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UCO vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCO vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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UCO vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
92.55%-29.75%5.36%-13.89%39.71%139.26%-92.91%53.83%-43.26%0.34%
USD
ProShares Ultra Semiconductors
-4.90%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Returns By Period

In the year-to-date period, UCO achieves a 92.55% return, which is significantly higher than USD's -4.90% return. Over the past 10 years, UCO has underperformed USD with an annualized return of -9.67%, while USD has yielded a comparatively higher 50.62% annualized return.


UCO

1D
-5.34%
1M
34.20%
YTD
92.55%
6M
67.42%
1Y
37.47%
3Y*
12.01%
5Y*
21.35%
10Y*
-9.67%

USD

1D
4.03%
1M
-7.90%
YTD
-4.90%
6M
-1.21%
1Y
145.25%
3Y*
90.90%
5Y*
44.58%
10Y*
50.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCO vs. USD - Expense Ratio Comparison

Both UCO and USD have an expense ratio of 0.95%.


Return for Risk

UCO vs. USD — Risk / Return Rank

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

UCO
UCO Risk / Return Rank: 3535
Overall Rank
UCO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 4040
Sortino Ratio Rank
UCO Omega Ratio Rank: 3636
Omega Ratio Rank
UCO Calmar Ratio Rank: 4040
Calmar Ratio Rank
UCO Martin Ratio Rank: 2424
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Crude Oil (UCO) and ProShares Ultra Semiconductors (USD). 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.


UCOUSDDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.90

-1.24

Sortino ratio

Return per unit of downside risk

1.20

2.44

-1.24

Omega ratio

Gain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratio

Return relative to maximum drawdown

1.08

4.67

-3.59

Martin ratio

Return relative to average drawdown

1.80

12.81

-11.00

UCO vs. USD - Sharpe Ratio Comparison

The current UCO Sharpe Ratio is 0.66, which is lower than the USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of UCO and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UCOUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.90

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.59

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.74

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.41

-0.77

Correlation

The correlation between UCO and USD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UCO vs. USD - Dividend Comparison

UCO has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.48%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

UCO vs. USD - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.95%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for UCO and USD.


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Drawdown Indicators


UCOUSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-88.63%

-11.32%

Max Drawdown (1Y)

Largest decline over 1 year

-34.77%

-31.80%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

-77.85%

+10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

-77.85%

-20.90%

Current Drawdown

Current decline from peak

-99.40%

-21.24%

-78.16%

Average Drawdown

Average peak-to-trough decline

-85.35%

-32.60%

-52.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.76%

11.60%

+9.16%

Volatility

UCO vs. USD - Volatility Comparison

ProShares Ultra Bloomberg Crude Oil (UCO) has a higher volatility of 25.64% compared to ProShares Ultra Semiconductors (USD) at 21.67%. This indicates that UCO's price experiences larger fluctuations and is considered to be riskier than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCOUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.64%

21.67%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

40.74%

48.73%

-7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

57.38%

77.08%

-19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.11%

76.24%

-17.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.31%

68.85%

+2.46%