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UCC vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCC vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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UCC vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UCC
ProShares Ultra Consumer Services
-18.49%2.21%44.24%61.67%-57.59%0.21%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%23.04%20.78%-1.46%8.46%

Returns By Period

In the year-to-date period, UCC achieves a -18.49% return, which is significantly lower than IFED's -10.70% return.


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%

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCC vs. IFED - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

UCC vs. IFED — 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

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


UCCIFEDDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.29

-0.08

Sortino ratio

Return per unit of downside risk

0.66

0.52

+0.14

Omega ratio

Gain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratio

Return relative to maximum drawdown

0.35

0.39

-0.04

Martin ratio

Return relative to average drawdown

1.11

1.24

-0.13

UCC vs. IFED - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.21, which is comparable to the IFED Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of UCC and IFED, 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


UCCIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.29

-0.08

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

0.58

-0.27

Correlation

The correlation between UCC and IFED is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UCC vs. IFED - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.33%, while IFED has not paid dividends to shareholders.


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%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UCC vs. IFED - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for UCC and IFED.


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Drawdown Indicators


UCCIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-22.36%

-60.69%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-14.65%

-14.49%

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%

-12.52%

-14.70%

Average Drawdown

Average peak-to-trough decline

-21.85%

-5.70%

-16.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

4.64%

+4.68%

Volatility

UCC vs. IFED - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 14.63% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 4.91%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.63%

4.91%

+9.72%

Volatility (6M)

Calculated over the trailing 6-month period

27.25%

10.83%

+16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

47.31%

18.80%

+28.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.30%

19.72%

+23.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

19.72%

+20.71%