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UGL vs. BITO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGL vs. BITO - Performance Comparison

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

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UGL vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UGL
ProShares Ultra Gold
14.36%137.57%46.36%15.56%-7.59%6.03%
BITO
ProShares Bitcoin Strategy ETF
-22.79%-11.19%104.45%137.33%-63.91%-31.09%

Returns By Period

In the year-to-date period, UGL achieves a 14.36% return, which is significantly higher than BITO's -22.79% return.


UGL

1D
3.30%
1M
-21.80%
YTD
14.36%
6M
37.39%
1Y
98.00%
3Y*
59.13%
5Y*
35.67%
10Y*
20.61%

BITO

1D
0.60%
1M
-1.72%
YTD
-22.79%
6M
-43.10%
1Y
-23.27%
3Y*
24.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGL vs. BITO - Expense Ratio Comparison

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


Return for Risk

UGL vs. BITO — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 8181
Overall Rank
UGL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 7979
Sortino Ratio Rank
UGL Omega Ratio Rank: 7979
Omega Ratio Rank
UGL Calmar Ratio Rank: 8484
Calmar Ratio Rank
UGL Martin Ratio Rank: 7878
Martin Ratio Rank

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

UGL vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) 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.


UGLBITODifference

Sharpe ratio

Return per unit of total volatility

1.78

-0.52

+2.29

Sortino ratio

Return per unit of downside risk

2.11

-0.50

+2.61

Omega ratio

Gain probability vs. loss probability

1.31

0.94

+0.37

Calmar ratio

Return relative to maximum drawdown

2.59

-0.42

+3.01

Martin ratio

Return relative to average drawdown

8.76

-0.89

+9.64

UGL vs. BITO - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 1.78, which is higher than the BITO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of UGL 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


UGLBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

-0.52

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.08

+0.50

Correlation

The correlation between UGL and BITO is 0.10, 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

UGL vs. BITO - Dividend Comparison

UGL has not paid dividends to shareholders, while BITO's dividend yield for the trailing twelve months is around 80.47%.


TTM202520242023
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF
80.47%78.29%61.59%15.14%

Drawdowns

UGL vs. BITO - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, roughly equal to the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for UGL and BITO.


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Drawdown Indicators


UGLBITODifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-77.86%

+1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

-50.05%

+12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

Current Drawdown

Current decline from peak

-25.85%

-46.75%

+20.90%

Average Drawdown

Average peak-to-trough decline

-43.76%

-36.57%

-7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

23.73%

-12.62%

Volatility

UGL vs. BITO - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 20.81% compared to ProShares Bitcoin Strategy ETF (BITO) at 12.84%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier 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


UGLBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.81%

12.84%

+7.97%

Volatility (6M)

Calculated over the trailing 6-month period

49.09%

36.71%

+12.38%

Volatility (1Y)

Calculated over the trailing 1-year period

55.46%

45.32%

+10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.70%

55.77%

-20.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.19%

55.77%

-23.58%