparable to the UNL Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of BOIL and UNL, 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. UNL - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than UNL's maximum drawdown of -89.00%. Use the drawdown chart below to compare losses from any high point for BOIL and UNL.


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Drawdown Indicators


BOILUNLDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-89.00%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-32.65%

-45.41%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

-48.16%

-48.70%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

-78.12%

-21.79%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-78.12%

-21.87%

Current Drawdown

Current decline from peak

-100.00%

-88.46%

-11.54%

Average Drawdown

Average peak-to-trough decline

-93.58%

-73.38%

-20.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.95%

22.72%

+37.23%

Volatility

BOIL vs. UNL - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 23.27% compared to United States 12 Month Natural Gas Fund LP (UNL) at 7.13%. This indicates that BOIL's price experiences larger fluctuations and is considered to be riskier than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

7.13%

+16.14%

Volatility (6M)

Calculated over the trailing 6-month period

104.92%

30.59%

+74.33%

Volatility (1Y)

Calculated over the trailing 1-year period

113.57%

35.79%

+77.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.96%

41.76%

+77.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.84%

33.85%

+67.99%

BOIL vs. UNL - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than UNL's 0.90% expense ratio.


Dividends

BOIL vs. UNL - Dividend Comparison

Neither BOIL nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, BOIL and UNL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BOIL has higher volatility (23.27%) compared to UNL (7.13%). In terms of maximum drawdown, BOIL dropped -100.00% vs UNL's -89.00%.

On 10-year performance, UNL leads with -4.37% vs -57.64% for BOIL. On fees, UNL is cheaper at 0.90% per year. On volatility, UNL has been the lower-risk option at 7.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UNL has performed better with a -4.37% return vs -57.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNL is cheaper with a 0.90% expense ratio, compared with 1.31% for BOIL.

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

BOIL tracks Bloomberg Natural Gas Subindex, while UNL tracks 12 Month Natural Gas. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 1.31% for BOIL and 0.90% for UNL.

BOIL currently has the higher Sharpe Ratio (-0.68 vs -0.89), 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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