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UCC vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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 -7.03% return, which is significantly higher than MSTY's -30.81% return.


UCC

1D
0.04%
1M
0.72%
6M
-8.61%
YTD
-7.03%
1Y
7.77%
3Y*
12.77%
5Y*
-0.73%
10Y*
13.51%
ALL TIME*
13.30%

MSTY

1D
2.56%
1M
0.99%
6M
-21.95%
YTD
-30.81%
1Y
-68.96%
3Y*
5Y*
10Y*
ALL TIME*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.99M$13.22M$27.42M
$370.01K$220.92K$193.13K

UCC vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
UCC
ProShares Ultra Consumer Services
-7.03%2.21%46.33%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-30.81%-42.71%212.16%

Correlation

The correlation between UCC and MSTY is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.39

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Return for Risk

UCC vs. MSTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UCC
UCC Risk / Return Rank: 1515
Overall Rank
UCC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1616
Sortino Ratio Rank
UCC Omega Ratio Rank: 1515
Omega Ratio Rank
UCC Calmar Ratio Rank: 1414
Calmar Ratio Rank
UCC Martin Ratio Rank: 1414
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UCC vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


UCCMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.07

0.78

+0.28

Calmar ratioReturn relative to maximum drawdown

0.27

-0.92

+1.19

Martin ratioReturn relative to average drawdown

0.63

-1.35

+1.98

UCC vs. MSTY - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.20, which is higher than the MSTY Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of UCC and MSTY, 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. MSTY - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than MSTY's maximum drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for UCC and MSTY.


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Drawdown Indicators


UCCMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-77.40%

-5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-74.91%

+45.77%

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 Drawdown

Current decline from peak

-16.99%

-72.80%

+55.81%

Average Drawdown

Average peak-to-trough decline

-21.79%

-29.19%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.36%

51.14%

-38.78%

Volatility

UCC vs. MSTY - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 14.94% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 13.50%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.94%

13.50%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

30.50%

51.91%

-21.41%

Volatility (1Y)

Calculated over the trailing 1-year period

38.87%

64.87%

-26.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.27%

71.81%

-27.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.97%

71.81%

-30.84%

UCC vs. MSTY - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

UCC vs. MSTY - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.24%, less than MSTY's 242.52% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
242.52%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.24%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 MSTY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCC has higher volatility (14.94%) compared to MSTY (13.50%). In terms of maximum drawdown, UCC dropped -83.05% vs MSTY's -77.40%.

On 1-year performance, UCC leads with 7.77% vs -68.96% for MSTY. On fees, UCC is cheaper at 0.95% per year. On volatility, MSTY has been the lower-risk option at 13.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UCC has performed better with a 7.77% return vs -68.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC is cheaper with a 0.95% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 242.52%, compared with 1.24% for UCC.

UCC is categorized as Leveraged Equities, while MSTY is Derivative Income. They also come from different issuers: ProShares and YieldMax. Their fees differ too: 0.95% for UCC and 0.99% for MSTY.

UCC currently has the higher Sharpe Ratio (0.20 vs -1.07), 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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