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HTEC vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTEC vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Healthcare Technology and Innovation ETF (HTEC) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTEC achieves a -2.96% return, which is significantly lower than UCO's 149.12% return.


HTEC

1D
0.67%
1M
3.12%
YTD
-2.96%
6M
-3.90%
1Y
26.68%
3Y*
5.17%
5Y*
-4.88%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTEC vs. UCO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HTEC
ROBO Global Healthcare Technology and Innovation ETF
-2.96%23.91%2.68%-2.94%-33.72%-0.28%65.01%9.34%
UCO
ProShares Ultra Bloomberg Crude Oil
149.12%-29.75%5.36%-13.89%39.71%139.26%-92.91%6.40%

Correlation

The correlation between HTEC and UCO is -0.32, 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

-0.32

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

-0.10

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.07

The correlation between HTEC and UCO shifts across timeframes, from -0.32 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HTEC vs. UCO — Risk / Return Rank

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

HTEC
HTEC Risk / Return Rank: 3434
Overall Rank
HTEC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HTEC Sortino Ratio Rank: 3838
Sortino Ratio Rank
HTEC Omega Ratio Rank: 3333
Omega Ratio Rank
HTEC Calmar Ratio Rank: 3333
Calmar Ratio Rank
HTEC Martin Ratio Rank: 2929
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 5454
Overall Rank
UCO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 5050
Sortino Ratio Rank
UCO Omega Ratio Rank: 5050
Omega Ratio Rank
UCO Calmar Ratio Rank: 6969
Calmar Ratio Rank
UCO Martin Ratio Rank: 4141
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.

HTEC vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Healthcare Technology and Innovation ETF (HTEC) 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.


HTECUCODifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

1.64

3.49

-1.84

Martin ratioReturn relative to average drawdown

4.07

6.60

-2.53

HTEC vs. UCO - Sharpe Ratio Comparison

The current HTEC Sharpe Ratio is 1.32, which is lower than the UCO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of HTEC 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.


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Sharpe Ratios by Period


HTECUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.12

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.37

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.34

+0.55

Drawdowns

HTEC vs. UCO - Drawdown Comparison

The maximum HTEC drawdown since its inception was -57.53%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for HTEC and UCO.


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Drawdown Indicators


HTECUCODifference

Max Drawdown

Largest peak-to-trough decline

-57.53%

-99.95%

+42.42%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-34.77%

+18.46%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

-50.38%

+21.71%

Max Drawdown (5Y)

Largest decline over 5 years

-56.10%

-67.24%

+11.14%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

Current Drawdown

Current decline from peak

-33.25%

-99.23%

+65.98%

Average Drawdown

Average peak-to-trough decline

-28.99%

-85.49%

+56.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

18.33%

-11.76%

Volatility

HTEC vs. UCO - Volatility Comparison

The current volatility for ROBO Global Healthcare Technology and Innovation ETF (HTEC) is 5.82%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.83%. This indicates that HTEC 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.


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Volatility by Period


HTECUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

20.83%

-15.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

46.44%

-31.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.32%

57.11%

-36.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.39%

59.78%

-35.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.46%

71.36%

-45.90%

HTEC vs. UCO - Expense Ratio Comparison

HTEC has a 0.68% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

HTEC vs. UCO - Dividend Comparison

HTEC's dividend yield for the trailing twelve months is around 1.01%, while UCO has not paid dividends to shareholders.


PositionTTM20252024202320222021
HTEC
ROBO Global Healthcare Technology and Innovation ETF
1.01%0.98%0.00%0.00%0.00%0.05%
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HTEC and UCO have a correlation of -0.32, 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 HTEC (5.82%). In terms of maximum drawdown, HTEC dropped -57.53% vs UCO's -99.95%.

On 5-year performance, UCO leads with 22.16% vs -4.88% for HTEC. On fees, HTEC is cheaper at 0.68% per year. On volatility, HTEC has been the lower-risk option at 5.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UCO has performed better with a 22.16% return vs -4.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTEC is cheaper with a 0.68% expense ratio, compared with 0.95% for UCO.

HTEC has the higher dividend yield at 1.01%, compared with 0.00% for UCO.

HTEC is categorized as Health & Biotech Equities, while UCO is Leveraged Commodities. HTEC tracks ROBO Global® Healthcare Technology and Innovation Index, while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%). They also come from different issuers: Exchange Traded Concepts and ProShares. Their fees differ too: 0.68% for HTEC and 0.95% for UCO.

UCO currently has the higher Sharpe Ratio (2.12 vs 1.32), 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

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