PortfoliosLab logoPortfoliosLab logo
RSPR vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RSPR achieves a 9.95% return, which is significantly lower than UCO's 139.34% return. Over the past 10 years, RSPR has outperformed UCO with an annualized return of 6.43%, while UCO has yielded a comparatively lower -11.98% annualized return.


RSPR

1D
2.04%
1M
2.43%
YTD
9.95%
6M
11.01%
1Y
7.49%
3Y*
9.71%
5Y*
2.81%
10Y*
6.43%

UCO

1D
-3.93%
1M
-5.57%
YTD
139.34%
6M
124.58%
1Y
115.57%
3Y*
24.38%
5Y*
21.18%
10Y*
-11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSPR vs. UCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
9.95%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%-4.11%8.76%
UCO
ProShares Ultra Bloomberg Crude Oil
139.34%-29.75%5.36%-13.89%39.71%139.26%-92.91%53.83%-43.26%0.34%

Correlation

The correlation between RSPR and UCO is -0.17, 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

-0.17

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

-0.09

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

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2015

0.08

The correlation between RSPR and UCO shifts across timeframes, from -0.17 (1 year) to 0.08 (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

RSPR vs. UCO — Risk / Return Rank

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

RSPR
RSPR Risk / Return Rank: 1818
Overall Rank
RSPR Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 1717
Sortino Ratio Rank
RSPR Omega Ratio Rank: 1717
Omega Ratio Rank
RSPR Calmar Ratio Rank: 2020
Calmar Ratio Rank
RSPR Martin Ratio Rank: 1818
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: 5151
Omega Ratio Rank
UCO Calmar Ratio Rank: 6868
Calmar Ratio Rank
UCO Martin Ratio Rank: 4040
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.

RSPR vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) 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.


RSPRUCODifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.10

1.31

-0.21

Calmar ratioReturn relative to maximum drawdown

0.86

3.34

-2.48

Martin ratioReturn relative to average drawdown

1.91

6.32

-4.42

RSPR vs. UCO - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.53, which is lower than the UCO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of RSPR 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.


Loading charts...

Sharpe Ratios by Period


RSPRUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

2.03

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.36

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

-0.17

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.34

+0.65

Drawdowns

RSPR vs. UCO - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for RSPR and UCO.


Loading charts...

Drawdown Indicators


RSPRUCODifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-99.95%

+57.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-34.77%

+26.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-50.38%

+32.60%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-67.24%

+34.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-98.75%

+56.79%

Current Drawdown

Current decline from peak

-2.35%

-99.26%

+96.91%

Average Drawdown

Average peak-to-trough decline

-9.40%

-85.49%

+76.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

18.34%

-14.40%

Volatility

RSPR vs. UCO - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) is 4.15%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.99%. This indicates that RSPR 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


RSPRUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

20.99%

-16.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

46.57%

-36.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

57.26%

-43.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

59.81%

-40.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

71.35%

-49.98%

RSPR vs. UCO - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

RSPR vs. UCO - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.62%, while UCO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.62%2.70%2.58%2.91%3.14%2.56%3.82%2.48%3.02%3.01%2.06%1.03%
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSPR and UCO 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.

UCO has higher volatility (20.99%) compared to RSPR (4.15%). In terms of maximum drawdown, RSPR dropped -41.96% vs UCO's -99.95%.

On 10-year performance, RSPR leads with 6.43% vs -11.98% for UCO. On fees, RSPR is cheaper at 0.40% per year. On volatility, RSPR has been the lower-risk option at 4.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RSPR has performed better with a 6.43% return vs -11.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSPR is cheaper with a 0.40% expense ratio, compared with 0.95% for UCO.

RSPR has the higher dividend yield at 2.62%, compared with 0.00% for UCO.

RSPR is categorized as REIT, while UCO is Leveraged Commodities. RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.40% for RSPR and 0.95% for UCO.

UCO currently has the higher Sharpe Ratio (2.03 vs 0.53), 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

Find the right allocation for RSPR 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