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UCC vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCC vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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UCC vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
UCC
ProShares Ultra Consumer Services
-18.49%2.21%44.24%61.67%-22.92%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-18.90%123.07%48.88%81.20%-30.35%

Returns By Period

The year-to-date returns for both stocks are quite close, with UCC having a -18.49% return and GGLL slightly lower at -18.90%.


UCC

1D
6.18%
1M
-13.60%
YTD
-18.49%
6M
-20.58%
1Y
9.89%
3Y*
17.11%
5Y*
-1.86%
10Y*
12.29%

GGLL

1D
10.22%
1M
-16.24%
YTD
-18.90%
6M
28.40%
1Y
186.52%
3Y*
57.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCC vs. GGLL - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is lower than GGLL's 1.05% expense ratio.


Return for Risk

UCC vs. GGLL — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 2020
Overall Rank
UCC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 2323
Sortino Ratio Rank
UCC Omega Ratio Rank: 2222
Omega Ratio Rank
UCC Calmar Ratio Rank: 1919
Calmar Ratio Rank
UCC Martin Ratio Rank: 2020
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9696
Overall Rank
GGLL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9494
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9797
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9797
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. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


UCCGGLLDifference

Sharpe ratio

Return per unit of total volatility

0.21

3.08

-2.87

Sortino ratio

Return per unit of downside risk

0.66

3.47

-2.81

Omega ratio

Gain probability vs. loss probability

1.08

1.43

-0.34

Calmar ratio

Return relative to maximum drawdown

0.35

4.88

-4.52

Martin ratio

Return relative to average drawdown

1.11

18.04

-16.93

UCC vs. GGLL - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.21, which is lower than the GGLL Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of UCC and GGLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UCCGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

3.08

-2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.75

-0.43

Correlation

The correlation between UCC and GGLL is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UCC vs. GGLL - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.33%, less than GGLL's 5.63% yield.


TTM20252024202320222021202020192018201720162015
UCC
ProShares Ultra Consumer Services
1.33%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.63%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UCC vs. GGLL - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for UCC and GGLL.


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Drawdown Indicators


UCCGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-52.81%

-30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-38.39%

+9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

Current Drawdown

Current decline from peak

-27.22%

-32.09%

+4.87%

Average Drawdown

Average peak-to-trough decline

-21.85%

-15.49%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

10.38%

-1.06%

Volatility

UCC vs. GGLL - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 14.63%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 18.25%. This indicates that UCC experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.63%

18.25%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

27.25%

39.37%

-12.12%

Volatility (1Y)

Calculated over the trailing 1-year period

47.31%

60.98%

-13.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.30%

55.13%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

55.13%

-14.70%