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UCC vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCC achieves a -10.17% return, which is significantly lower than DBO's 76.48% return. Over the past 10 years, UCC has outperformed DBO with an annualized return of 13.40%, while DBO has yielded a comparatively lower 12.59% annualized return.


UCC

1D
6.81%
1M
-2.69%
6M
-11.97%
YTD
-10.17%
1Y
6.57%
3Y*
11.27%
5Y*
-1.13%
10Y*
13.40%
ALL TIME*
13.11%

DBO

1D
1.56%
1M
24.59%
6M
53.46%
YTD
76.48%
1Y
60.30%
3Y*
14.86%
5Y*
13.46%
10Y*
12.59%
ALL TIME*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.01M$10.23M$13.95M
$269.06K$187.07K$175.51K

UCC vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-10.17%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
DBO
Invesco DB Oil Fund
76.48%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Correlation

The correlation between UCC and DBO is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.30

Correlation (3Y)
Balances recent behavior with more history.

-0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.01

Correlation (10Y)
Provides a long-term view across more market conditions.

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.17

The correlation between UCC and DBO shifts across timeframes, from -0.30 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCC vs. DBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UCC
UCC Risk / Return Rank: 1212
Overall Rank
UCC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1414
Sortino Ratio Rank
UCC Omega Ratio Rank: 1313
Omega Ratio Rank
UCC Calmar Ratio Rank: 1212
Calmar Ratio Rank
UCC Martin Ratio Rank: 1212
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5858
Overall Rank
DBO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UCC vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Invesco DB Oil Fund (DBO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UCCDBODifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.04

1.25

-0.21

Calmar ratioReturn relative to maximum drawdown

0.05

2.01

-1.96

Martin ratioReturn relative to average drawdown

0.12

6.09

-5.97

UCC vs. DBO - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.04, which is lower than the DBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of UCC and DBO, 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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Drawdowns

UCC vs. DBO - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for UCC and DBO.


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Drawdown Indicators


UCCDBODifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-90.18%

+7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-27.73%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-28.20%

-19.81%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-37.68%

-24.09%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-61.69%

-0.08%

Current Drawdown

Current decline from peak

-19.80%

-53.56%

+33.76%

Average Drawdown

Average peak-to-trough decline

-21.79%

-62.20%

+40.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

9.96%

+2.34%

Volatility

UCC vs. DBO - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 14.65%, while Invesco DB Oil Fund (DBO) has a volatility of 17.75%. This indicates that UCC experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.65%

17.75%

-3.10%

Volatility (6M)

Calculated over the trailing 6-month period

30.34%

33.77%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

39.06%

38.53%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.23%

33.35%

+10.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.95%

32.20%

+8.75%

UCC vs. DBO - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is higher than DBO's 0.78% expense ratio.


Dividends

UCC vs. DBO - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.28%, less than DBO's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.28%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%

Frequently Asked Questions


UCC and DBO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (17.75%) compared to UCC (14.65%). In terms of maximum drawdown, UCC dropped -83.05% vs DBO's -90.18%.

On 10-year performance, UCC leads with 13.40% vs 12.59% for DBO. On fees, DBO is cheaper at 0.78% per year. On volatility, UCC has been the lower-risk option at 14.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCC has performed better with a 13.40% return vs 12.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBO is cheaper with a 0.78% expense ratio, compared with 0.95% for UCC.

DBO has the higher dividend yield at 1.99%, compared with 1.28% for UCC.

UCC is categorized as Leveraged Equities, while DBO is Oil & Gas. UCC tracks Dow Jones U.S. Consumer Services Index (200%), while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for UCC and 0.78% for DBO.

DBO currently has the higher Sharpe Ratio (1.45 vs 0.04), 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.

Portfolio Optimizer

Find the right allocation for UCC and DBO

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