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IBGL vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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, IBGL achieves a -0.23% return, which is significantly lower than UCO's 149.12% return.


IBGL

1D
-0.35%
1M
0.74%
YTD
-0.23%
6M
-1.85%
1Y
4.56%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL vs. UCO - Yearly Performance Comparison


Correlation

The correlation between IBGL and UCO is -0.36, 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

-0.36

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.30

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Return for Risk

IBGL vs. UCO — Risk / Return Rank

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

IBGL
IBGL Risk / Return Rank: 1717
Overall Rank
IBGL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGL Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBGL Omega Ratio Rank: 1515
Omega Ratio Rank
IBGL Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGL Martin Ratio Rank: 1717
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.

IBGL vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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.


IBGLUCODifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.09

1.32

-0.23

Calmar ratioReturn relative to maximum drawdown

0.63

3.49

-2.85

Martin ratioReturn relative to average drawdown

1.58

6.60

-5.02

IBGL vs. UCO - Sharpe Ratio Comparison

The current IBGL Sharpe Ratio is 0.49, which is lower than the UCO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IBGL 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


IBGLUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

2.12

-1.63

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

IBGL vs. UCO - Drawdown Comparison

The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for IBGL and UCO.


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Drawdown Indicators


IBGLUCODifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-99.95%

+90.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-34.77%

+27.54%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

Current Drawdown

Current decline from peak

-4.38%

-99.23%

+94.85%

Average Drawdown

Average peak-to-trough decline

-4.03%

-85.49%

+81.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

18.33%

-15.44%

Volatility

IBGL vs. UCO - Volatility Comparison

The current volatility for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) is 2.67%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.83%. This indicates that IBGL 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


IBGLUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

20.83%

-18.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

46.44%

-40.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

57.11%

-47.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

59.78%

-49.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.53%

71.36%

-60.83%

IBGL vs. UCO - Expense Ratio Comparison

IBGL has a 0.07% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

IBGL vs. UCO - Dividend Comparison

IBGL's dividend yield for the trailing twelve months is around 4.70%, while UCO has not paid dividends to shareholders.


Frequently Asked Questions


IBGL and UCO have a correlation of -0.36, 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 IBGL (2.67%). In terms of maximum drawdown, IBGL dropped -9.37% vs UCO's -99.95%.

On 1-year performance, UCO leads with 120.48% vs 4.56% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, IBGL has been the lower-risk option at 2.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UCO has performed better with a 120.48% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGL is cheaper with a 0.07% expense ratio, compared with 0.95% for UCO.

IBGL has the higher dividend yield at 4.70%, compared with 0.00% for UCO.

IBGL is categorized as Government Bonds, while UCO is Leveraged Commodities. IBGL tracks ICE 2055 Maturity US Treasury Index, while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.07% for IBGL and 0.95% for UCO.

UCO currently has the higher Sharpe Ratio (2.12 vs 0.49), 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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