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UCO vs. LABU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCO vs. LABU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) and Direxion Daily S&P Biotech Bull 3x Shares (LABU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCO achieves a 84.21% return, which is significantly higher than LABU's 44.31% return. Over the past 10 years, UCO has outperformed LABU with an annualized return of 19.62%, while LABU has yielded a comparatively lower -7.38% annualized return.


UCO

1D
-2.87%
1M
-24.66%
YTD
84.21%
6M
80.57%
1Y
27.70%
3Y*
15.87%
5Y*
12.83%
10Y*
19.62%

LABU

1D
11.19%
1M
31.29%
YTD
44.31%
6M
30.68%
1Y
313.64%
3Y*
22.45%
5Y*
-30.40%
10Y*
-7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCO vs. LABU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
84.21%-29.75%5.36%-13.89%39.71%139.26%77.27%53.83%-43.26%0.34%
LABU
Direxion Daily S&P Biotech Bull 3x Shares
44.31%79.17%-26.02%-13.41%-80.36%-64.15%74.66%75.50%-57.61%149.12%

Correlation

The correlation between UCO and LABU is -0.28, 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

-0.28

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

-0.11

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

-0.00

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 28, 2015

0.11

The correlation between UCO and LABU shifts across timeframes, from -0.28 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UCO vs. LABU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UCO
UCO Risk / Return Rank: 1818
Overall Rank
UCO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 1919
Sortino Ratio Rank
UCO Omega Ratio Rank: 1818
Omega Ratio Rank
UCO Calmar Ratio Rank: 2020
Calmar Ratio Rank
UCO Martin Ratio Rank: 1616
Martin Ratio Rank

LABU
LABU Risk / Return Rank: 9090
Overall Rank
LABU Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 8585
Sortino Ratio Rank
LABU Omega Ratio Rank: 7676
Omega Ratio Rank
LABU Calmar Ratio Rank: 9797
Calmar Ratio Rank
LABU Martin Ratio Rank: 9595
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.

UCO vs. LABU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and Direxion Daily S&P Biotech Bull 3x Shares (LABU). 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.


UCOLABUDifference
Sharpe ratioReturn per unit of total volatility

-3.53

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratioReturn relative to maximum drawdown

0.87

10.29

-9.42

Martin ratioReturn relative to average drawdown

1.72

28.91

-27.18

UCO vs. LABU - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 0.48, which is lower than the LABU Sharpe Ratio of 4.01. The chart below compares the historical Sharpe Ratios of UCO and LABU, 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

UCO vs. LABU - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.86%, roughly equal to the maximum LABU drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for UCO and LABU.


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Drawdown Indicators


UCOLABUDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-99.18%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-31.96%

-30.70%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-78.30%

+27.92%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-97.59%

+30.35%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

-98.96%

+2.46%

Current Drawdown

Current decline from peak

-85.71%

-94.92%

+9.21%

Average Drawdown

Average peak-to-trough decline

-82.11%

-81.71%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.90%

10.91%

+7.99%

Volatility

UCO vs. LABU - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Crude Oil (UCO) is 16.18%, while Direxion Daily S&P Biotech Bull 3x Shares (LABU) has a volatility of 29.77%. This indicates that UCO experiences smaller price fluctuations and is considered to be less risky than LABU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCOLABUDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.18%

29.77%

-13.59%

Volatility (6M)

Calculated over the trailing 6-month period

48.09%

63.11%

-15.02%

Volatility (1Y)

Calculated over the trailing 1-year period

57.66%

78.92%

-21.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.09%

95.94%

-35.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

317.79%

95.55%

+222.24%

UCO vs. LABU - Expense Ratio Comparison

UCO has a 0.95% expense ratio, which is lower than LABU's 1.12% expense ratio.


Dividends

UCO vs. LABU - Dividend Comparison

UCO has not paid dividends to shareholders, while LABU's dividend yield for the trailing twelve months is around 0.54%.


PositionTTM202520242023202220212020201920182017
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.54%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCO and LABU have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABU has higher volatility (29.77%) compared to UCO (16.18%). In terms of maximum drawdown, UCO dropped -99.86% vs LABU's -99.18%.

On 10-year performance, UCO leads with 19.62% vs -7.38% for LABU. On fees, UCO is cheaper at 0.95% per year. On volatility, UCO has been the lower-risk option at 16.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCO has performed better with a 19.62% return vs -7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCO is cheaper with a 0.95% expense ratio, compared with 1.12% for LABU.

LABU has the higher dividend yield at 0.54%, compared with 0.00% for UCO.

UCO is categorized as Oil & Gas, while LABU is Leveraged Equities. UCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (200%), while LABU tracks S&P Biotechnology Select Industry Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UCO and 1.12% for LABU.

LABU currently has the higher Sharpe Ratio (4.01 vs 0.48), 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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