OSCG vs. UBR
OSCG (Leverage Shares 2X Long OSCR Daily ETF) and UBR (ProShares Ultra MSCI Brazil) are both Leveraged Equities funds. OSCG is actively managed, while UBR is passively managed. At a 0.17 correlation, their price movements are largely independent. OSCG charges 0.75%/yr vs 0.95%/yr for UBR.
Performance
OSCG vs. UBR - Performance Comparison
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Returns By Period
In the year-to-date period, OSCG achieves a 229.85% return, which is significantly higher than UBR's 10.18% return.
OSCG
- 1D
- 11.12%
- 1M
- 64.63%
- YTD
- 229.85%
- 6M
- 206.67%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UBR
- 1D
- -1.03%
- 1M
- -11.39%
- YTD
- 10.18%
- 6M
- 11.72%
- 1Y
- 46.13%
- 3Y*
- 1.85%
- 5Y*
- -6.46%
- 10Y*
- -2.60%
OSCG vs. UBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OSCG Leverage Shares 2X Long OSCR Daily ETF | 229.85% | -39.92% |
UBR ProShares Ultra MSCI Brazil | 10.18% | 8.62% |
Correlation
The correlation between OSCG and UBR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | 0.17 |
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Return for Risk
OSCG vs. UBR — Risk / Return Rank
OSCG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UBR
OSCG vs. UBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long OSCR Daily ETF (OSCG) and ProShares Ultra MSCI Brazil (UBR). 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.
| OSCG | UBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.18 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.30 | — |
| Martin ratioReturn relative to average drawdown | — | 3.56 | — |
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Drawdowns
OSCG vs. UBR - Drawdown Comparison
The maximum OSCG drawdown since its inception was -71.31%, smaller than the maximum UBR drawdown of -97.15%. Use the drawdown chart below to compare losses from any high point for OSCG and UBR.
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Drawdown Indicators
| OSCG | UBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -97.15% | +25.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -35.75% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -58.11% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -65.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.57% | — |
Current DrawdownCurrent decline from peak | 0.00% | -93.02% | +93.02% |
Average DrawdownAverage peak-to-trough decline | -34.29% | -77.93% | +43.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 13.00% | — |
Volatility
OSCG vs. UBR - Volatility Comparison
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Volatility by Period
| OSCG | UBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.56% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 39.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 147.79% | 50.06% | +97.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 147.79% | 55.72% | +92.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 147.79% | 66.47% | +81.32% |
OSCG vs. UBR - Expense Ratio Comparison
OSCG has a 0.75% expense ratio, which is lower than UBR's 0.95% expense ratio.
Dividends
OSCG vs. UBR - Dividend Comparison
OSCG has not paid dividends to shareholders, while UBR's dividend yield for the trailing twelve months is around 1.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OSCG Leverage Shares 2X Long OSCR Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBR ProShares Ultra MSCI Brazil | 1.90% | 2.05% | 8.09% | 1.15% | 0.00% | 0.00% | 0.00% | 0.53% | 0.13% |
Frequently Asked Questions
OSCG and UBR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OSCG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OSCG is cheaper with a 0.75% expense ratio, compared with 0.95% for UBR.
UBR has the higher dividend yield at 1.90%, compared with 0.00% for OSCG.
They also come from different issuers: Leverage Shares and ProShares. Their fees differ too: 0.75% for OSCG and 0.95% for UBR.
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