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UBPIX vs. UDPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBPIX vs. UDPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraLatin America Fund (UBPIX) and ProFunds Ultra Dow 30 ProFund (UDPIX). The values are adjusted to include any dividend payments, if applicable.

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UBPIX vs. UDPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBPIX
ProFunds UltraLatin America Fund
33.79%88.27%-39.96%53.61%9.98%-10.66%-50.10%13.18%-22.18%46.59%
UDPIX
ProFunds Ultra Dow 30 ProFund
-12.54%19.96%18.13%23.94%-19.89%52.21%15.74%47.47%-13.82%54.86%

Returns By Period

In the year-to-date period, UBPIX achieves a 33.79% return, which is significantly higher than UDPIX's -12.54% return. Over the past 10 years, UBPIX has underperformed UDPIX with an annualized return of 5.76%, while UDPIX has yielded a comparatively higher 18.20% annualized return.


UBPIX

1D
0.18%
1M
-9.02%
YTD
33.79%
6M
62.79%
1Y
105.99%
3Y*
30.43%
5Y*
20.55%
10Y*
5.76%

UDPIX

1D
0.19%
1M
-15.04%
YTD
-12.54%
6M
-7.17%
1Y
9.29%
3Y*
15.50%
5Y*
10.03%
10Y*
18.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBPIX vs. UDPIX - Expense Ratio Comparison

UBPIX has a 1.73% expense ratio, which is higher than UDPIX's 1.54% expense ratio.


Return for Risk

UBPIX vs. UDPIX — Risk / Return Rank

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

UBPIX
UBPIX Risk / Return Rank: 9393
Overall Rank
UBPIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
UBPIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
UBPIX Omega Ratio Rank: 8686
Omega Ratio Rank
UBPIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
UBPIX Martin Ratio Rank: 9696
Martin Ratio Rank

UDPIX
UDPIX Risk / Return Rank: 1515
Overall Rank
UDPIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UDPIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
UDPIX Omega Ratio Rank: 1616
Omega Ratio Rank
UDPIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
UDPIX Martin Ratio Rank: 1414
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.

UBPIX vs. UDPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraLatin America Fund (UBPIX) and ProFunds Ultra Dow 30 ProFund (UDPIX). 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.


UBPIXUDPIXDifference

Sharpe ratio

Return per unit of total volatility

2.31

0.34

+1.96

Sortino ratio

Return per unit of downside risk

2.60

0.72

+1.88

Omega ratio

Gain probability vs. loss probability

1.37

1.10

+0.27

Calmar ratio

Return relative to maximum drawdown

3.99

0.36

+3.62

Martin ratio

Return relative to average drawdown

14.50

1.27

+13.23

UBPIX vs. UDPIX - Sharpe Ratio Comparison

The current UBPIX Sharpe Ratio is 2.31, which is higher than the UDPIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of UBPIX and UDPIX, 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


UBPIXUDPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.34

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.34

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.52

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.31

-0.46

Correlation

The correlation between UBPIX and UDPIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UBPIX vs. UDPIX - Dividend Comparison

UBPIX's dividend yield for the trailing twelve months is around 3.76%, less than UDPIX's 4.46% yield.


TTM20252024202320222021202020192018201720162015
UBPIX
ProFunds UltraLatin America Fund
3.76%5.03%6.94%4.32%10.96%6.00%0.53%1.28%1.58%0.22%0.32%0.43%
UDPIX
ProFunds Ultra Dow 30 ProFund
4.46%3.90%0.00%0.95%0.00%13.43%14.53%1.96%0.93%0.02%0.00%0.00%

Drawdowns

UBPIX vs. UDPIX - Drawdown Comparison

The maximum UBPIX drawdown since its inception was -98.57%, which is greater than UDPIX's maximum drawdown of -81.97%. Use the drawdown chart below to compare losses from any high point for UBPIX and UDPIX.


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Drawdown Indicators


UBPIXUDPIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.57%

-81.97%

-16.60%

Max Drawdown (1Y)

Largest decline over 1 year

-24.74%

-20.97%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-49.18%

-40.44%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-89.02%

-63.40%

-25.62%

Current Drawdown

Current decline from peak

-90.15%

-19.22%

-70.93%

Average Drawdown

Average peak-to-trough decline

-84.66%

-17.66%

-67.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

6.00%

+0.80%

Volatility

UBPIX vs. UDPIX - Volatility Comparison

ProFunds UltraLatin America Fund (UBPIX) has a higher volatility of 19.88% compared to ProFunds Ultra Dow 30 ProFund (UDPIX) at 8.10%. This indicates that UBPIX's price experiences larger fluctuations and is considered to be riskier than UDPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBPIXUDPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.88%

8.10%

+11.78%

Volatility (6M)

Calculated over the trailing 6-month period

32.21%

17.88%

+14.33%

Volatility (1Y)

Calculated over the trailing 1-year period

45.04%

33.34%

+11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.26%

29.83%

+16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.36%

35.04%

+21.32%