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UCC vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 -10.76% return, which is significantly lower than FAAR's 20.23% return. Over the past 10 years, UCC has outperformed FAAR with an annualized return of 14.23%, while FAAR has yielded a comparatively lower 4.79% annualized return.


UCC

1D
-3.37%
1M
-7.19%
YTD
-10.76%
6M
-15.05%
1Y
10.89%
3Y*
13.60%
5Y*
-1.20%
10Y*
14.23%

FAAR

1D
-0.05%
1M
-4.34%
YTD
20.23%
6M
19.92%
1Y
26.86%
3Y*
10.91%
5Y*
7.89%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-10.76%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.23%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between UCC and FAAR is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.03

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

-0.03

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

0.01

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.01

The correlation between UCC and FAAR shifts across timeframes, from -0.13 (1 year) to 0.01 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

UCC vs. FAAR — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1313
Overall Rank
UCC Sharpe Ratio Rank: 1313
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: 1313
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7070
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6565
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
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.

UCC vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


UCCFAARDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.08

1.35

-0.27

Calmar ratioReturn relative to maximum drawdown

0.38

4.75

-4.37

Martin ratioReturn relative to average drawdown

1.02

14.70

-13.67

UCC vs. FAAR - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.30, which is lower than the FAAR Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of UCC and FAAR, 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. FAAR - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for UCC and FAAR.


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Drawdown Indicators


UCCFAARDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-18.03%

-65.02%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-5.68%

-23.46%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-11.54%

-36.47%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-18.03%

-43.74%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-18.03%

-43.74%

Current Drawdown

Current decline from peak

-20.32%

-5.43%

-14.89%

Average Drawdown

Average peak-to-trough decline

-21.79%

-7.82%

-13.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.66%

1.89%

+8.77%

Volatility

UCC vs. FAAR - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 13.04% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.04%

2.47%

+10.57%

Volatility (6M)

Calculated over the trailing 6-month period

27.94%

9.68%

+18.26%

Volatility (1Y)

Calculated over the trailing 1-year period

37.01%

13.37%

+23.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.85%

12.95%

+30.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.77%

11.53%

+29.24%

UCC vs. FAAR - Expense Ratio Comparison

Both UCC and FAAR have an expense ratio of 0.95%.


Dividends

UCC vs. FAAR - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.21%, less than FAAR's 9.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.21%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 FAAR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCC has higher volatility (13.04%) compared to FAAR (2.47%). In terms of maximum drawdown, UCC dropped -83.05% vs FAAR's -18.03%.

On 10-year performance, UCC leads with 14.23% vs 4.79% for FAAR. Both ETFs have the same 0.95% expense ratio. On volatility, FAAR has been the lower-risk option at 2.47%. 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 14.23% return vs 4.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC and FAAR have the same expense ratio: 0.95% per year.

FAAR has the higher dividend yield at 9.57%, compared with 1.21% for UCC.

UCC is categorized as Leveraged Equities, while FAAR is Commodities. They also come from different issuers: ProShares and First Trust.

FAAR currently has the higher Sharpe Ratio (2.02 vs 0.30), 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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