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UGE vs. BITO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGE vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Goods (UGE) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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UGE vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UGE
ProShares Ultra Consumer Goods
10.58%-5.21%16.40%2.38%-46.78%20.71%
BITO
ProShares Bitcoin Strategy ETF
-23.25%-11.19%104.45%137.33%-63.91%-31.09%

Returns By Period

In the year-to-date period, UGE achieves a 10.58% return, which is significantly higher than BITO's -23.25% return.


UGE

1D
0.60%
1M
-16.60%
YTD
10.58%
6M
8.04%
1Y
-1.93%
3Y*
3.56%
5Y*
-1.67%
10Y*
7.86%

BITO

1D
1.75%
1M
2.92%
YTD
-23.25%
6M
-41.96%
1Y
-21.48%
3Y*
24.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGE vs. BITO - Expense Ratio Comparison

Both UGE and BITO have an expense ratio of 0.95%.


Return for Risk

UGE vs. BITO — Risk / Return Rank

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

UGE
UGE Risk / Return Rank: 1212
Overall Rank
UGE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UGE Sortino Ratio Rank: 1111
Sortino Ratio Rank
UGE Omega Ratio Rank: 1111
Omega Ratio Rank
UGE Calmar Ratio Rank: 1313
Calmar Ratio Rank
UGE Martin Ratio Rank: 1313
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 55
Overall Rank
BITO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 55
Sortino Ratio Rank
BITO Omega Ratio Rank: 55
Omega Ratio Rank
BITO Calmar Ratio Rank: 55
Calmar Ratio Rank
BITO Martin Ratio Rank: 55
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.

UGE vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Goods (UGE) and ProShares Bitcoin Strategy ETF (BITO). 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.


UGEBITODifference

Sharpe ratio

Return per unit of total volatility

-0.07

-0.48

+0.41

Sortino ratio

Return per unit of downside risk

0.10

-0.43

+0.52

Omega ratio

Gain probability vs. loss probability

1.01

0.95

+0.06

Calmar ratio

Return relative to maximum drawdown

0.05

-0.46

+0.51

Martin ratio

Return relative to average drawdown

0.12

-0.97

+1.09

UGE vs. BITO - Sharpe Ratio Comparison

The current UGE Sharpe Ratio is -0.07, which is higher than the BITO Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of UGE and BITO, 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


UGEBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.48

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.08

+0.42

Correlation

The correlation between UGE and BITO is 0.23, 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

UGE vs. BITO - Dividend Comparison

UGE's dividend yield for the trailing twelve months is around 2.20%, less than BITO's 84.71% yield.


TTM20252024202320222021202020192018201720162015
UGE
ProShares Ultra Consumer Goods
2.20%2.54%1.43%1.20%0.74%0.20%0.41%0.86%0.76%0.68%0.76%0.60%
BITO
ProShares Bitcoin Strategy ETF
84.71%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UGE vs. BITO - Drawdown Comparison

The maximum UGE drawdown since its inception was -71.36%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for UGE and BITO.


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Drawdown Indicators


UGEBITODifference

Max Drawdown

Largest peak-to-trough decline

-71.36%

-77.86%

+6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-18.94%

-50.05%

+31.11%

Max Drawdown (5Y)

Largest decline over 5 years

-56.55%

Max Drawdown (10Y)

Largest decline over 10 years

-57.14%

Current Drawdown

Current decline from peak

-37.53%

-47.07%

+9.54%

Average Drawdown

Average peak-to-trough decline

-18.57%

-36.56%

+17.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.63%

23.55%

-14.92%

Volatility

UGE vs. BITO - Volatility Comparison

The current volatility for ProShares Ultra Consumer Goods (UGE) is 8.12%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 12.89%. This indicates that UGE experiences smaller price fluctuations and is considered to be less risky than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGEBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

12.89%

-4.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.70%

36.69%

-17.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.76%

45.35%

-17.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.24%

55.79%

-24.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.98%

55.79%

-22.81%