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UGL vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGL vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and Pacific Global Senior Loan ETF (FLRT). 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 -2.16% return, which is significantly lower than FLRT's 1.83% return. Over the past 10 years, UGL has outperformed FLRT with an annualized return of 18.45%, while FLRT has yielded a comparatively lower 5.00% annualized return.


UGL

1D
-2.00%
1M
-3.96%
YTD
-2.16%
6M
1.78%
1Y
51.67%
3Y*
53.18%
5Y*
27.00%
10Y*
18.45%

FLRT

1D
-0.15%
1M
0.90%
YTD
1.83%
6M
2.55%
1Y
6.08%
3Y*
8.90%
5Y*
5.98%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGL vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
-2.16%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
FLRT
Pacific Global Senior Loan ETF
1.83%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%

Correlation

The correlation between UGL and FLRT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.01

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

0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2015

0.05

The correlation between UGL and FLRT shifts across timeframes, from -0.08 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UGL vs. FLRT — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 2727
Overall Rank
UGL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2626
Sortino Ratio Rank
UGL Omega Ratio Rank: 3131
Omega Ratio Rank
UGL Calmar Ratio Rank: 2828
Calmar Ratio Rank
UGL Martin Ratio Rank: 2424
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8585
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6868
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. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) and Pacific Global Senior Loan ETF (FLRT). 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.


UGLFLRTDifference

Sharpe ratio

Return per unit of total volatility

0.98

3.89

-2.90

Sortino ratio

Return per unit of downside risk

1.43

6.03

-4.60

Omega ratio

Gain probability vs. loss probability

1.21

1.95

-0.73

Calmar ratio

Return relative to maximum drawdown

1.38

3.43

-2.05

Martin ratio

Return relative to average drawdown

3.17

12.62

-9.45

UGL vs. FLRT - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 0.98, which is lower than the FLRT Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of UGL and FLRT, 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


UGLFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

3.89

-2.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

2.61

-1.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.81

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.75

-0.36

Drawdowns

UGL vs. FLRT - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, which is greater than FLRT's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for UGL and FLRT.


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Drawdown Indicators


UGLFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-20.96%

-54.97%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

-1.78%

-35.78%

Max Drawdown (3Y)

Largest decline over 3 years

-37.56%

-2.87%

-34.69%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

-7.60%

-32.63%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-20.96%

-25.27%

Current Drawdown

Current decline from peak

-36.56%

-0.15%

-36.41%

Average Drawdown

Average peak-to-trough decline

-43.63%

-1.41%

-42.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.35%

0.48%

+15.87%

Volatility

UGL vs. FLRT - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 11.03% compared to Pacific Global Senior Loan ETF (FLRT) at 0.40%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

0.40%

+10.63%

Volatility (6M)

Calculated over the trailing 6-month period

46.81%

1.19%

+45.62%

Volatility (1Y)

Calculated over the trailing 1-year period

52.91%

1.57%

+51.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.18%

2.30%

+33.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.34%

6.17%

+26.17%

UGL vs. FLRT - Expense Ratio Comparison

UGL has a 0.95% expense ratio, which is higher than FLRT's 0.69% expense ratio.


Dividends

UGL vs. FLRT - Dividend Comparison

UGL has not paid dividends to shareholders, while FLRT's dividend yield for the trailing twelve months is around 6.81%.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UGL and FLRT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGL has higher volatility (11.03%) compared to FLRT (0.40%). In terms of maximum drawdown, UGL dropped -75.93% vs FLRT's -20.96%.

On 10-year performance, UGL leads with 18.45% vs 5.00% for FLRT. On fees, FLRT is cheaper at 0.69% per year. On volatility, FLRT has been the lower-risk option at 0.40%. 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 18.45% return vs 5.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLRT is cheaper with a 0.69% expense ratio, compared with 0.95% for UGL.

FLRT has the higher dividend yield at 6.81%, compared with 0.00% for UGL.

UGL is categorized as Leveraged Commodities, while FLRT is High Yield Bonds. They also come from different issuers: ProShares and Pacific Life. Their fees differ too: 0.95% for UGL and 0.69% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.89 vs 0.98), 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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