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UCC vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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 -7.17% return, which is significantly lower than WTIU's 87.83% return.


UCC

1D
0.91%
1M
-2.31%
YTD
-7.17%
6M
-6.64%
1Y
10.16%
3Y*
18.80%
5Y*
0.60%
10Y*
14.07%

WTIU

1D
-1.95%
1M
-8.81%
YTD
87.83%
6M
63.25%
1Y
112.38%
3Y*
5.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
UCC
ProShares Ultra Consumer Services
-7.17%2.21%44.24%26.73%
WTIU
MicroSectors Energy 3X Leveraged ETN
87.83%-17.13%-29.63%-28.42%

Correlation

The correlation between UCC and WTIU is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2023

0.12

The correlation between UCC and WTIU shifts across timeframes, from -0.15 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCC vs. WTIU — 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

WTIU
WTIU Risk / Return Rank: 4747
Overall Rank
WTIU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 4242
Sortino Ratio Rank
WTIU Omega Ratio Rank: 4141
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5959
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
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. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


UCCWTIUDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.19

Calmar ratioReturn relative to maximum drawdown

0.35

2.89

-2.54

Martin ratioReturn relative to average drawdown

1.01

7.08

-6.08

UCC vs. WTIU - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.28, which is lower than the WTIU Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of UCC and WTIU, 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


UCCWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.68

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.10

+0.43

Drawdowns

UCC vs. WTIU - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for UCC and WTIU.


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Drawdown Indicators


UCCWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-75.73%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-39.11%

+9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-75.73%

+27.72%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

Current Drawdown

Current decline from peak

-17.12%

-33.42%

+16.30%

Average Drawdown

Average peak-to-trough decline

-21.80%

-39.18%

+17.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

15.92%

-5.78%

Volatility

UCC vs. WTIU - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 10.36%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.11%. This indicates that UCC experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCCWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

27.11%

-16.75%

Volatility (6M)

Calculated over the trailing 6-month period

26.43%

54.96%

-28.53%

Volatility (1Y)

Calculated over the trailing 1-year period

36.20%

67.43%

-31.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

70.58%

-26.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.61%

70.58%

-29.97%

UCC vs. WTIU - Expense Ratio Comparison

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


Dividends

UCC vs. WTIU - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.17%, while WTIU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UCC
ProShares Ultra Consumer Services
1.17%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCC and WTIU 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.

WTIU has higher volatility (27.11%) compared to UCC (10.36%). In terms of maximum drawdown, UCC dropped -83.05% vs WTIU's -75.73%.

On 3-year performance, UCC leads with 18.80% vs 5.95% for WTIU. Both ETFs have the same 0.95% expense ratio. On volatility, UCC has been the lower-risk option at 10.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UCC has performed better with a 18.80% return vs 5.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UCC has the higher dividend yield at 1.17%, compared with 0.00% for WTIU.

UCC tracks Dow Jones U.S. Consumer Services Index (200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.

WTIU currently has the higher Sharpe Ratio (1.68 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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