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UBR vs. SPUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBR vs. SPUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Brazil (UBR) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBR achieves a 13.03% return, which is significantly lower than SPUU's 19.82% return. Over the past 10 years, UBR has underperformed SPUU with an annualized return of -1.90%, while SPUU has yielded a comparatively higher 24.77% annualized return.


UBR

1D
-5.40%
1M
-21.46%
YTD
13.03%
6M
3.25%
1Y
56.81%
3Y*
8.90%
5Y*
-5.17%
10Y*
-1.90%

SPUU

1D
-1.27%
1M
10.01%
YTD
19.82%
6M
19.11%
1Y
53.61%
3Y*
38.21%
5Y*
20.19%
10Y*
24.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBR vs. SPUU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBR
ProShares Ultra MSCI Brazil
13.03%96.11%-57.05%49.98%5.60%-39.03%-60.67%44.19%-19.11%35.36%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
19.82%26.55%44.25%47.28%-38.72%61.27%21.85%66.84%-14.59%44.33%

Correlation

The correlation between UBR and SPUU is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.43

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

0.40

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.44

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Return for Risk

UBR vs. SPUU — Risk / Return Rank

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

UBR
UBR Risk / Return Rank: 3333
Overall Rank
UBR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UBR Sortino Ratio Rank: 3131
Sortino Ratio Rank
UBR Omega Ratio Rank: 3232
Omega Ratio Rank
UBR Calmar Ratio Rank: 3737
Calmar Ratio Rank
UBR Martin Ratio Rank: 3535
Martin Ratio Rank

SPUU
SPUU Risk / Return Rank: 6363
Overall Rank
SPUU Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPUU Omega Ratio Rank: 6060
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPUU Martin Ratio Rank: 6969
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. SPUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Brazil (UBR) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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.


UBRSPUUDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.21

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.81

2.96

-1.15

Martin ratioReturn relative to average drawdown

5.36

13.06

-7.70

UBR vs. SPUU - Sharpe Ratio Comparison

The current UBR Sharpe Ratio is 1.15, which is lower than the SPUU Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of UBR and SPUU, 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


UBRSPUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.26

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.61

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.69

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.63

-0.83

Drawdowns

UBR vs. SPUU - Drawdown Comparison

The maximum UBR drawdown since its inception was -97.15%, which is greater than SPUU's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for UBR and SPUU.


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Drawdown Indicators


UBRSPUUDifference

Max Drawdown

Largest peak-to-trough decline

-97.15%

-59.35%

-37.80%

Max Drawdown (1Y)

Largest decline over 1 year

-31.50%

-18.19%

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-58.11%

-35.18%

-22.93%

Max Drawdown (5Y)

Largest decline over 5 years

-67.07%

-46.59%

-20.48%

Max Drawdown (10Y)

Largest decline over 10 years

-87.57%

-59.35%

-28.22%

Current Drawdown

Current decline from peak

-92.84%

-1.27%

-91.57%

Average Drawdown

Average peak-to-trough decline

-77.90%

-9.51%

-68.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.63%

4.12%

+6.51%

Volatility

UBR vs. SPUU - Volatility Comparison

ProShares Ultra MSCI Brazil (UBR) has a higher volatility of 15.51% compared to Direxion Daily S&P 500 Bull 2x Shares (SPUU) at 5.71%. This indicates that UBR's price experiences larger fluctuations and is considered to be riskier than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBRSPUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.51%

5.71%

+9.80%

Volatility (6M)

Calculated over the trailing 6-month period

41.58%

18.09%

+23.49%

Volatility (1Y)

Calculated over the trailing 1-year period

49.62%

23.90%

+25.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.66%

33.46%

+22.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.68%

35.77%

+30.91%

UBR vs. SPUU - Expense Ratio Comparison

UBR has a 0.95% expense ratio, which is higher than SPUU's 0.64% expense ratio.


Dividends

UBR vs. SPUU - Dividend Comparison

UBR's dividend yield for the trailing twelve months is around 1.85%, more than SPUU's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.34%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%
UBR
ProShares Ultra MSCI Brazil
1.85%2.05%8.09%1.15%0.00%0.00%0.00%0.53%0.13%0.00%0.00%0.00%

Frequently Asked Questions


UBR and SPUU have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBR has higher volatility (15.51%) compared to SPUU (5.71%). In terms of maximum drawdown, UBR dropped -97.15% vs SPUU's -59.35%.

On 10-year performance, SPUU leads with 24.77% vs -1.90% for UBR. On fees, SPUU is cheaper at 0.64% per year. On volatility, SPUU has been the lower-risk option at 5.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPUU has performed better with a 24.77% return vs -1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPUU is cheaper with a 0.64% expense ratio, compared with 0.95% for UBR.

UBR has the higher dividend yield at 1.85%, compared with 1.34% for SPUU.

UBR tracks MSCI Brazil Index (200%), while SPUU tracks S&P 500 Index (200%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UBR and 0.64% for SPUU.

SPUU currently has the higher Sharpe Ratio (2.26 vs 1.15), 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.

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