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SPXE vs. URSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXE vs. URSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Energy ETF (SPXE) and ProShares Ultra S&P 500 Equal Weight ETF (URSP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXE achieves a 9.39% return, which is significantly lower than URSP's 22.76% return.


SPXE

1D
0.80%
1M
-0.03%
6M
8.31%
YTD
9.39%
1Y
20.77%
3Y*
19.53%
5Y*
12.39%
10Y*
15.25%
ALL TIME*
15.37%

URSP

1D
-0.29%
1M
-0.25%
6M
15.52%
YTD
22.76%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$137.44K$89.66K$88.41K
$2.68M$2.91M$2.10M

SPXE vs. URSP - Yearly Performance Comparison


Correlation

The correlation between SPXE and URSP is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 27, 2025

0.65

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Return for Risk

SPXE vs. URSP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPXE
SPXE Risk / Return Rank: 5959
Overall Rank
SPXE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPXE Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPXE Omega Ratio Rank: 5858
Omega Ratio Rank
SPXE Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPXE Martin Ratio Rank: 6666
Martin Ratio Rank

URSP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPXE vs. URSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Energy ETF (SPXE) and ProShares Ultra S&P 500 Equal Weight ETF (URSP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPXEURSPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

8.02

SPXE vs. URSP - Sharpe Ratio Comparison


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Drawdowns

SPXE vs. URSP - Drawdown Comparison

The maximum SPXE drawdown since its inception was -32.27%, which is greater than URSP's maximum drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for SPXE and URSP.


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Drawdown Indicators


SPXEURSPDifference

Max Drawdown

Largest peak-to-trough decline

-32.27%

-15.72%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-1.53%

-2.52%

+0.99%

Average Drawdown

Average peak-to-trough decline

-4.43%

-2.89%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

SPXE vs. URSP - Volatility Comparison


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Volatility by Period


SPXEURSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

23.34%

-9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

23.34%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

23.34%

-5.92%

SPXE vs. URSP - Expense Ratio Comparison

SPXE has a 0.09% expense ratio, which is lower than URSP's 0.95% expense ratio.


Dividends

SPXE vs. URSP - Dividend Comparison

SPXE's dividend yield for the trailing twelve months is around 0.94%, more than URSP's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SPXE
ProShares S&P 500 Ex-Energy ETF
0.94%0.99%1.09%1.29%1.49%0.94%1.16%1.38%1.61%1.65%1.53%0.51%
URSP
ProShares Ultra S&P 500 Equal Weight ETF
0.91%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPXE and URSP have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXE is cheaper with a 0.09% expense ratio, compared with 0.95% for URSP.

SPXE has the higher dividend yield at 0.94%, compared with 0.91% for URSP.

SPXE is categorized as S&P 500, while URSP is Leveraged Equities. SPXE tracks S&P 500 Ex-Energy Index, while URSP tracks S&P 500 Equal Weight Index. Their fees differ too: 0.09% for SPXE and 0.95% for URSP.

Portfolio Optimizer

Find the right allocation for SPXE and URSP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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