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UBR vs. FLBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBR vs. FLBR - Performance Comparison

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

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UBR vs. FLBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBR
ProShares Ultra MSCI Brazil
40.22%96.11%-57.05%49.98%5.60%-39.03%-60.67%44.19%-19.11%1.69%
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%

Returns By Period

In the year-to-date period, UBR achieves a 40.22% return, which is significantly higher than FLBR's 25.72% 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%

FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBR vs. FLBR - Expense Ratio Comparison

UBR has a 0.95% expense ratio, which is higher than FLBR's 0.19% expense ratio.


Return for Risk

UBR vs. FLBR — 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

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
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. FLBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Brazil (UBR) and Franklin FTSE Brazil ETF (FLBR). 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.


UBRFLBRDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.14

0.00

Sortino ratio

Return per unit of downside risk

2.51

2.70

-0.19

Omega ratio

Gain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratio

Return relative to maximum drawdown

5.04

4.85

+0.19

Martin ratio

Return relative to average drawdown

13.09

13.62

-0.53

UBR vs. FLBR - Sharpe Ratio Comparison

The current UBR Sharpe Ratio is 2.14, which is comparable to the FLBR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of UBR and FLBR, 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


UBRFLBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.14

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.46

-0.30

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

0.19

-0.37

Correlation

The correlation between UBR and FLBR is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UBR vs. FLBR - Dividend Comparison

UBR's dividend yield for the trailing twelve months is around 1.49%, less than FLBR's 6.13% yield.


TTM202520242023202220212020201920182017
UBR
ProShares Ultra MSCI Brazil
1.49%2.05%8.09%1.15%0.00%0.00%0.00%0.53%0.13%0.00%
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%

Drawdowns

UBR vs. FLBR - Drawdown Comparison

The maximum UBR drawdown since its inception was -97.15%, which is greater than FLBR's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for UBR and FLBR.


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Drawdown Indicators


UBRFLBRDifference

Max Drawdown

Largest peak-to-trough decline

-97.15%

-57.42%

-39.73%

Max Drawdown (1Y)

Largest decline over 1 year

-22.68%

-11.69%

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-67.07%

-32.74%

-34.33%

Max Drawdown (10Y)

Largest decline over 10 years

-87.57%

Current Drawdown

Current decline from peak

-91.12%

-1.44%

-89.68%

Average Drawdown

Average peak-to-trough decline

-77.76%

-18.87%

-58.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.73%

4.16%

+4.57%

Volatility

UBR vs. FLBR - Volatility Comparison

ProShares Ultra MSCI Brazil (UBR) has a higher volatility of 22.23% compared to Franklin FTSE Brazil ETF (FLBR) at 11.31%. This indicates that UBR's price experiences larger fluctuations and is considered to be riskier than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBRFLBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.23%

11.31%

+10.92%

Volatility (6M)

Calculated over the trailing 6-month period

39.53%

19.89%

+19.64%

Volatility (1Y)

Calculated over the trailing 1-year period

51.71%

26.02%

+25.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.84%

27.73%

+28.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.14%

33.23%

+33.91%