PortfoliosLab logoPortfoliosLab logo
UCC vs. UYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. UYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and ProShares Ultra Financials (UYG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UCC achieves a -10.31% return, which is significantly higher than UYG's -12.27% return. Over the past 10 years, UCC has underperformed UYG with an annualized return of 13.77%, while UYG has yielded a comparatively higher 16.66% annualized return.


UCC

1D
0.47%
1M
-8.32%
YTD
-10.31%
6M
-7.92%
1Y
9.31%
3Y*
15.68%
5Y*
-0.16%
10Y*
13.77%

UYG

1D
-1.25%
1M
2.35%
YTD
-12.27%
6M
-7.44%
1Y
-2.19%
3Y*
27.27%
5Y*
9.44%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. UYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-10.31%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
UYG
ProShares Ultra Financials
-12.27%19.77%55.71%22.14%-32.11%76.26%-20.32%66.15%-22.61%39.28%

Correlation

The correlation between UCC and UYG is 0.53, 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

0.53

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

0.56

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

0.65

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

0.61

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

0.65

The correlation between UCC and UYG shifts across timeframes, from 0.53 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UCC vs. UYG — 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: 1313
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1515
Sortino Ratio Rank
UCC Omega Ratio Rank: 1414
Omega Ratio Rank
UCC Calmar Ratio Rank: 1313
Calmar Ratio Rank
UCC Martin Ratio Rank: 1414
Martin Ratio Rank

UYG
UYG Risk / Return Rank: 99
Overall Rank
UYG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UYG Sortino Ratio Rank: 99
Sortino Ratio Rank
UYG Omega Ratio Rank: 99
Omega Ratio Rank
UYG Calmar Ratio Rank: 99
Calmar Ratio Rank
UYG Martin Ratio Rank: 99
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. UYG - Risk-Adjusted Trends Comparison

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


UCCUYGDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.07

1.01

+0.06

Calmar ratioReturn relative to maximum drawdown

0.32

-0.08

+0.40

Martin ratioReturn relative to average drawdown

0.91

-0.18

+1.09

UCC vs. UYG - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.26, which is higher than the UYG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of UCC and UYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UCCUYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

-0.08

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.26

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.41

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.00

+0.33

Drawdowns

UCC vs. UYG - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum UYG drawdown of -97.90%. Use the drawdown chart below to compare losses from any high point for UCC and UYG.


Loading charts...

Drawdown Indicators


UCCUYGDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-97.90%

+14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-28.91%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-30.35%

-17.66%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-47.77%

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-69.98%

+8.21%

Current Drawdown

Current decline from peak

-19.92%

-17.15%

-2.77%

Average Drawdown

Average peak-to-trough decline

-21.80%

-63.34%

+41.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

12.01%

-1.76%

Volatility

UCC vs. UYG - Volatility Comparison

ProShares Ultra Consumer Services (UCC) has a higher volatility of 10.52% compared to ProShares Ultra Financials (UYG) at 8.39%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than UYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UCCUYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

8.39%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

26.62%

22.38%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

36.03%

29.26%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.62%

36.22%

+7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.65%

41.07%

-0.42%

UCC vs. UYG - Expense Ratio Comparison

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


Dividends

UCC vs. UYG - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.21%, less than UYG's 13.32% yield.


PositionTTM20252024202320222021202020192018201720162015
UCC
ProShares Ultra Consumer Services
1.21%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%
UYG
ProShares Ultra Financials
13.32%11.72%0.51%0.79%0.77%9.39%0.66%0.90%1.28%0.56%0.76%0.72%

Frequently Asked Questions


UCC and UYG have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCC has higher volatility (10.52%) compared to UYG (8.39%). In terms of maximum drawdown, UCC dropped -83.05% vs UYG's -97.90%.

On 10-year performance, UYG leads with 16.66% vs 13.77% for UCC. Both ETFs have the same 0.95% expense ratio. On volatility, UYG has been the lower-risk option at 8.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UYG has performed better with a 16.66% return vs 13.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UYG has the higher dividend yield at 13.32%, compared with 1.21% for UCC.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while UYG tracks Dow Jones U.S. Financials Index (200%).

UCC currently has the higher Sharpe Ratio (0.26 vs -0.08), 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

Find the right allocation for UCC and UYG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer