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SDP vs. UPW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDP vs. UPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Utilities (SDP) and ProShares Ultra Utilities (UPW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDP achieves a -6.23% return, which is significantly lower than UPW's 3.01% return. Over the past 10 years, SDP has underperformed UPW with an annualized return of -20.74%, while UPW has yielded a comparatively higher 9.86% annualized return.


SDP

1D
-3.79%
1M
12.87%
YTD
-6.23%
6M
-1.59%
1Y
-13.53%
3Y*
-19.57%
5Y*
-16.36%
10Y*
-20.74%

UPW

1D
3.33%
1M
-12.03%
YTD
3.01%
6M
-1.90%
1Y
10.99%
3Y*
17.73%
5Y*
9.50%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDP vs. UPW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDP
ProShares UltraShort Utilities
-6.23%-22.59%-30.11%18.95%-12.54%-33.14%-36.27%-35.57%-9.31%-22.03%
UPW
ProShares Ultra Utilities
3.01%23.61%37.67%-22.37%-4.59%32.57%-17.15%48.59%2.36%22.53%

Correlation

The correlation between SDP and UPW is -0.99, 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

-0.99

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

-0.99

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

-0.99

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

-0.95

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2007

-0.92

The correlation between SDP and UPW has been stable across timeframes, ranging from -0.99 to -0.92 - a consistent structural relationship.

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Return for Risk

SDP vs. UPW — Risk / Return Rank

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

SDP
SDP Risk / Return Rank: 55
Overall Rank
SDP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SDP Sortino Ratio Rank: 44
Sortino Ratio Rank
SDP Omega Ratio Rank: 55
Omega Ratio Rank
SDP Calmar Ratio Rank: 44
Calmar Ratio Rank
SDP Martin Ratio Rank: 55
Martin Ratio Rank

UPW
UPW Risk / Return Rank: 1515
Overall Rank
UPW Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 1515
Sortino Ratio Rank
UPW Omega Ratio Rank: 1515
Omega Ratio Rank
UPW Calmar Ratio Rank: 1616
Calmar Ratio Rank
UPW Martin Ratio Rank: 1515
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.

SDP vs. UPW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Utilities (SDP) and ProShares Ultra Utilities (UPW). 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.


SDPUPWDifference

Sharpe ratio

Return per unit of total volatility

-0.46

0.38

-0.84

Sortino ratio

Return per unit of downside risk

-0.52

0.70

-1.22

Omega ratio

Gain probability vs. loss probability

0.94

1.09

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.47

0.61

-1.08

Martin ratio

Return relative to average drawdown

-0.79

1.33

-2.12

SDP vs. UPW - Sharpe Ratio Comparison

The current SDP Sharpe Ratio is -0.46, which is lower than the UPW Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SDP and UPW, 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


SDPUPWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

0.38

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.28

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

0.27

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

0.25

-0.81

Drawdowns

SDP vs. UPW - Drawdown Comparison

The maximum SDP drawdown since its inception was -99.56%, which is greater than UPW's maximum drawdown of -77.75%. Use the drawdown chart below to compare losses from any high point for SDP and UPW.


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Drawdown Indicators


SDPUPWDifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-77.75%

-21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-19.15%

-9.86%

Max Drawdown (3Y)

Largest decline over 3 years

-66.17%

-33.16%

-33.01%

Max Drawdown (5Y)

Largest decline over 5 years

-66.61%

-49.42%

-17.19%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

-62.67%

-29.76%

Current Drawdown

Current decline from peak

-99.49%

-16.46%

-83.03%

Average Drawdown

Average peak-to-trough decline

-82.12%

-22.59%

-59.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.35%

8.73%

+8.62%

Volatility

SDP vs. UPW - Volatility Comparison

ProShares UltraShort Utilities (SDP) and ProShares Ultra Utilities (UPW) have volatilities of 10.90% and 11.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDPUPWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.90%

11.15%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

23.55%

23.82%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

29.22%

29.05%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.37%

34.42%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.51%

37.18%

+0.33%

SDP vs. UPW - Expense Ratio Comparison

Both SDP and UPW have an expense ratio of 0.95%.


Dividends

SDP vs. UPW - Dividend Comparison

SDP's dividend yield for the trailing twelve months is around 3.90%, more than UPW's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
SDP
ProShares UltraShort Utilities
3.90%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%0.00%0.00%0.00%
UPW
ProShares Ultra Utilities
1.55%1.67%1.83%2.40%1.55%1.30%0.83%0.83%1.98%1.51%1.70%2.16%

Frequently Asked Questions


SDP and UPW have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPW has higher volatility (11.15%) compared to SDP (10.90%). In terms of maximum drawdown, SDP dropped -99.56% vs UPW's -77.75%.

On 10-year performance, UPW leads with 9.86% vs -20.74% for SDP. Both ETFs have the same 0.95% expense ratio. On volatility, SDP has been the lower-risk option at 10.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPW has performed better with a 9.86% return vs -20.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDP and UPW have the same expense ratio: 0.95% per year.

SDP has the higher dividend yield at 3.90%, compared with 1.55% for UPW.

SDP tracks Dow Jones U.S. Utilities Index (-200%), while UPW tracks Dow Jones U.S. Utilities Index (200%).

UPW currently has the higher Sharpe Ratio (0.38 vs -0.46), 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.

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