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

Correlation

The correlation between SNPE and UPRO is 0.99, 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.


-0.50.00.51.01.0

Performance

SNPE vs. UPRO - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
134.03%
255.45%
SNPE
UPRO

Key characteristics

Sharpe Ratio

SNPE:

2.12

UPRO:

2.03

Sortino Ratio

SNPE:

2.84

UPRO:

2.45

Omega Ratio

SNPE:

1.39

UPRO:

1.34

Calmar Ratio

SNPE:

3.00

UPRO:

2.34

Martin Ratio

SNPE:

12.99

UPRO:

12.24

Ulcer Index

SNPE:

2.08%

UPRO:

6.17%

Daily Std Dev

SNPE:

12.72%

UPRO:

37.24%

Max Drawdown

SNPE:

-33.38%

UPRO:

-76.82%

Current Drawdown

SNPE:

-2.82%

UPRO:

-8.04%

Returns By Period

In the year-to-date period, SNPE achieves a 25.06% return, which is significantly lower than UPRO's 68.34% return.


SNPE

YTD

25.06%

1M

-0.64%

6M

7.95%

1Y

25.46%

5Y*

15.79%

10Y*

N/A

UPRO

YTD

68.34%

1M

-1.81%

6M

19.15%

1Y

69.73%

5Y*

21.94%

10Y*

23.70%

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SNPE vs. UPRO - Expense Ratio Comparison

SNPE has a 0.10% 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 SNPE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SNPE vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) 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 SNPE, currently valued at 2.12, compared to the broader market0.002.004.002.122.03
The chart of Sortino ratio for SNPE, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.45
The chart of Omega ratio for SNPE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.34
The chart of Calmar ratio for SNPE, currently valued at 3.00, compared to the broader market0.005.0010.0015.003.002.34
The chart of Martin ratio for SNPE, currently valued at 12.99, compared to the broader market0.0020.0040.0060.0080.00100.0012.9912.24
SNPE
UPRO

The current SNPE Sharpe Ratio is 2.12, which is comparable to the UPRO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SNPE 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.12
2.03
SNPE
UPRO

Dividends

SNPE vs. UPRO - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 1.15%, more than UPRO's 0.62% yield.


TTM20232022202120202019201820172016201520142013
SNPE
Xtrackers S&P 500 ESG ETF
1.15%1.32%1.65%1.08%1.43%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.62%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%

Drawdowns

SNPE vs. UPRO - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.38%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for SNPE and UPRO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
-8.04%
SNPE
UPRO

Volatility

SNPE vs. UPRO - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 3.67%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.50%. This indicates that SNPE 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.67%
11.50%
SNPE
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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