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COM vs. UGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COM and UGL is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

COM vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Auspice Broad Commodity Strategy ETF (COM) and ProShares Ultra Gold (UGL). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
52.44%
268.64%
COM
UGL

Key characteristics

Sharpe Ratio

COM:

0.10

UGL:

2.34

Sortino Ratio

COM:

0.19

UGL:

2.85

Omega Ratio

COM:

1.02

UGL:

1.36

Calmar Ratio

COM:

0.09

UGL:

2.09

Martin Ratio

COM:

0.26

UGL:

12.71

Ulcer Index

COM:

3.14%

UGL:

6.30%

Daily Std Dev

COM:

8.45%

UGL:

34.21%

Max Drawdown

COM:

-15.95%

UGL:

-75.93%

Current Drawdown

COM:

-6.89%

UGL:

-6.98%

Returns By Period

In the year-to-date period, COM achieves a 1.03% return, which is significantly lower than UGL's 51.04% return.


COM

YTD

1.03%

1M

-2.71%

6M

-1.08%

1Y

0.24%

5Y*

11.53%

10Y*

N/A

UGL

YTD

51.04%

1M

17.35%

6M

36.28%

1Y

78.59%

5Y*

17.94%

10Y*

13.51%

*Annualized

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COM vs. UGL - Expense Ratio Comparison

COM has a 0.70% expense ratio, which is lower than UGL's 0.95% expense ratio.


Expense ratio chart for UGL: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UGL: 0.95%
Expense ratio chart for COM: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COM: 0.70%

Risk-Adjusted Performance

COM vs. UGL — Risk-Adjusted Performance Rank

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

COM
The Risk-Adjusted Performance Rank of COM is 2424
Overall Rank
The Sharpe Ratio Rank of COM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of COM is 2121
Sortino Ratio Rank
The Omega Ratio Rank of COM is 2121
Omega Ratio Rank
The Calmar Ratio Rank of COM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of COM is 2424
Martin Ratio Rank

UGL
The Risk-Adjusted Performance Rank of UGL is 9494
Overall Rank
The Sharpe Ratio Rank of UGL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of UGL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of UGL is 9393
Omega Ratio Rank
The Calmar Ratio Rank of UGL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of UGL is 9595
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.

COM vs. UGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and ProShares Ultra Gold (UGL). 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 chart of Sharpe ratio for COM, currently valued at 0.10, compared to the broader market-1.000.001.002.003.004.00
COM: 0.10
UGL: 2.34
The chart of Sortino ratio for COM, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.00
COM: 0.19
UGL: 2.85
The chart of Omega ratio for COM, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
COM: 1.02
UGL: 1.36
The chart of Calmar ratio for COM, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.00
COM: 0.09
UGL: 5.02
The chart of Martin ratio for COM, currently valued at 0.26, compared to the broader market0.0020.0040.0060.00
COM: 0.26
UGL: 12.71

The current COM Sharpe Ratio is 0.10, which is lower than the UGL Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of COM and UGL, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
2.34
COM
UGL

Dividends

COM vs. UGL - Dividend Comparison

COM's dividend yield for the trailing twelve months is around 3.77%, while UGL has not paid dividends to shareholders.


TTM20242023202220212020201920182017
COM
Direxion Auspice Broad Commodity Strategy ETF
3.77%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

COM vs. UGL - Drawdown Comparison

The maximum COM drawdown since its inception was -15.95%, smaller than the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for COM and UGL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.89%
-6.98%
COM
UGL

Volatility

COM vs. UGL - Volatility Comparison

The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 4.19%, while ProShares Ultra Gold (UGL) has a volatility of 16.72%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.19%
16.72%
COM
UGL