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RXL vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RXL vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Health Care (RXL) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RXL achieves a -5.87% return, which is significantly lower than UCO's 139.34% return. Over the past 10 years, RXL has outperformed UCO with an annualized return of 11.97%, while UCO has yielded a comparatively lower -11.98% annualized return.


RXL

1D
6.28%
1M
8.64%
YTD
-5.87%
6M
-4.29%
1Y
24.14%
3Y*
5.25%
5Y*
3.09%
10Y*
11.97%

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)

RXL vs. UCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RXL
ProShares Ultra Health Care
-5.87%19.76%-2.72%-3.15%-15.26%48.06%19.24%40.40%3.38%46.92%
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 RXL and UCO is -0.32, 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

-0.32

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

-0.19

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

-0.05

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.17

The correlation between RXL and UCO shifts across timeframes, from -0.32 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RXL vs. UCO — Risk / Return Rank

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

RXL
RXL Risk / Return Rank: 2424
Overall Rank
RXL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RXL Sortino Ratio Rank: 2626
Sortino Ratio Rank
RXL Omega Ratio Rank: 2424
Omega Ratio Rank
RXL Calmar Ratio Rank: 2424
Calmar Ratio Rank
RXL Martin Ratio Rank: 2222
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.

RXL vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Health Care (RXL) 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.


RXLUCODifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

1.14

3.34

-2.21

Martin ratioReturn relative to average drawdown

2.68

6.32

-3.65

RXL vs. UCO - Sharpe Ratio Comparison

The current RXL Sharpe Ratio is 0.80, which is lower than the UCO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of RXL 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.


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Sharpe Ratios by Period


RXLUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.03

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.36

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

-0.17

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.34

+0.75

Drawdowns

RXL vs. UCO - Drawdown Comparison

The maximum RXL drawdown since its inception was -67.70%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for RXL and UCO.


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Drawdown Indicators


RXLUCODifference

Max Drawdown

Largest peak-to-trough decline

-67.70%

-99.95%

+32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-34.77%

+13.44%

Max Drawdown (3Y)

Largest decline over 3 years

-36.08%

-50.38%

+14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

-67.24%

+31.16%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-98.75%

+47.75%

Current Drawdown

Current decline from peak

-14.45%

-99.26%

+84.81%

Average Drawdown

Average peak-to-trough decline

-15.86%

-85.49%

+69.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.05%

18.34%

-9.29%

Volatility

RXL vs. UCO - Volatility Comparison

The current volatility for ProShares Ultra Health Care (RXL) is 10.34%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.99%. This indicates that RXL 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.


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Volatility by Period


RXLUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

20.99%

-10.65%

Volatility (6M)

Calculated over the trailing 6-month period

21.51%

46.57%

-25.06%

Volatility (1Y)

Calculated over the trailing 1-year period

30.16%

57.26%

-27.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.73%

59.81%

-30.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.28%

71.35%

-38.07%

RXL vs. UCO - Expense Ratio Comparison

Both RXL and UCO have an expense ratio of 0.95%.


Dividends

RXL vs. UCO - Dividend Comparison

RXL's dividend yield for the trailing twelve months is around 1.54%, while UCO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RXL
ProShares Ultra Health Care
1.54%1.43%1.22%0.18%0.32%0.10%0.15%0.27%0.32%0.11%0.12%0.93%
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


RXL and UCO have a correlation of -0.32, 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 RXL (10.34%). In terms of maximum drawdown, RXL dropped -67.70% vs UCO's -99.95%.

On 10-year performance, RXL leads with 11.97% vs -11.98% for UCO. Both ETFs have the same 0.95% expense ratio. On volatility, RXL has been the lower-risk option at 10.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RXL has performed better with a 11.97% return vs -11.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RXL and UCO have the same expense ratio: 0.95% per year.

RXL has the higher dividend yield at 1.54%, compared with 0.00% for UCO.

RXL is categorized as Leveraged Equities, while UCO is Leveraged Commodities. RXL tracks Dow Jones U.S. Health Care Index (200%), while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%).

UCO currently has the higher Sharpe Ratio (2.03 vs 0.80), 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

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