HAUS vs. UCO
HAUS (Residential REIT ETF) and UCO (ProShares Ultra Bloomberg Crude Oil) are both exchange-traded funds - HAUS is a REIT fund actively managed by Armada ETF Advisors, while UCO is a Leveraged Commodities fund tracking the Dow Jones-UBS Crude Oil Sub-Index (200%). HAUS is actively managed, while UCO is passively managed. Over the past 3 years, HAUS returned 8.50%/yr vs 25.90%/yr for UCO. At a correlation of -0.00, they often move in opposite directions. HAUS charges 0.60%/yr vs 0.95%/yr for UCO.
Performance
HAUS vs. UCO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HAUS achieves a 4.64% return, which is significantly lower than UCO's 149.12% return.
HAUS
- 1D
- 0.50%
- 1M
- -0.83%
- YTD
- 4.64%
- 6M
- 4.96%
- 1Y
- 5.22%
- 3Y*
- 8.50%
- 5Y*
- —
- 10Y*
- —
UCO
- 1D
- 2.71%
- 1M
- -4.64%
- YTD
- 149.12%
- 6M
- 137.09%
- 1Y
- 120.48%
- 3Y*
- 25.90%
- 5Y*
- 22.16%
- 10Y*
- -11.31%
HAUS vs. UCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HAUS Residential REIT ETF | 4.64% | -1.14% | 15.93% | 13.14% | -22.47% |
UCO ProShares Ultra Bloomberg Crude Oil | 149.12% | -29.75% | 5.36% | -13.89% | -16.66% |
Correlation
The correlation between HAUS and UCO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2022 | -0.00 |
The correlation between HAUS and UCO shifts across timeframes, from -0.15 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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
HAUS vs. UCO — Risk / Return Rank
HAUS
UCO
HAUS vs. UCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Residential REIT ETF (HAUS) 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.
| HAUS | UCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.32 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 3.49 | -2.85 |
| Martin ratioReturn relative to average drawdown | 1.72 | 6.60 | -4.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HAUS | UCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 2.12 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | -0.34 | +0.40 |
Drawdowns
HAUS vs. UCO - Drawdown Comparison
The maximum HAUS drawdown since its inception was -35.91%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for HAUS and UCO.
Loading charts...
Drawdown Indicators
| HAUS | UCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.91% | -99.95% | +64.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.19% | -34.77% | +26.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -50.38% | +33.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -67.24% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.75% | — |
Current DrawdownCurrent decline from peak | -7.07% | -99.23% | +92.16% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -85.49% | +67.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 18.33% | -15.29% |
Volatility
HAUS vs. UCO - Volatility Comparison
The current volatility for Residential REIT ETF (HAUS) is 3.48%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.83%. This indicates that HAUS 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
| HAUS | UCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 20.83% | -17.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 46.44% | -36.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 57.11% | -43.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 59.78% | -40.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 71.36% | -51.86% |
HAUS vs. UCO - Expense Ratio Comparison
HAUS has a 0.60% expense ratio, which is lower than UCO's 0.95% expense ratio.
Dividends
HAUS vs. UCO - Dividend Comparison
HAUS's dividend yield for the trailing twelve months is around 3.47%, while UCO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HAUS Residential REIT ETF | 3.47% | 4.42% | 2.08% | 2.61% | 2.26% |
UCO ProShares Ultra Bloomberg Crude Oil | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HAUS and UCO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UCO has higher volatility (20.83%) compared to HAUS (3.48%). In terms of maximum drawdown, HAUS dropped -35.91% vs UCO's -99.95%.
On 3-year performance, UCO leads with 25.90% vs 8.50% for HAUS. On fees, HAUS is cheaper at 0.60% per year. On volatility, HAUS has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, UCO has performed better with a 25.90% return vs 8.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HAUS is cheaper with a 0.60% expense ratio, compared with 0.95% for UCO.
HAUS has the higher dividend yield at 3.47%, compared with 0.00% for UCO.
HAUS is categorized as REIT, while UCO is Leveraged Commodities. They also come from different issuers: Armada ETF Advisors and ProShares. Their fees differ too: 0.60% for HAUS and 0.95% for UCO.
UCO currently has the higher Sharpe Ratio (2.12 vs 0.37), 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.
Find the right allocation for HAUS 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