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UCC vs. UTSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. UTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and Direxion Daily Utilities Bull 3X Shares (UTSL). 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 UTSL's 6.35% return.


UCC

1D
0.57%
1M
-4.37%
YTD
-8.62%
6M
-10.29%
1Y
12.48%
3Y*
14.37%
5Y*
-0.24%
10Y*
13.99%

UTSL

1D
3.20%
1M
-4.35%
YTD
6.35%
6M
6.90%
1Y
20.28%
3Y*
20.77%
5Y*
8.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. UTSL - 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%16.97%
UTSL
Direxion Daily Utilities Bull 3X Shares
6.35%29.03%54.24%-35.55%-14.06%48.16%-38.58%81.07%-2.27%11.00%

Correlation

The correlation between UCC and UTSL is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.20

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 3, 2017

0.27

The correlation between UCC and UTSL shifts across timeframes, from 0.15 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UCC vs. UTSL — 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

UTSL
UTSL Risk / Return Rank: 1717
Overall Rank
UTSL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UTSL Sortino Ratio Rank: 1818
Sortino Ratio Rank
UTSL Omega Ratio Rank: 1818
Omega Ratio Rank
UTSL Calmar Ratio Rank: 1818
Calmar Ratio Rank
UTSL Martin Ratio Rank: 1616
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. UTSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Direxion Daily Utilities Bull 3X Shares (UTSL). 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.


UCCUTSLDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.08

1.10

-0.03

Calmar ratioReturn relative to maximum drawdown

0.35

0.64

-0.29

Martin ratioReturn relative to average drawdown

0.97

1.30

-0.34

UCC vs. UTSL - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.28, which is lower than the UTSL Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of UCC and UTSL, 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. UTSL - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, roughly equal to the maximum UTSL drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for UCC and UTSL.


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Drawdown Indicators


UCCUTSLDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-79.55%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-28.45%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-46.22%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-68.01%

+6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

Current Drawdown

Current decline from peak

-18.41%

-21.69%

+3.28%

Average Drawdown

Average peak-to-trough decline

-21.80%

-33.19%

+11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

13.87%

-3.42%

Volatility

UCC vs. UTSL - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 12.41%, while Direxion Daily Utilities Bull 3X Shares (UTSL) has a volatility of 17.03%. This indicates that UCC experiences smaller price fluctuations and is considered to be less risky than UTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCUTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

17.03%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

27.05%

35.33%

-8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

36.41%

43.73%

-7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.70%

52.08%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.68%

59.23%

-18.55%

UCC vs. UTSL - Expense Ratio Comparison

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


Dividends

UCC vs. UTSL - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, less than UTSL's 1.71% 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%
UTSL
Direxion Daily Utilities Bull 3X Shares
1.71%1.69%1.61%3.61%1.15%1.19%1.40%5.01%1.46%0.57%0.00%0.00%

Frequently Asked Questions


UCC and UTSL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTSL has higher volatility (17.03%) compared to UCC (12.41%). In terms of maximum drawdown, UCC dropped -83.05% vs UTSL's -79.55%.

On 5-year performance, UTSL leads with 8.66% vs -0.24% for UCC. On fees, UCC is cheaper at 0.95% per year. On volatility, UCC has been the lower-risk option at 12.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UTSL has performed better with a 8.66% return vs -0.24%. 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 UTSL.

UTSL has the higher dividend yield at 1.71%, compared with 1.18% for UCC.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while UTSL tracks Utilities Select Sector Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UCC and 0.99% for UTSL.

UTSL currently has the higher Sharpe Ratio (0.42 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.

Portfolio Optimizer

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