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

Correlation

The correlation between EELV and UPRO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

EELV vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Emerging Markets Low Volatility ETF (EELV) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
44.26%
3,423.34%
EELV
UPRO

Key characteristics

Sharpe Ratio

EELV:

0.49

UPRO:

2.03

Sortino Ratio

EELV:

0.75

UPRO:

2.45

Omega Ratio

EELV:

1.09

UPRO:

1.34

Calmar Ratio

EELV:

0.53

UPRO:

2.34

Martin Ratio

EELV:

1.61

UPRO:

12.24

Ulcer Index

EELV:

3.23%

UPRO:

6.17%

Daily Std Dev

EELV:

10.69%

UPRO:

37.24%

Max Drawdown

EELV:

-36.35%

UPRO:

-76.82%

Current Drawdown

EELV:

-9.31%

UPRO:

-8.04%

Returns By Period

In the year-to-date period, EELV achieves a 2.31% return, which is significantly lower than UPRO's 68.34% return. Over the past 10 years, EELV has underperformed UPRO with an annualized return of 2.92%, while UPRO has yielded a comparatively higher 23.70% annualized return.


EELV

YTD

2.31%

1M

-2.65%

6M

2.42%

1Y

4.31%

5Y*

3.75%

10Y*

2.92%

UPRO

YTD

68.34%

1M

-1.81%

6M

19.15%

1Y

69.73%

5Y*

21.94%

10Y*

23.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EELV vs. UPRO - Expense Ratio Comparison

EELV has a 0.30% expense ratio, which is lower than UPRO's 0.92% expense ratio.


UPRO
ProShares UltraPro S&P 500
Expense ratio chart for UPRO: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for EELV: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

EELV vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) 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.


Sharpe ratio
The chart of Sharpe ratio for EELV, currently valued at 0.49, compared to the broader market0.002.004.000.492.03
The chart of Sortino ratio for EELV, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.000.752.45
The chart of Omega ratio for EELV, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.34
The chart of Calmar ratio for EELV, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.532.34
The chart of Martin ratio for EELV, currently valued at 1.61, compared to the broader market0.0020.0040.0060.0080.00100.001.6112.24
EELV
UPRO

The current EELV Sharpe Ratio is 0.49, which is lower than the UPRO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of EELV 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.49
2.03
EELV
UPRO

Dividends

EELV vs. UPRO - Dividend Comparison

EELV's dividend yield for the trailing twelve months is around 3.08%, more than UPRO's 0.62% yield.


TTM20232022202120202019201820172016201520142013
EELV
Invesco S&P Emerging Markets Low Volatility ETF
3.08%4.00%3.46%4.34%2.82%3.14%5.50%2.91%2.30%2.53%3.25%2.10%
UPRO
ProShares UltraPro S&P 500
0.62%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%

Drawdowns

EELV vs. UPRO - Drawdown Comparison

The maximum EELV drawdown since its inception was -36.35%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for EELV and UPRO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.31%
-8.04%
EELV
UPRO

Volatility

EELV vs. UPRO - Volatility Comparison

The current volatility for Invesco S&P Emerging Markets Low Volatility ETF (EELV) is 2.87%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.50%. This indicates that EELV 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%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.87%
11.50%
EELV
UPRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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