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UBOT vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBOT vs. ULE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and ProShares Ultra Euro (ULE). The values are adjusted to include any dividend payments, if applicable.

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UBOT vs. ULE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
-18.74%13.42%12.02%72.59%-72.45%9.78%80.13%87.34%-71.27%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-16.92%

Returns By Period

In the year-to-date period, UBOT achieves a -18.74% return, which is significantly lower than ULE's -3.35% return.


UBOT

1D
7.63%
1M
-28.67%
YTD
-18.74%
6M
-16.73%
1Y
19.96%
3Y*
6.00%
5Y*
-12.21%
10Y*

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBOT vs. ULE - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than ULE's 0.95% expense ratio.


Return for Risk

UBOT vs. ULE — Risk / Return Rank

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

UBOT
UBOT Risk / Return Rank: 2626
Overall Rank
UBOT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 3333
Sortino Ratio Rank
UBOT Omega Ratio Rank: 3030
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2222
Calmar Ratio Rank
UBOT Martin Ratio Rank: 2323
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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.

UBOT vs. ULE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and ProShares Ultra Euro (ULE). 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.


UBOTULEDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.69

-0.33

Sortino ratio

Return per unit of downside risk

0.92

1.17

-0.24

Omega ratio

Gain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratio

Return relative to maximum drawdown

0.44

1.13

-0.68

Martin ratio

Return relative to average drawdown

1.51

2.74

-1.23

UBOT vs. ULE - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 0.37, which is lower than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of UBOT and ULE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UBOTULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.69

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.17

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.21

+0.09

Correlation

The correlation between UBOT and ULE is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UBOT vs. ULE - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 1.15%, while ULE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
1.15%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UBOT vs. ULE - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.01%, which is greater than ULE's maximum drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for UBOT and ULE.


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Drawdown Indicators


UBOTULEDifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-72.74%

-13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-10.40%

-25.50%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

-41.35%

-41.55%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-60.65%

-62.27%

+1.62%

Average Drawdown

Average peak-to-trough decline

-49.56%

-45.90%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.56%

4.28%

+6.28%

Volatility

UBOT vs. ULE - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 17.50% compared to ProShares Ultra Euro (ULE) at 4.84%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than ULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBOTULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.50%

4.84%

+12.66%

Volatility (6M)

Calculated over the trailing 6-month period

35.12%

9.12%

+26.00%

Volatility (1Y)

Calculated over the trailing 1-year period

54.88%

17.10%

+37.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.48%

16.21%

+36.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.60%

15.31%

+48.29%