GSPKX vs. UPRO
Compare and contrast key facts about Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and ProShares UltraPro S&P 500 (UPRO).
GSPKX is managed by Goldman Sachs. It was launched on Aug 31, 2005. UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009.
Performance
GSPKX vs. UPRO - Performance Comparison
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GSPKX vs. UPRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | -6.00% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -6.29% | 15.32% |
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, GSPKX achieves a -6.00% return, which is significantly higher than UPRO's -16.03% return. Over the past 10 years, GSPKX has underperformed UPRO with an annualized return of 11.41%, while UPRO has yielded a comparatively higher 25.25% annualized return.
GSPKX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -6.00%
- 6M
- -3.01%
- 1Y
- 11.30%
- 3Y*
- 16.25%
- 5Y*
- 10.51%
- 10Y*
- 11.41%
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%
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GSPKX vs. UPRO - Expense Ratio Comparison
GSPKX has a 0.71% expense ratio, which is lower than UPRO's 0.92% expense ratio.
Return for Risk
GSPKX vs. UPRO — Risk / Return Rank
GSPKX
UPRO
GSPKX vs. UPRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) 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.
| GSPKX | UPRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.60 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.18 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.04 | -0.31 |
Martin ratioReturn relative to average drawdown | 3.78 | 4.18 | -0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSPKX | UPRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.60 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.33 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.47 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.59 | -0.09 |
Correlation
The correlation between GSPKX and UPRO is 0.98, 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
GSPKX vs. UPRO - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 7.03%, more than UPRO's 1.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 7.03% | 6.32% | 12.77% | 6.48% | 6.33% | 6.01% | 7.19% | 6.86% | 7.95% | 6.13% | 5.63% | 6.29% |
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
GSPKX vs. UPRO - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -51.90%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for GSPKX and UPRO.
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Drawdown Indicators
| GSPKX | UPRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -76.82% | +24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -33.38% | +21.34% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -63.94% | +41.60% |
Max Drawdown (10Y)Largest decline over 10 years | -32.70% | -76.82% | +44.12% |
Current DrawdownCurrent decline from peak | -7.83% | -20.48% | +12.65% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -14.53% | +8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 8.33% | -5.89% |
Volatility
GSPKX vs. UPRO - Volatility Comparison
The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) is 3.95%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 15.89%. This indicates that GSPKX 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
| GSPKX | UPRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 15.89% | -11.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 28.41% | -20.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 54.34% | -37.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 50.34% | -34.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 53.70% | -36.82% |