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UCO vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCO vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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 81.88% return, which is significantly higher than OILK's 40.78% return.


UCO

1D
-1.26%
1M
-25.61%
YTD
81.88%
6M
76.32%
1Y
42.04%
3Y*
15.38%
5Y*
12.42%
10Y*
19.46%

OILK

1D
-0.59%
1M
-13.38%
YTD
40.78%
6M
38.63%
1Y
27.24%
3Y*
13.91%
5Y*
13.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCO vs. OILK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
81.88%-29.75%5.36%-13.89%39.71%139.26%77.27%53.83%-43.26%0.34%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
40.78%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%

Correlation

The correlation between UCO and OILK is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2016

0.98

The correlation between UCO and OILK has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

UCO vs. OILK — Risk / Return Rank

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

UCO
UCO Risk / Return Rank: 2424
Overall Rank
UCO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 2424
Sortino Ratio Rank
UCO Omega Ratio Rank: 2424
Omega Ratio Rank
UCO Calmar Ratio Rank: 2727
Calmar Ratio Rank
UCO Martin Ratio Rank: 2222
Martin Ratio Rank

OILK
OILK Risk / Return Rank: 2828
Overall Rank
OILK Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 2727
Sortino Ratio Rank
OILK Omega Ratio Rank: 2727
Omega Ratio Rank
OILK Calmar Ratio Rank: 3333
Calmar Ratio Rank
OILK Martin Ratio Rank: 2727
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. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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.


UCOOILKDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratioReturn relative to maximum drawdown

1.30

1.57

-0.27

Martin ratioReturn relative to average drawdown

2.61

3.49

-0.88

UCO vs. OILK - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 0.75, which is comparable to the OILK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of UCO and OILK, 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. OILK - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.86%, which is greater than OILK's maximum drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for UCO and OILK.


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Drawdown Indicators


UCOOILKDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-83.76%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-32.37%

-17.41%

-14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-23.42%

-26.96%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-34.69%

-32.55%

Max Drawdown (10Y)

Largest decline over 10 years

-96.50%

Current Drawdown

Current decline from peak

-85.89%

-17.41%

-68.48%

Average Drawdown

Average peak-to-trough decline

-82.11%

-32.48%

-49.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

7.86%

+8.37%

Volatility

UCO vs. OILK - Volatility Comparison

ProShares Ultra Bloomberg Crude Oil (UCO) has a higher volatility of 16.11% compared to ProShares K-1 Free Crude Oil Strategy ETF (OILK) at 8.02%. This indicates that UCO's price experiences larger fluctuations and is considered to be riskier than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCOOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

8.02%

+8.09%

Volatility (6M)

Calculated over the trailing 6-month period

48.06%

24.07%

+23.99%

Volatility (1Y)

Calculated over the trailing 1-year period

57.57%

29.00%

+28.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.09%

30.27%

+29.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

317.77%

35.96%

+281.81%

UCO vs. OILK - Expense Ratio Comparison

UCO has a 0.95% expense ratio, which is higher than OILK's 0.68% expense ratio.


Dividends

UCO vs. OILK - Dividend Comparison

UCO has not paid dividends to shareholders, while OILK's dividend yield for the trailing twelve months is around 9.54%.


PositionTTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
9.54%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%
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


With a correlation of 1.00, UCO and OILK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UCO has higher volatility (16.11%) compared to OILK (8.02%). In terms of maximum drawdown, UCO dropped -99.86% vs OILK's -83.76%.

On 5-year performance, OILK leads with 13.00% vs 12.42% for UCO. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 8.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OILK has performed better with a 13.00% return vs 12.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 0.95% for UCO.

OILK has the higher dividend yield at 9.54%, compared with 0.00% for UCO.

UCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (200%), while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. Their fees differ too: 0.95% for UCO and 0.68% for OILK.

OILK currently has the higher Sharpe Ratio (0.96 vs 0.75), 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 UCO and OILK

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