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RSSB vs. UPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSSB and UPRO is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

RSSB vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RSSB:

0.59

UPRO:

0.17

Sortino Ratio

RSSB:

0.81

UPRO:

0.57

Omega Ratio

RSSB:

1.11

UPRO:

1.08

Calmar Ratio

RSSB:

0.56

UPRO:

0.13

Martin Ratio

RSSB:

2.25

UPRO:

0.41

Ulcer Index

RSSB:

4.00%

UPRO:

15.35%

Daily Std Dev

RSSB:

18.66%

UPRO:

58.30%

Max Drawdown

RSSB:

-16.09%

UPRO:

-76.82%

Current Drawdown

RSSB:

-2.30%

UPRO:

-23.36%

Returns By Period

In the year-to-date period, RSSB achieves a 4.26% return, which is significantly higher than UPRO's -14.15% return.


RSSB

YTD

4.26%

1M

3.46%

6M

0.30%

1Y

9.97%

3Y*

N/A

5Y*

N/A

10Y*

N/A

UPRO

YTD

-14.15%

1M

14.79%

6M

-19.56%

1Y

7.75%

3Y*

24.34%

5Y*

31.69%

10Y*

21.04%

*Annualized

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ProShares UltraPro S&P 500

RSSB vs. UPRO - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than UPRO's 0.92% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RSSB vs. UPRO — Risk-Adjusted Performance Rank

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

RSSB
The Risk-Adjusted Performance Rank of RSSB is 6060
Overall Rank
The Sharpe Ratio Rank of RSSB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 5555
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 6565
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 6666
Martin Ratio Rank

UPRO
The Risk-Adjusted Performance Rank of UPRO is 3333
Overall Rank
The Sharpe Ratio Rank of UPRO is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 4040
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 2828
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSSB vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and ProShares UltraPro S&P 500 (UPRO). 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.


The current RSSB Sharpe Ratio is 0.59, which is higher than the UPRO Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of RSSB and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RSSB vs. UPRO - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 1.21%, more than UPRO's 1.17% yield.


TTM20242023202220212020201920182017201620152014
RSSB
Return Stacked Global Stocks & Bonds ETF
1.21%1.26%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
1.17%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

RSSB vs. UPRO - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.09%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for RSSB and UPRO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RSSB vs. UPRO - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.96%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 13.04%. This indicates that RSSB experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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