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UCC vs. MVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. MVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and ProShares Ultra Midcap 400 (MVV). 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 -8.01% return, which is significantly lower than MVV's 25.92% return. Both investments have delivered pretty close results over the past 10 years, with UCC having a 14.02% annualized return and MVV not far behind at 13.66%.


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%

MVV

1D
-0.14%
1M
7.36%
YTD
25.92%
6M
25.76%
1Y
44.85%
3Y*
22.13%
5Y*
6.59%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. MVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-8.01%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
MVV
ProShares Ultra Midcap 400
25.92%3.48%17.75%22.51%-31.96%48.57%6.20%49.50%-25.44%30.81%

Correlation

The correlation between UCC and MVV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.69

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

0.75

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

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2007

0.73

The correlation between UCC and MVV has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.

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Return for Risk

UCC vs. MVV — 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: 1212
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1313
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

MVV
MVV Risk / Return Rank: 4444
Overall Rank
MVV Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MVV Sortino Ratio Rank: 4141
Sortino Ratio Rank
MVV Omega Ratio Rank: 3838
Omega Ratio Rank
MVV Calmar Ratio Rank: 5252
Calmar Ratio Rank
MVV Martin Ratio Rank: 5151
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. MVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and ProShares Ultra Midcap 400 (MVV). 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.


UCCMVVDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratioReturn relative to maximum drawdown

0.30

2.55

-2.25

Martin ratioReturn relative to average drawdown

0.85

8.74

-7.89

UCC vs. MVV - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.24, which is lower than the MVV Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of UCC and MVV, 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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Sharpe Ratios by Period


UCCMVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.45

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.17

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.32

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.26

+0.07

Drawdowns

UCC vs. MVV - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, roughly equal to the maximum MVV drawdown of -85.54%. Use the drawdown chart below to compare losses from any high point for UCC and MVV.


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Drawdown Indicators


UCCMVVDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-85.54%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-17.68%

-11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-44.80%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-45.53%

-16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-69.19%

+7.42%

Current Drawdown

Current decline from peak

-17.87%

-0.14%

-17.73%

Average Drawdown

Average peak-to-trough decline

-21.81%

-20.55%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.10%

5.14%

+4.96%

Volatility

UCC vs. MVV - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 10.35% compared to ProShares Ultra Midcap 400 (MVV) at 8.53%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than MVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCMVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

8.53%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

26.42%

22.65%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

36.21%

31.22%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

39.63%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.62%

42.36%

-1.74%

UCC vs. MVV - Expense Ratio Comparison

Both UCC and MVV have an expense ratio of 0.95%.


Dividends

UCC vs. MVV - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, more than MVV's 0.68% yield.


PositionTTM20252024202320222021202020192018201720162015
MVV
ProShares Ultra Midcap 400
0.68%0.77%0.39%0.77%0.93%0.16%0.29%0.62%0.62%0.21%0.43%0.17%
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 MVV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCC has higher volatility (10.35%) compared to MVV (8.53%). In terms of maximum drawdown, UCC dropped -83.05% vs MVV's -85.54%.

On 10-year performance, UCC leads with 14.02% vs 13.66% for MVV. Both ETFs have the same 0.95% expense ratio. On volatility, MVV has been the lower-risk option at 8.53%. 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 14.02% return vs 13.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC and MVV have the same expense ratio: 0.95% per year.

UCC has the higher dividend yield at 1.18%, compared with 0.68% for MVV.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while MVV tracks S&P MidCap 400 Index (200%).

MVV currently has the higher Sharpe Ratio (1.45 vs 0.24), 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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