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UGL vs. EET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGL vs. EET - Performance Comparison

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

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Returns By Period

In the year-to-date period, UGL achieves a -17.71% return, which is significantly lower than EET's 31.08% return. Over the past 10 years, UGL has outperformed EET with an annualized return of 15.87%, while EET has yielded a comparatively lower 9.47% annualized return.


UGL

1D
-8.18%
1M
-26.39%
YTD
-17.71%
6M
-15.29%
1Y
29.54%
3Y*
44.14%
5Y*
23.12%
10Y*
15.87%

EET

1D
-3.33%
1M
-10.92%
YTD
31.08%
6M
32.45%
1Y
73.61%
3Y*
30.02%
5Y*
1.12%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGL vs. EET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
-17.71%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
EET
ProShares Ultra MSCI Emerging Markets
31.08%63.14%2.88%7.06%-43.07%-10.93%18.92%31.87%-33.84%82.41%

Correlation

The correlation between UGL and EET is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.35

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

0.32

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2009

0.21

The correlation between UGL and EET shifts across timeframes, from 0.21 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UGL vs. EET — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 2020
Overall Rank
UGL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2121
Sortino Ratio Rank
UGL Omega Ratio Rank: 2424
Omega Ratio Rank
UGL Calmar Ratio Rank: 1818
Calmar Ratio Rank
UGL Martin Ratio Rank: 1818
Martin Ratio Rank

EET
EET Risk / Return Rank: 6161
Overall Rank
EET Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EET Sortino Ratio Rank: 5353
Sortino Ratio Rank
EET Omega Ratio Rank: 6161
Omega Ratio Rank
EET Calmar Ratio Rank: 6666
Calmar Ratio Rank
EET Martin Ratio Rank: 6464
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. EET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) and ProShares Ultra MSCI Emerging Markets (EET). 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.


UGLEETDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

0.64

2.80

-2.17

Martin ratioReturn relative to average drawdown

1.71

9.91

-8.20

UGL vs. EET - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 0.55, which is lower than the EET Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of UGL and EET, 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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Sharpe Ratios by Period


UGLEETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.75

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.03

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.23

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.10

+0.26

Drawdowns

UGL vs. EET - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, which is greater than EET's maximum drawdown of -71.66%. Use the drawdown chart below to compare losses from any high point for UGL and EET.


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Drawdown Indicators


UGLEETDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-71.66%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-46.64%

-26.38%

-20.26%

Max Drawdown (3Y)

Largest decline over 3 years

-46.64%

-34.89%

-11.75%

Max Drawdown (5Y)

Largest decline over 5 years

-46.64%

-64.51%

+17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-46.64%

-69.07%

+22.43%

Current Drawdown

Current decline from peak

-46.64%

-17.10%

-29.54%

Average Drawdown

Average peak-to-trough decline

-43.62%

-37.23%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.34%

7.45%

+9.89%

Volatility

UGL vs. EET - Volatility Comparison

The current volatility for ProShares Ultra Gold (UGL) is 13.61%, while ProShares Ultra MSCI Emerging Markets (EET) has a volatility of 21.77%. This indicates that UGL experiences smaller price fluctuations and is considered to be less risky than EET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLEETDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

21.77%

-8.16%

Volatility (6M)

Calculated over the trailing 6-month period

48.29%

37.86%

+10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

54.08%

42.20%

+11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.54%

38.31%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

40.80%

-8.27%

UGL vs. EET - Expense Ratio Comparison

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


Dividends

UGL vs. EET - Dividend Comparison

UGL has not paid dividends to shareholders, while EET's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM20252024202320222021202020192018
EET
ProShares Ultra MSCI Emerging Markets
1.44%1.82%3.85%2.14%0.00%0.00%0.01%1.40%0.16%
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UGL and EET have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EET has higher volatility (21.77%) compared to UGL (13.61%). In terms of maximum drawdown, UGL dropped -75.93% vs EET's -71.66%.

On 10-year performance, UGL leads with 15.87% vs 9.47% for EET. Both ETFs have the same 0.95% expense ratio. On volatility, UGL has been the lower-risk option at 13.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGL has performed better with a 15.87% return vs 9.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGL and EET have the same expense ratio: 0.95% per year.

EET has the higher dividend yield at 1.44%, compared with 0.00% for UGL.

UGL is categorized as Leveraged Commodities, while EET is Leveraged Equities. UGL tracks Bloomberg Gold Subindex (200%), while EET tracks MSCI Emerging Markets Index (200%).

EET currently has the higher Sharpe Ratio (1.75 vs 0.55), 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.

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