PortfoliosLab logoPortfoliosLab logo
ERX vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERX vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Energy Bull 2X Shares (ERX) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ERX achieves a 44.06% return, which is significantly lower than UCO's 81.88% return. Over the past 10 years, ERX has underperformed UCO with an annualized return of -10.18%, while UCO has yielded a comparatively higher 19.46% annualized return.


ERX

1D
1.09%
1M
-16.23%
YTD
44.06%
6M
45.10%
1Y
53.56%
3Y*
19.85%
5Y*
25.26%
10Y*
-10.18%

UCO

1D
-1.26%
1M
-25.61%
YTD
81.88%
6M
76.32%
1Y
42.04%
3Y*
15.38%
5Y*
12.42%
10Y*
19.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERX vs. UCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERX
Direxion Daily Energy Bull 2X Shares
44.06%2.79%1.09%-12.26%130.58%111.91%-91.60%17.13%-55.94%-11.60%
UCO
ProShares Ultra Bloomberg Crude Oil
81.88%-29.75%5.36%-13.89%39.71%139.26%77.27%53.83%-43.26%0.34%

Correlation

The correlation between ERX and UCO is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.61

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

0.65

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

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

0.64

The correlation between ERX and UCO has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ERX vs. UCO — Risk / Return Rank

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

ERX
ERX Risk / Return Rank: 3737
Overall Rank
ERX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ERX Sortino Ratio Rank: 3636
Sortino Ratio Rank
ERX Omega Ratio Rank: 3434
Omega Ratio Rank
ERX Calmar Ratio Rank: 3939
Calmar Ratio Rank
ERX Martin Ratio Rank: 3737
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 2424
Overall Rank
UCO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 2424
Sortino Ratio Rank
UCO Omega Ratio Rank: 2424
Omega Ratio Rank
UCO Calmar Ratio Rank: 2727
Calmar Ratio Rank
UCO Martin Ratio Rank: 2222
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.

ERX vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Energy Bull 2X Shares (ERX) 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.


ERXUCODifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratioReturn relative to maximum drawdown

1.89

1.30

+0.58

Martin ratioReturn relative to average drawdown

5.50

2.61

+2.89

ERX vs. UCO - Sharpe Ratio Comparison

The current ERX Sharpe Ratio is 1.29, which is higher than the UCO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ERX 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.


Loading charts...

Drawdowns

ERX vs. UCO - Drawdown Comparison

The maximum ERX drawdown since its inception was -99.54%, roughly equal to the maximum UCO drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for ERX and UCO.


Loading charts...

Drawdown Indicators


ERXUCODifference

Max Drawdown

Largest peak-to-trough decline

-99.54%

-99.86%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-28.49%

-32.37%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-42.34%

-50.38%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-46.90%

-67.24%

+20.34%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

-96.50%

-2.09%

Current Drawdown

Current decline from peak

-92.73%

-85.89%

-6.84%

Average Drawdown

Average peak-to-trough decline

-67.09%

-82.11%

+15.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

16.23%

-6.46%

Volatility

ERX vs. UCO - Volatility Comparison

The current volatility for Direxion Daily Energy Bull 2X Shares (ERX) is 14.48%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 16.11%. This indicates that ERX experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ERXUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.48%

16.11%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

34.00%

48.06%

-14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

41.99%

57.57%

-15.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.92%

60.09%

-8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.08%

317.77%

-248.69%

ERX vs. UCO - Expense Ratio Comparison

ERX has a 1.09% expense ratio, which is higher than UCO's 0.95% expense ratio.


Dividends

ERX vs. UCO - Dividend Comparison

ERX's dividend yield for the trailing twelve months is around 1.86%, while UCO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ERX
Direxion Daily Energy Bull 2X Shares
1.86%2.54%2.94%3.17%2.23%2.16%2.35%1.56%3.10%0.85%
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ERX and UCO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCO has higher volatility (16.11%) compared to ERX (14.48%). In terms of maximum drawdown, ERX dropped -99.54% vs UCO's -99.86%.

On 10-year performance, UCO leads with 19.46% vs -10.18% for ERX. On fees, UCO is cheaper at 0.95% per year. On volatility, ERX has been the lower-risk option at 14.48%. 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 19.46% return vs -10.18%. 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 1.09% for ERX.

ERX has the higher dividend yield at 1.86%, compared with 0.00% for UCO.

ERX is categorized as Leveraged Equities, while UCO is Oil & Gas. ERX tracks Energy Select Sector Index (300%), while UCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.09% for ERX and 0.95% for UCO.

ERX currently has the higher Sharpe Ratio (1.29 vs 0.75), 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

Find the right allocation for ERX and UCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer