IAI vs. UCC
IAI (iShares U.S. Broker-Dealers & Securities Exchanges ETF) and UCC (ProShares Ultra Consumer Services) are both exchange-traded funds - IAI is a Financials Equities fund tracking the DJ US Select / Investment Services, while UCC is a Leveraged Equities fund tracking the Dow Jones U.S. Consumer Services Index (200%). Both are passively managed. Over the past 10 years, IAI returned 19.37%/yr vs 13.99%/yr for UCC. A 0.63 correlation means they provide meaningful diversification when combined. IAI charges 0.41%/yr vs 0.95%/yr for UCC.
Performance
IAI vs. UCC - Performance Comparison
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Returns By Period
In the year-to-date period, IAI achieves a 3.17% return, which is significantly higher than UCC's -8.62% return. Over the past 10 years, IAI has outperformed UCC with an annualized return of 19.37%, while UCC has yielded a comparatively lower 13.99% annualized return.
IAI
- 1D
- 1.83%
- 1M
- 2.57%
- YTD
- 3.17%
- 6M
- 2.78%
- 1Y
- 21.00%
- 3Y*
- 28.06%
- 5Y*
- 14.44%
- 10Y*
- 19.37%
UCC
- 1D
- 0.57%
- 1M
- -4.37%
- YTD
- -8.62%
- 6M
- -10.29%
- 1Y
- 12.48%
- 3Y*
- 14.37%
- 5Y*
- -0.24%
- 10Y*
- 13.99%
IAI vs. UCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 3.17% | 25.80% | 34.37% | 15.27% | -10.87% | 40.48% | 18.61% | 24.26% | -9.47% | 28.86% |
UCC ProShares Ultra Consumer Services | -8.62% | 2.21% | 44.24% | 61.67% | -57.59% | 20.92% | 46.55% | 53.76% | -4.94% | 42.05% |
Correlation
The correlation between IAI and UCC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.63 |
The correlation between IAI and UCC shifts across timeframes, from 0.51 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IAI vs. UCC — Risk / Return Rank
IAI
UCC
IAI vs. UCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and ProShares Ultra Consumer Services (UCC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IAI | UCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.08 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.35 | +0.82 |
| Martin ratioReturn relative to average drawdown | 3.33 | 0.97 | +2.36 |
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Drawdowns
IAI vs. UCC - Drawdown Comparison
The maximum IAI drawdown since its inception was -75.46%, smaller than the maximum UCC drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for IAI and UCC.
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Drawdown Indicators
| IAI | UCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.46% | -83.05% | +7.59% |
Max Drawdown (1Y)Largest decline over 1 year | -16.52% | -29.14% | +12.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.14% | -48.01% | +24.87% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -61.77% | +32.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | -61.77% | +21.39% |
Current DrawdownCurrent decline from peak | -2.81% | -18.41% | +15.60% |
Average DrawdownAverage peak-to-trough decline | -22.63% | -21.80% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 10.45% | -4.65% |
Volatility
IAI vs. UCC - Volatility Comparison
The current volatility for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) is 5.98%, while ProShares Ultra Consumer Services (UCC) has a volatility of 12.41%. This indicates that IAI experiences smaller price fluctuations and is considered to be less risky than UCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAI | UCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 12.41% | -6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.34% | 27.05% | -11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 36.41% | -16.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 43.70% | -22.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 40.68% | -17.83% |
IAI vs. UCC - Expense Ratio Comparison
IAI has a 0.41% expense ratio, which is lower than UCC's 0.95% expense ratio.
Dividends
IAI vs. UCC - Dividend Comparison
IAI's dividend yield for the trailing twelve months is around 1.05%, less than UCC's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.05% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
UCC ProShares Ultra Consumer Services | 1.18% | 1.10% | 0.17% | 0.04% | 0.25% | 0.00% | 0.02% | 0.17% | 0.18% | 0.14% | 0.21% | 0.14% |
Frequently Asked Questions
IAI and UCC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UCC has higher volatility (12.41%) compared to IAI (5.98%). In terms of maximum drawdown, IAI dropped -75.46% vs UCC's -83.05%.
On 10-year performance, IAI leads with 19.37% vs 13.99% for UCC. On fees, IAI is cheaper at 0.41% per year. On volatility, IAI has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IAI has performed better with a 19.37% return vs 13.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IAI is cheaper with a 0.41% expense ratio, compared with 0.95% for UCC.
UCC has the higher dividend yield at 1.18%, compared with 1.05% for IAI.
IAI is categorized as Financials Equities, while UCC is Leveraged Equities. IAI tracks DJ US Select / Investment Services, while UCC tracks Dow Jones U.S. Consumer Services Index (200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.41% for IAI and 0.95% for UCC.
IAI currently has the higher Sharpe Ratio (1.00 vs 0.28), 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.
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