UCC vs. UYG
UCC (ProShares Ultra Consumer Services) and UYG (ProShares Ultra Financials) are both Leveraged Equities funds from ProShares - UCC tracks the Dow Jones U.S. Consumer Services Index (200%) while UYG tracks the Dow Jones U.S. Financials Index (200%). Both are passively managed. Over the past 10 years, UCC returned 14.04%/yr vs 17.86%/yr for UYG. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.95% expense ratio.
Performance
UCC vs. UYG - Performance Comparison
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Returns By Period
In the year-to-date period, UCC achieves a -7.66% return, which is significantly lower than UYG's -6.07% return. Over the past 10 years, UCC has underperformed UYG with an annualized return of 14.04%, while UYG has yielded a comparatively higher 17.86% annualized return.
UCC
- 1D
- 4.96%
- 1M
- -6.77%
- YTD
- -7.66%
- 6M
- -9.78%
- 1Y
- 6.60%
- 3Y*
- 12.75%
- 5Y*
- -0.70%
- 10Y*
- 14.04%
UYG
- 1D
- 0.57%
- 1M
- 8.68%
- YTD
- -6.07%
- 6M
- -7.75%
- 1Y
- 2.00%
- 3Y*
- 28.65%
- 5Y*
- 11.86%
- 10Y*
- 17.86%
UCC vs. UYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UCC ProShares Ultra Consumer Services | -7.66% | 2.21% | 44.24% | 61.67% | -57.59% | 20.92% | 46.55% | 53.76% | -4.94% | 42.05% |
UYG ProShares Ultra Financials | -6.07% | 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 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
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 2, 2007 | 0.65 |
The correlation between UCC and UYG shifts across timeframes, from 0.50 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UCC vs. UYG — Risk / Return Rank
UCC
UYG
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.
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.
| UCC | UYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.04 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 0.07 | +0.16 |
| Martin ratioReturn relative to average drawdown | 0.60 | 0.16 | +0.44 |
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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.
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Drawdown Indicators
| UCC | UYG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -17.56% | -11.29% | -6.27% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -63.18% | +41.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.97% | 12.36% | -1.39% |
Volatility
UCC vs. UYG - Volatility Comparison
ProShares Ultra Consumer Services (UCC) has a higher volatility of 14.17% compared to ProShares Ultra Financials (UYG) at 7.91%. 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.
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Volatility by Period
| UCC | UYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.17% | 7.91% | +6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 28.56% | 22.37% | +6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.16% | 28.95% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 36.12% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.75% | 40.86% | -0.11% |
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 1.25%, less than UYG's 12.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UCC ProShares Ultra Consumer Services | 1.25% | 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 | 12.43% | 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 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UCC has higher volatility (14.17%) compared to UYG (7.91%). In terms of maximum drawdown, UCC dropped -83.05% vs UYG's -97.90%.
On 10-year performance, UYG leads with 17.86% vs 14.04% for UCC. Both ETFs have the same 0.95% expense ratio. On volatility, UYG has been the lower-risk option at 7.91%. 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 17.86% return vs 14.04%. 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 12.43%, compared with 1.25% 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 (0.18 vs 0.07), 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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