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UBR vs. BITO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBR vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Brazil (UBR) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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UBR vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UBR
ProShares Ultra MSCI Brazil
40.22%96.11%-57.05%49.98%5.60%-10.02%
BITO
ProShares Bitcoin Strategy ETF
-22.79%-11.19%104.45%137.33%-63.91%-31.09%

Returns By Period

In the year-to-date period, UBR achieves a 40.22% return, which is significantly higher than BITO's -22.79% return.


UBR

1D
0.08%
1M
-3.22%
YTD
40.22%
6M
57.65%
1Y
110.10%
3Y*
24.85%
5Y*
8.88%
10Y*
0.18%

BITO

1D
0.60%
1M
-1.72%
YTD
-22.79%
6M
-43.10%
1Y
-23.27%
3Y*
24.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBR vs. BITO - Expense Ratio Comparison

Both UBR and BITO have an expense ratio of 0.95%.


Return for Risk

UBR vs. BITO — Risk / Return Rank

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

UBR
UBR Risk / Return Rank: 9090
Overall Rank
UBR Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UBR Sortino Ratio Rank: 8888
Sortino Ratio Rank
UBR Omega Ratio Rank: 8383
Omega Ratio Rank
UBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
UBR Martin Ratio Rank: 9191
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 55
Overall Rank
BITO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 44
Sortino Ratio Rank
BITO Omega Ratio Rank: 55
Omega Ratio Rank
BITO Calmar Ratio Rank: 55
Calmar Ratio Rank
BITO Martin Ratio Rank: 55
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.

UBR vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Brazil (UBR) and ProShares Bitcoin Strategy ETF (BITO). 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.


UBRBITODifference

Sharpe ratio

Return per unit of total volatility

2.14

-0.52

+2.66

Sortino ratio

Return per unit of downside risk

2.51

-0.50

+3.01

Omega ratio

Gain probability vs. loss probability

1.34

0.94

+0.40

Calmar ratio

Return relative to maximum drawdown

5.04

-0.42

+5.46

Martin ratio

Return relative to average drawdown

13.09

-0.89

+13.97

UBR vs. BITO - Sharpe Ratio Comparison

The current UBR Sharpe Ratio is 2.14, which is higher than the BITO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of UBR and BITO, 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


UBRBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

-0.52

+2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

-0.08

-0.10

Correlation

The correlation between UBR and BITO is 0.22, 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

UBR vs. BITO - Dividend Comparison

UBR's dividend yield for the trailing twelve months is around 1.49%, less than BITO's 80.47% yield.


TTM20252024202320222021202020192018
UBR
ProShares Ultra MSCI Brazil
1.49%2.05%8.09%1.15%0.00%0.00%0.00%0.53%0.13%
BITO
ProShares Bitcoin Strategy ETF
80.47%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UBR vs. BITO - Drawdown Comparison

The maximum UBR drawdown since its inception was -97.15%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for UBR and BITO.


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Drawdown Indicators


UBRBITODifference

Max Drawdown

Largest peak-to-trough decline

-97.15%

-77.86%

-19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-22.68%

-50.05%

+27.37%

Max Drawdown (5Y)

Largest decline over 5 years

-67.07%

Max Drawdown (10Y)

Largest decline over 10 years

-87.57%

Current Drawdown

Current decline from peak

-91.12%

-46.75%

-44.37%

Average Drawdown

Average peak-to-trough decline

-77.76%

-36.57%

-41.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.73%

23.73%

-15.00%

Volatility

UBR vs. BITO - Volatility Comparison

ProShares Ultra MSCI Brazil (UBR) has a higher volatility of 22.23% compared to ProShares Bitcoin Strategy ETF (BITO) at 12.84%. This indicates that UBR's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBRBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.23%

12.84%

+9.39%

Volatility (6M)

Calculated over the trailing 6-month period

39.53%

36.71%

+2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

51.71%

45.32%

+6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.84%

55.77%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.14%

55.77%

+11.37%