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UGL vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGL vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and Grayscale Bitcoin Trust ETF (GBTC). 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 -7.46% return, which is significantly higher than GBTC's -28.07% return. Over the past 10 years, UGL has underperformed GBTC with an annualized return of 17.24%, while GBTC has yielded a comparatively higher 49.25% annualized return.


UGL

1D
0.39%
1M
-16.85%
YTD
-7.46%
6M
-3.00%
1Y
46.99%
3Y*
49.89%
5Y*
25.67%
10Y*
17.24%

GBTC

1D
5.06%
1M
-21.09%
YTD
-28.07%
6M
-30.74%
1Y
-40.20%
3Y*
53.71%
5Y*
10.31%
10Y*
49.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGL vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
-7.46%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
GBTC
Grayscale Bitcoin Trust ETF
-28.07%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between UGL and GBTC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.11

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

0.09

The correlation between UGL and GBTC shifts across timeframes, from 0.09 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UGL vs. GBTC — 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: 2727
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2626
Sortino Ratio Rank
UGL Omega Ratio Rank: 3333
Omega Ratio Rank
UGL Calmar Ratio Rank: 2727
Calmar Ratio Rank
UGL Martin Ratio Rank: 2323
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) and Grayscale Bitcoin Trust ETF (GBTC). 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.


UGLGBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.80

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.20

0.86

+0.34

Calmar ratioReturn relative to maximum drawdown

1.17

-0.77

+1.94

Martin ratioReturn relative to average drawdown

2.79

-1.38

+4.17

UGL vs. GBTC - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 0.89, which is higher than the GBTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of UGL and GBTC, 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


UGLGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.91

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.17

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.60

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.65

-0.27

Drawdowns

UGL vs. GBTC - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for UGL and GBTC.


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Drawdown Indicators


UGLGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-89.91%

+13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-40.22%

-52.45%

+12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-40.22%

-52.45%

+12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

-85.42%

+45.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-89.91%

+43.68%

Current Drawdown

Current decline from peak

-39.99%

-50.05%

+10.06%

Average Drawdown

Average peak-to-trough decline

-43.63%

-43.44%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.88%

29.16%

-12.28%

Volatility

UGL vs. GBTC - Volatility Comparison

ProShares Ultra Gold (UGL) and Grayscale Bitcoin Trust ETF (GBTC) have volatilities of 11.42% and 11.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

11.75%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

47.43%

34.55%

+12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

53.43%

44.19%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

62.40%

-26.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

82.22%

-49.80%

UGL vs. GBTC - Expense Ratio Comparison

UGL has a 0.95% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

UGL vs. GBTC - Dividend Comparison

Neither UGL nor GBTC has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%
UGL
ProShares Ultra Gold
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 GBTC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.75%) compared to UGL (11.42%). In terms of maximum drawdown, UGL dropped -75.93% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 49.25% vs 17.24% for UGL. On fees, UGL is cheaper at 0.95% per year. On volatility, UGL has been the lower-risk option at 11.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 49.25% return vs 17.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGL is cheaper with a 0.95% expense ratio, compared with 1.50% for GBTC.

UGL and GBTC have nearly identical dividend yields, around 0.00%.

UGL is categorized as Leveraged Commodities, while GBTC is Cryptocurrency. UGL tracks Bloomberg Gold Subindex (200%), while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: ProShares and Grayscale. Their fees differ too: 0.95% for UGL and 1.50% for GBTC.

UGL currently has the higher Sharpe Ratio (0.89 vs -0.91), 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.

Portfolio Optimizer

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