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FEZ vs. UPV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEZ vs. UPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR EURO STOXX 50 ETF (FEZ) and ProShares Ultra Europe (UPV). The values are adjusted to include any dividend payments, if applicable.

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FEZ vs. UPV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEZ
SPDR EURO STOXX 50 ETF
-3.44%37.81%3.57%27.16%-14.27%14.84%4.84%26.04%-15.85%24.80%
UPV
ProShares Ultra Europe
-4.34%68.63%-4.51%32.16%-36.58%32.38%-3.15%47.04%-32.64%57.44%

Returns By Period

In the year-to-date period, FEZ achieves a -3.44% return, which is significantly higher than UPV's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with FEZ having a 9.68% annualized return and UPV not far ahead at 10.05%.


FEZ

1D
3.76%
1M
-9.30%
YTD
-3.44%
6M
0.89%
1Y
17.45%
3Y*
14.62%
5Y*
9.71%
10Y*
9.68%

UPV

1D
6.31%
1M
-16.80%
YTD
-4.34%
6M
5.15%
1Y
33.34%
3Y*
19.59%
5Y*
8.73%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEZ vs. UPV - Expense Ratio Comparison

FEZ has a 0.29% expense ratio, which is lower than UPV's 0.95% expense ratio.


Return for Risk

FEZ vs. UPV — Risk / Return Rank

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

FEZ
FEZ Risk / Return Rank: 5151
Overall Rank
FEZ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 5555
Sortino Ratio Rank
FEZ Omega Ratio Rank: 5050
Omega Ratio Rank
FEZ Calmar Ratio Rank: 5151
Calmar Ratio Rank
FEZ Martin Ratio Rank: 4949
Martin Ratio Rank

UPV
UPV Risk / Return Rank: 5454
Overall Rank
UPV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UPV Sortino Ratio Rank: 5757
Sortino Ratio Rank
UPV Omega Ratio Rank: 5656
Omega Ratio Rank
UPV Calmar Ratio Rank: 5252
Calmar Ratio Rank
UPV Martin Ratio Rank: 5151
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.

FEZ vs. UPV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX 50 ETF (FEZ) and ProShares Ultra Europe (UPV). 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.


FEZUPVDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.95

-0.07

Sortino ratio

Return per unit of downside risk

1.36

1.46

-0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.19

1.32

-0.13

Martin ratio

Return relative to average drawdown

4.39

4.90

-0.50

FEZ vs. UPV - Sharpe Ratio Comparison

The current FEZ Sharpe Ratio is 0.88, which is comparable to the UPV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of FEZ and UPV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEZUPVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.95

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.25

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.27

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.23

+0.05

Correlation

The correlation between FEZ and UPV is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEZ vs. UPV - Dividend Comparison

FEZ's dividend yield for the trailing twelve months is around 2.80%, more than UPV's 2.39% yield.


TTM20252024202320222021202020192018201720162015
FEZ
SPDR EURO STOXX 50 ETF
2.80%2.78%2.94%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%
UPV
ProShares Ultra Europe
2.39%2.11%2.70%1.57%0.00%0.00%0.00%0.65%3.80%0.00%0.00%0.00%

Drawdowns

FEZ vs. UPV - Drawdown Comparison

The maximum FEZ drawdown since its inception was -64.21%, roughly equal to the maximum UPV drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for FEZ and UPV.


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Drawdown Indicators


FEZUPVDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-67.25%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-23.41%

+9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-58.33%

+23.28%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-67.25%

+27.56%

Current Drawdown

Current decline from peak

-10.33%

-17.49%

+7.16%

Average Drawdown

Average peak-to-trough decline

-17.17%

-20.97%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

6.29%

-2.61%

Volatility

FEZ vs. UPV - Volatility Comparison

The current volatility for SPDR EURO STOXX 50 ETF (FEZ) is 8.77%, while ProShares Ultra Europe (UPV) has a volatility of 15.44%. This indicates that FEZ experiences smaller price fluctuations and is considered to be less risky than UPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEZUPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

15.44%

-6.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

21.88%

-9.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

35.13%

-15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

35.00%

-14.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

36.94%

-15.94%