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

Correlation

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.


-0.50.00.51.00.8

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%SeptemberOctoberNovemberDecember2025
4.63%
26.91%
RSSB
UPRO

Key characteristics

Sharpe Ratio

RSSB:

1.08

UPRO:

1.66

Sortino Ratio

RSSB:

1.51

UPRO:

2.10

Omega Ratio

RSSB:

1.20

UPRO:

1.28

Calmar Ratio

RSSB:

1.83

UPRO:

2.45

Martin Ratio

RSSB:

5.06

UPRO:

9.67

Ulcer Index

RSSB:

3.03%

UPRO:

6.60%

Daily Std Dev

RSSB:

14.20%

UPRO:

38.55%

Max Drawdown

RSSB:

-8.37%

UPRO:

-76.82%

Current Drawdown

RSSB:

-2.87%

UPRO:

-4.55%

Returns By Period

In the year-to-date period, RSSB achieves a 3.40% return, which is significantly lower than UPRO's 6.83% return.


RSSB

YTD

3.40%

1M

2.65%

6M

3.36%

1Y

14.19%

5Y*

N/A

10Y*

N/A

UPRO

YTD

6.83%

1M

5.61%

6M

21.69%

1Y

60.67%

5Y*

23.01%

10Y*

25.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

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 4949
Overall Rank
The Sharpe Ratio Rank of RSSB is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of RSSB is 4444
Sortino Ratio Rank
The Omega Ratio Rank of RSSB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RSSB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RSSB is 5050
Martin Ratio Rank

UPRO
The Risk-Adjusted Performance Rank of UPRO is 6969
Overall Rank
The Sharpe Ratio Rank of UPRO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 7474
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.


Sharpe ratio
The chart of Sharpe ratio for RSSB, currently valued at 1.08, compared to the broader market0.002.004.001.081.66
The chart of Sortino ratio for RSSB, currently valued at 1.51, compared to the broader market0.005.0010.001.512.10
The chart of Omega ratio for RSSB, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.28
The chart of Calmar ratio for RSSB, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.001.832.62
The chart of Martin ratio for RSSB, currently valued at 5.06, compared to the broader market0.0020.0040.0060.0080.00100.005.069.67
RSSB
UPRO

The current RSSB Sharpe Ratio is 1.08, which is lower than the UPRO Sharpe Ratio of 1.66. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
1.08
1.66
RSSB
UPRO

Dividends

RSSB vs. UPRO - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 1.22%, more than UPRO's 0.87% yield.


TTM20242023202220212020201920182017201620152014
RSSB
Return Stacked Global Stocks & Bonds ETF
1.22%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
0.87%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 -8.37%, 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%SeptemberOctoberNovemberDecember2025
-2.87%
-4.55%
RSSB
UPRO

Volatility

RSSB vs. UPRO - Volatility Comparison

The current volatility for Return Stacked Global Stocks & Bonds ETF (RSSB) is 4.94%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 12.61%. 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%SeptemberOctoberNovemberDecember2025
4.94%
12.61%
RSSB
UPRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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