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SSO vs. UGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSO vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra S&P500 (SSO) and ProShares Ultra Gold (UGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSO achieves a 21.07% return, which is significantly higher than UGL's -0.16% return. Over the past 10 years, SSO has outperformed UGL with an annualized return of 24.38%, while UGL has yielded a comparatively lower 18.69% annualized return.


SSO

1D
0.27%
1M
10.52%
YTD
21.07%
6M
21.28%
1Y
56.67%
3Y*
38.21%
5Y*
20.39%
10Y*
24.38%

UGL

1D
0.31%
1M
-6.05%
YTD
-0.16%
6M
3.70%
1Y
52.07%
3Y*
54.22%
5Y*
28.09%
10Y*
18.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSO vs. UGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSO
ProShares Ultra S&P500
21.07%26.19%43.48%46.65%-38.98%60.57%21.54%63.45%-14.60%44.35%
UGL
ProShares Ultra Gold
-0.16%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%

Correlation

The correlation between SSO and UGL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.15

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

0.12

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

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.06

The correlation between SSO and UGL shifts across timeframes, from 0.05 (10 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SSO vs. UGL — Risk / Return Rank

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

SSO
SSO Risk / Return Rank: 6868
Overall Rank
SSO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 6565
Sortino Ratio Rank
SSO Omega Ratio Rank: 6666
Omega Ratio Rank
SSO Calmar Ratio Rank: 6464
Calmar Ratio Rank
SSO Martin Ratio Rank: 7373
Martin Ratio Rank

UGL
UGL Risk / Return Rank: 2929
Overall Rank
UGL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2727
Sortino Ratio Rank
UGL Omega Ratio Rank: 3232
Omega Ratio Rank
UGL Calmar Ratio Rank: 3232
Calmar Ratio Rank
UGL Martin Ratio Rank: 2626
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.

SSO vs. UGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra S&P500 (SSO) and ProShares Ultra Gold (UGL). 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.


SSOUGLDifference

Sharpe ratio

Return per unit of total volatility

2.42

0.99

+1.43

Sortino ratio

Return per unit of downside risk

3.03

1.44

+1.59

Omega ratio

Gain probability vs. loss probability

1.40

1.22

+0.19

Calmar ratio

Return relative to maximum drawdown

3.21

1.60

+1.61

Martin ratio

Return relative to average drawdown

14.14

3.71

+10.43

SSO vs. UGL - Sharpe Ratio Comparison

The current SSO Sharpe Ratio is 2.42, which is higher than the UGL Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SSO and UGL, 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


SSOUGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

0.99

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.78

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.58

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.39

+0.02

Drawdowns

SSO vs. UGL - Drawdown Comparison

The maximum SSO drawdown since its inception was -84.67%, which is greater than UGL's maximum drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for SSO and UGL.


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Drawdown Indicators


SSOUGLDifference

Max Drawdown

Largest peak-to-trough decline

-84.67%

-75.93%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-37.56%

+19.39%

Max Drawdown (3Y)

Largest decline over 3 years

-35.21%

-37.56%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-46.73%

-40.23%

-6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-59.34%

-46.23%

-13.11%

Current Drawdown

Current decline from peak

0.00%

-35.26%

+35.26%

Average Drawdown

Average peak-to-trough decline

-19.57%

-43.63%

+24.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

16.19%

-12.06%

Volatility

SSO vs. UGL - Volatility Comparison

The current volatility for ProShares Ultra S&P500 (SSO) is 5.46%, while ProShares Ultra Gold (UGL) has a volatility of 11.62%. This indicates that SSO experiences smaller price fluctuations and is considered to be less risky than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSOUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

11.62%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.74%

46.78%

-29.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

53.11%

-29.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.65%

36.22%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.90%

32.34%

+3.56%

SSO vs. UGL - Expense Ratio Comparison

SSO has a 0.87% expense ratio, which is lower than UGL's 0.95% expense ratio.


Dividends

SSO vs. UGL - Dividend Comparison

SSO's dividend yield for the trailing twelve months is around 0.61%, while UGL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SSO
ProShares Ultra S&P500
0.61%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%
UGL
ProShares Ultra Gold
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


SSO and UGL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGL has higher volatility (11.62%) compared to SSO (5.46%). In terms of maximum drawdown, SSO dropped -84.67% vs UGL's -75.93%.

On 10-year performance, SSO leads with 24.38% vs 18.69% for UGL. On fees, SSO is cheaper at 0.87% per year. On volatility, SSO has been the lower-risk option at 5.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SSO has performed better with a 24.38% return vs 18.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SSO is cheaper with a 0.87% expense ratio, compared with 0.95% for UGL.

SSO has the higher dividend yield at 0.61%, compared with 0.00% for UGL.

SSO is categorized as Leveraged Equities, while UGL is Leveraged Commodities. SSO tracks S&P 500, while UGL tracks Bloomberg Gold Subindex (200%). Their fees differ too: 0.87% for SSO and 0.95% for UGL.

SSO currently has the higher Sharpe Ratio (2.42 vs 0.99), 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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