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GLO vs. UPRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLO vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Opportunities Fund (GLO) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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GLO vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLO
Clough Global Opportunities Fund
1.12%23.76%21.83%4.69%-44.50%6.31%32.98%28.24%-15.41%34.87%
UPRO
ProShares UltraPro S&P 500
-16.03%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Returns By Period

In the year-to-date period, GLO achieves a 1.12% return, which is significantly higher than UPRO's -16.03% return. Over the past 10 years, GLO has underperformed UPRO with an annualized return of 6.50%, while UPRO has yielded a comparatively higher 25.25% annualized return.


GLO

1D
3.34%
1M
-6.91%
YTD
1.12%
6M
3.12%
1Y
27.28%
3Y*
17.12%
5Y*
-3.83%
10Y*
6.50%

UPRO

1D
8.61%
1M
-15.71%
YTD
-16.03%
6M
-12.57%
1Y
32.51%
3Y*
37.29%
5Y*
16.63%
10Y*
25.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GLO vs. UPRO — Risk / Return Rank

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

GLO
GLO Risk / Return Rank: 8585
Overall Rank
GLO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GLO Sortino Ratio Rank: 8282
Sortino Ratio Rank
GLO Omega Ratio Rank: 8383
Omega Ratio Rank
GLO Calmar Ratio Rank: 8383
Calmar Ratio Rank
GLO Martin Ratio Rank: 8989
Martin Ratio Rank

UPRO
UPRO Risk / Return Rank: 4545
Overall Rank
UPRO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4646
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4949
Omega Ratio Rank
UPRO Calmar Ratio Rank: 4545
Calmar Ratio Rank
UPRO Martin Ratio Rank: 4747
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.

GLO vs. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Opportunities Fund (GLO) 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.


GLOUPRODifference

Sharpe ratio

Return per unit of total volatility

1.61

0.60

+1.01

Sortino ratio

Return per unit of downside risk

2.20

1.18

+1.02

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.58

1.04

+1.54

Martin ratio

Return relative to average drawdown

10.08

4.18

+5.90

GLO vs. UPRO - Sharpe Ratio Comparison

The current GLO Sharpe Ratio is 1.61, which is higher than the UPRO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GLO 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.


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Sharpe Ratios by Period


GLOUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.60

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.33

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.47

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.59

-0.41

Correlation

The correlation between GLO and UPRO is 0.69, 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.


Dividends

GLO vs. UPRO - Dividend Comparison

GLO's dividend yield for the trailing twelve months is around 10.99%, more than UPRO's 1.04% yield.


TTM20252024202320222021202020192018201720162015
GLO
Clough Global Opportunities Fund
10.99%10.62%11.25%12.33%22.32%12.26%9.69%11.12%14.48%10.11%12.63%11.49%
UPRO
ProShares UltraPro S&P 500
1.04%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Drawdowns

GLO vs. UPRO - Drawdown Comparison

The maximum GLO drawdown since its inception was -60.53%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for GLO and UPRO.


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Drawdown Indicators


GLOUPRODifference

Max Drawdown

Largest peak-to-trough decline

-60.53%

-76.82%

+16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-33.38%

+23.01%

Max Drawdown (5Y)

Largest decline over 5 years

-58.59%

-63.94%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-58.59%

-76.82%

+18.23%

Current Drawdown

Current decline from peak

-26.62%

-20.48%

-6.14%

Average Drawdown

Average peak-to-trough decline

-17.09%

-14.53%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

8.33%

-5.68%

Volatility

GLO vs. UPRO - Volatility Comparison

The current volatility for Clough Global Opportunities Fund (GLO) is 6.81%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 15.89%. This indicates that GLO 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.


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Volatility by Period


GLOUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

15.89%

-9.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

28.41%

-16.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

54.34%

-37.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

50.34%

-29.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

53.70%

-32.44%