UCC vs. FUTG
UCC (ProShares Ultra Consumer Services) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. UCC is passively managed, while FUTG is actively managed. At a 0.49 correlation, their price movements are largely independent. UCC charges 0.95%/yr vs 0.75%/yr for FUTG.
Performance
UCC vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, UCC achieves a -8.01% return, which is significantly higher than FUTG's -75.53% return.
UCC
- 1D
- -1.54%
- 1M
- -2.42%
- YTD
- -8.01%
- 6M
- -8.22%
- 1Y
- 8.56%
- 3Y*
- 18.68%
- 5Y*
- 0.42%
- 10Y*
- 14.02%
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UCC vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UCC ProShares Ultra Consumer Services | -8.01% | 2.44% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between UCC and FUTG is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.49 |
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Return for Risk
UCC vs. FUTG — Risk / Return Rank
UCC
FUTG
UCC vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.
| UCC | FUTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | — | — |
| Martin ratioReturn relative to average drawdown | 0.85 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UCC | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | -0.66 | +0.99 |
Drawdowns
UCC vs. FUTG - Drawdown Comparison
The maximum UCC drawdown since its inception was -83.05%, roughly equal to the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for UCC and FUTG.
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Drawdown Indicators
| UCC | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.05% | -86.19% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -29.14% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -48.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.77% | — | — |
Current DrawdownCurrent decline from peak | -17.87% | -84.29% | +66.42% |
Average DrawdownAverage peak-to-trough decline | -21.81% | -40.35% | +18.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.10% | — | — |
Volatility
UCC vs. FUTG - Volatility Comparison
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Volatility by Period
| UCC | FUTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.21% | 136.01% | -99.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.60% | 136.01% | -92.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.62% | 136.01% | -95.39% |
UCC vs. FUTG - Expense Ratio Comparison
UCC has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
UCC vs. FUTG - Dividend Comparison
UCC's dividend yield for the trailing twelve months is around 1.18%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UCC ProShares Ultra Consumer Services | 1.18% | 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 FUTG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for UCC.
UCC has the higher dividend yield at 1.18%, compared with 0.00% for FUTG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for UCC and 0.75% for FUTG.
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