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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
32.13%
RSSB
UPRO

Returns By Period

In the year-to-date period, RSSB achieves a 12.85% return, which is significantly lower than UPRO's 68.83% return.


RSSB

YTD

12.85%

1M

-1.48%

6M

7.34%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

UPRO

YTD

68.83%

1M

2.08%

6M

29.06%

1Y

94.05%

5Y (annualized)

24.69%

10Y (annualized)

24.03%

Key characteristics


RSSBUPRO
Daily Std Dev14.00%36.39%
Max Drawdown-7.78%-76.82%
Current Drawdown-4.12%-4.41%

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RSSB vs. UPRO - Expense Ratio Comparison

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


UPRO
ProShares UltraPro S&P 500
Expense ratio chart for UPRO: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Correlation

-0.50.00.51.00.8

The correlation between RSSB and UPRO is 0.84, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
No data
RSSB
UPRO

Chart placeholderNot enough data

Dividends

RSSB vs. UPRO - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.54%, less than UPRO's 0.75% yield.


TTM20232022202120202019201820172016201520142013
RSSB
Return Stacked Global Stocks & Bonds ETF
0.54%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.75%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%

Drawdowns

RSSB vs. UPRO - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.12%
-4.41%
RSSB
UPRO

Volatility

RSSB vs. UPRO - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 3.84%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 12.31%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
12.31%
RSSB
UPRO