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UCC vs. URE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. URE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and ProShares Ultra Real Estate (URE). 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 -8.62% return, which is significantly lower than URE's 23.42% return. Over the past 10 years, UCC has outperformed URE with an annualized return of 13.99%, while URE has yielded a comparatively lower 3.72% annualized return.


UCC

1D
0.57%
1M
-4.21%
YTD
-8.62%
6M
-10.29%
1Y
10.10%
3Y*
14.37%
5Y*
-0.24%
10Y*
13.99%

URE

1D
1.83%
1M
4.44%
YTD
23.42%
6M
23.42%
1Y
14.27%
3Y*
10.96%
5Y*
-3.33%
10Y*
3.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. URE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-8.62%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
URE
ProShares Ultra Real Estate
23.42%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%16.56%

Correlation

The correlation between UCC and URE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.40

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

0.51

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

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.55

Over the past year, the correlation between UCC and URE has dropped to 0.32 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

UCC vs. URE — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1414
Overall Rank
UCC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1515
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

URE
URE Risk / Return Rank: 2020
Overall Rank
URE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
URE Sortino Ratio Rank: 1818
Sortino Ratio Rank
URE Omega Ratio Rank: 1919
Omega Ratio Rank
URE Calmar Ratio Rank: 2222
Calmar Ratio Rank
URE 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. URE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and ProShares Ultra Real Estate (URE). 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.


UCCUREDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.35

0.87

-0.52

Martin ratioReturn relative to average drawdown

0.97

2.09

-1.13

UCC vs. URE - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.28, which is lower than the URE Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of UCC and URE, 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. URE - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum URE drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for UCC and URE.


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Drawdown Indicators


UCCUREDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-97.16%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-16.50%

-12.64%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-33.77%

-14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-63.66%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-70.49%

+8.72%

Current Drawdown

Current decline from peak

-18.41%

-48.75%

+30.34%

Average Drawdown

Average peak-to-trough decline

-21.80%

-64.49%

+42.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

6.83%

+3.62%

Volatility

UCC vs. URE - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 12.41% compared to ProShares Ultra Real Estate (URE) at 9.54%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than URE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

9.54%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

27.05%

20.35%

+6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

36.41%

27.52%

+8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.70%

37.38%

+6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.68%

40.58%

+0.10%

UCC vs. URE - Expense Ratio Comparison

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


Dividends

UCC vs. URE - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, less than URE's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
URE
ProShares Ultra Real Estate
1.90%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Frequently Asked Questions


UCC and URE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCC has higher volatility (12.41%) compared to URE (9.54%). In terms of maximum drawdown, UCC dropped -83.05% vs URE's -97.16%.

On 10-year performance, UCC leads with 13.99% vs 3.72% for URE. Both ETFs have the same 0.95% expense ratio. On volatility, URE has been the lower-risk option at 9.54%. 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 13.99% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

URE has the higher dividend yield at 1.90%, compared with 1.18% for UCC.

UCC is categorized as Leveraged Equities, while URE is REIT. UCC tracks Dow Jones U.S. Consumer Services Index (200%), while URE tracks Dow Jones U.S. Real Estate Index (200%).

URE currently has the higher Sharpe Ratio (0.52 vs 0.28), 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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