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SPYV vs. URSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYV vs. URSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 Value ETF (SPYV) 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, SPYV achieves a 10.14% return, which is significantly lower than URSP's 22.76% return.


SPYV

1D
-0.16%
1M
0.68%
6M
7.56%
YTD
10.14%
1Y
21.27%
3Y*
13.90%
5Y*
11.52%
10Y*
11.92%
ALL TIME*
7.87%

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)
$129.05M$117.43M$146.49M
$2.68M$2.91M$2.10M

SPYV vs. URSP - Yearly Performance Comparison


Correlation

The correlation between SPYV and URSP is 0.89, meaning they have usually moved in the same direction, including during past declines.


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

0.89

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Return for Risk

SPYV vs. URSP — Risk / Return Rank

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

SPYV
SPYV Risk / Return Rank: 8585
Overall Rank
SPYV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 8585
Sortino Ratio Rank
SPYV Omega Ratio Rank: 8484
Omega Ratio Rank
SPYV Calmar Ratio Rank: 8484
Calmar Ratio Rank
SPYV Martin Ratio Rank: 8686
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.

SPYV vs. URSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) 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.


SPYVURSPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.17

Martin ratioReturn relative to average drawdown

12.28

SPYV vs. URSP - Sharpe Ratio Comparison


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Drawdowns

SPYV vs. URSP - Drawdown Comparison

The maximum SPYV drawdown since its inception was -58.45%, which is greater than URSP's maximum drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for SPYV and URSP.


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Drawdown Indicators


SPYVURSPDifference

Max Drawdown

Largest peak-to-trough decline

-58.45%

-15.72%

-42.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

Current Drawdown

Current decline from peak

-1.13%

-2.52%

+1.39%

Average Drawdown

Average peak-to-trough decline

-8.67%

-2.89%

-5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

SPYV vs. URSP - Volatility Comparison


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Volatility by Period


SPYVURSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.99%

23.34%

-13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

23.34%

-9.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

23.34%

-6.46%

SPYV vs. URSP - Expense Ratio Comparison

SPYV has a 0.04% expense ratio, which is lower than URSP's 0.95% expense ratio.


Dividends

SPYV vs. URSP - Dividend Comparison

SPYV's dividend yield for the trailing twelve months is around 1.69%, more than URSP's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYV
SPDR Portfolio S&P 500 Value ETF
1.69%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%
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


SPYV and URSP have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYV is cheaper with a 0.04% expense ratio, compared with 0.95% for URSP.

SPYV has the higher dividend yield at 1.69%, compared with 0.91% for URSP.

SPYV is categorized as S&P 500, while URSP is Leveraged Equities. SPYV tracks S&P 500 Value Index, while URSP tracks S&P 500 Equal Weight Index. They also come from different issuers: State Street and ProShares. Their fees differ too: 0.04% for SPYV and 0.95% for URSP.

Portfolio Optimizer

Find the right allocation for SPYV 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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