UCC vs. XDSQ
UCC (ProShares Ultra Consumer Services) and XDSQ (Innovator US Equity Accelerated ETF) are both Leveraged Equities funds. UCC is passively managed, while XDSQ is actively managed. Over the past 5 years, UCC returned 0.42%/yr vs 9.80%/yr for XDSQ. Their correlation of 0.81 suggests significant overlap in exposure. UCC charges 0.95%/yr vs 0.79%/yr for XDSQ.
Performance
UCC vs. XDSQ - Performance Comparison
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Returns By Period
In the year-to-date period, UCC achieves a -8.01% return, which is significantly lower than XDSQ's 2.80% return.
UCC
- 1D
- -1.54%
- 1M
- -2.42%
- YTD
- -8.01%
- 6M
- -8.22%
- 1Y
- 8.56%
- 3Y*
- 18.68%
- 5Y*
- 0.42%
- 10Y*
- 14.02%
XDSQ
- 1D
- 0.01%
- 1M
- 1.59%
- YTD
- 2.80%
- 6M
- 3.86%
- 1Y
- 15.98%
- 3Y*
- 15.02%
- 5Y*
- 9.80%
- 10Y*
- —
UCC vs. XDSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UCC ProShares Ultra Consumer Services | -8.01% | 2.21% | 44.24% | 61.67% | -57.59% | 10.49% |
XDSQ Innovator US Equity Accelerated ETF | 2.80% | 14.22% | 23.12% | 23.00% | -16.78% | 12.75% |
Correlation
The correlation between UCC and XDSQ is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021 | 0.81 |
The correlation between UCC and XDSQ has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
UCC vs. XDSQ — Risk / Return Rank
UCC
XDSQ
UCC vs. XDSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) and Innovator US Equity Accelerated ETF (XDSQ). 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.
| UCC | XDSQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.32 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.67 | -1.38 |
| Martin ratioReturn relative to average drawdown | 0.85 | 7.97 | -7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UCC | XDSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 1.52 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.65 | -0.64 |
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 | 0.69 | -0.36 |
Drawdowns
UCC vs. XDSQ - Drawdown Comparison
The maximum UCC drawdown since its inception was -83.05%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for UCC and XDSQ.
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Drawdown Indicators
| UCC | XDSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.05% | -26.06% | -56.99% |
Max Drawdown (1Y)Largest decline over 1 year | -29.14% | -9.60% | -19.54% |
Max Drawdown (3Y)Largest decline over 3 years | -48.01% | -19.15% | -28.86% |
Max Drawdown (5Y)Largest decline over 5 years | -61.77% | -26.06% | -35.71% |
Max Drawdown (10Y)Largest decline over 10 years | -61.77% | — | — |
Current DrawdownCurrent decline from peak | -17.87% | 0.00% | -17.87% |
Average DrawdownAverage peak-to-trough decline | -21.81% | -4.96% | -16.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.10% | 2.01% | +8.09% |
Volatility
UCC vs. XDSQ - Volatility Comparison
ProShares Ultra Consumer Services (UCC) has a higher volatility of 10.35% compared to Innovator US Equity Accelerated ETF (XDSQ) at 0.57%. This indicates that UCC's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UCC | XDSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 0.57% | +9.78% |
Volatility (6M)Calculated over the trailing 6-month period | 26.42% | 8.40% | +18.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.21% | 10.56% | +25.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.60% | 15.27% | +28.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.62% | 15.10% | +25.52% |
UCC vs. XDSQ - Expense Ratio Comparison
UCC has a 0.95% expense ratio, which is higher than XDSQ's 0.79% expense ratio.
Dividends
UCC vs. XDSQ - Dividend Comparison
UCC's dividend yield for the trailing twelve months is around 1.18%, while XDSQ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDSQ Innovator US Equity Accelerated ETF | 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 XDSQ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UCC has higher volatility (10.35%) compared to XDSQ (0.57%). In terms of maximum drawdown, UCC dropped -83.05% vs XDSQ's -26.06%.
On 5-year performance, XDSQ leads with 9.80% vs 0.42% for UCC. On fees, XDSQ is cheaper at 0.79% per year. On volatility, XDSQ has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, XDSQ has performed better with a 9.80% return vs 0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XDSQ is cheaper with a 0.79% expense ratio, compared with 0.95% for UCC.
UCC has the higher dividend yield at 1.18%, compared with 0.00% for XDSQ.
They also come from different issuers: ProShares and Innovator. Their fees differ too: 0.95% for UCC and 0.79% for XDSQ.
XDSQ currently has the higher Sharpe Ratio (1.52 vs 0.24), 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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