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UCC vs. FDIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. FDIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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 FDIS's -1.40% return. Both investments have delivered pretty close results over the past 10 years, with UCC having a 14.23% annualized return and FDIS not far behind at 13.99%.


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%

FDIS

1D
-1.74%
1M
-1.89%
YTD
-1.40%
6M
-3.81%
1Y
11.16%
3Y*
12.93%
5Y*
5.44%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. FDIS - 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%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
-1.40%5.67%24.43%40.48%-35.23%24.25%49.50%27.44%-0.88%22.96%

Correlation

The correlation between UCC and FDIS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.96

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.89

The correlation between UCC and FDIS has been stable across timeframes, ranging from 0.89 to 0.99 - a consistent structural relationship.

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Return for Risk

UCC vs. FDIS — 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

FDIS
FDIS Risk / Return Rank: 1818
Overall Rank
FDIS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FDIS Sortino Ratio Rank: 1818
Sortino Ratio Rank
FDIS Omega Ratio Rank: 1717
Omega Ratio Rank
FDIS Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDIS Martin Ratio Rank: 1919
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. FDIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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.


UCCFDISDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.38

0.72

-0.35

Martin ratioReturn relative to average drawdown

1.02

2.21

-1.19

UCC vs. FDIS - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.30, which is lower than the FDIS Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UCC and FDIS, 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. FDIS - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for UCC and FDIS.


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Drawdown Indicators


UCCFDISDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-39.16%

-43.89%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-15.50%

-13.64%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-27.43%

-20.58%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-39.16%

-22.61%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-39.16%

-22.61%

Current Drawdown

Current decline from peak

-20.32%

-5.93%

-14.39%

Average Drawdown

Average peak-to-trough decline

-21.79%

-7.49%

-14.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.66%

5.05%

+5.61%

Volatility

UCC vs. FDIS - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 13.04% compared to Fidelity MSCI Consumer Discretionary Index ETF (FDIS) at 6.33%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCFDISDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.04%

6.33%

+6.71%

Volatility (6M)

Calculated over the trailing 6-month period

27.94%

13.87%

+14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

37.01%

18.76%

+18.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.85%

23.98%

+19.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.77%

22.36%

+18.41%

UCC vs. FDIS - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is higher than FDIS's 0.08% expense ratio.


Dividends

UCC vs. FDIS - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.21%, more than FDIS's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.74%0.75%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%
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


With a correlation of 0.99, UCC and FDIS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UCC has higher volatility (13.04%) compared to FDIS (6.33%). In terms of maximum drawdown, UCC dropped -83.05% vs FDIS's -39.16%.

On 10-year performance, UCC leads with 14.23% vs 13.99% for FDIS. On fees, FDIS is cheaper at 0.08% per year. On volatility, FDIS has been the lower-risk option at 6.33%. 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 13.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDIS is cheaper with a 0.08% expense ratio, compared with 0.95% for UCC.

UCC has the higher dividend yield at 1.21%, compared with 0.74% for FDIS.

UCC is categorized as Leveraged Equities, while FDIS is Consumer Discretionary Equities. UCC tracks Dow Jones U.S. Consumer Services Index (200%), while FDIS tracks MSCI USA IMI Consumer Discretionary 25/50 Index. They also come from different issuers: ProShares and Fidelity. Their fees differ too: 0.95% for UCC and 0.08% for FDIS.

FDIS currently has the higher Sharpe Ratio (0.60 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.

Portfolio Optimizer

Find the right allocation for UCC and FDIS

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