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UGL vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGL vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and SPDR Gold Shares (GLD). 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 -13.71% return, which is significantly lower than GLD's -2.96% return. Over the past 10 years, UGL has outperformed GLD with an annualized return of 15.67%, while GLD has yielded a comparatively lower 11.80% annualized return.


UGL

1D
-1.26%
1M
-14.52%
YTD
-13.71%
6M
-19.44%
1Y
33.27%
3Y*
48.67%
5Y*
27.21%
10Y*
15.67%

GLD

1D
-0.65%
1M
-7.06%
YTD
-2.96%
6M
-5.79%
1Y
24.01%
3Y*
29.23%
5Y*
18.28%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGL vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
-13.71%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
GLD
SPDR Gold Shares
-2.96%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between UGL and GLD is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2008

0.99

The correlation between UGL and GLD has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

UGL vs. GLD — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 1919
Overall Rank
UGL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2020
Sortino Ratio Rank
UGL Omega Ratio Rank: 2323
Omega Ratio Rank
UGL Calmar Ratio Rank: 1717
Calmar Ratio Rank
UGL Martin Ratio Rank: 1717
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2424
Overall Rank
GLD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2323
Sortino Ratio Rank
GLD Omega Ratio Rank: 2727
Omega Ratio Rank
GLD Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLD Martin Ratio Rank: 2222
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. GLD - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UGLGLDDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.16

1.18

-0.03

Calmar ratioReturn relative to maximum drawdown

0.72

0.99

-0.27

Martin ratioReturn relative to average drawdown

1.79

2.68

-0.89

UGL vs. GLD - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 0.61, which is lower than the GLD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of UGL and GLD, 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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Drawdowns

UGL vs. GLD - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for UGL and GLD.


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Drawdown Indicators


UGLGLDDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-45.56%

-30.37%

Max Drawdown (1Y)

Largest decline over 1 year

-46.64%

-24.46%

-22.18%

Max Drawdown (3Y)

Largest decline over 3 years

-46.64%

-24.46%

-22.18%

Max Drawdown (5Y)

Largest decline over 5 years

-46.64%

-24.46%

-22.18%

Max Drawdown (10Y)

Largest decline over 10 years

-46.64%

-24.46%

-22.18%

Current Drawdown

Current decline from peak

-44.04%

-22.45%

-21.59%

Average Drawdown

Average peak-to-trough decline

-43.62%

-16.16%

-27.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.65%

8.97%

+9.68%

Volatility

UGL vs. GLD - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 16.05% compared to SPDR Gold Shares (GLD) at 8.05%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.05%

8.05%

+8.00%

Volatility (6M)

Calculated over the trailing 6-month period

49.06%

24.31%

+24.75%

Volatility (1Y)

Calculated over the trailing 1-year period

54.78%

27.56%

+27.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.61%

18.22%

+18.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.63%

16.10%

+16.53%

UGL vs. GLD - Expense Ratio Comparison

UGL has a 0.95% expense ratio, which is higher than GLD's 0.40% expense ratio.


Dividends

UGL vs. GLD - Dividend Comparison

Neither UGL nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, UGL and GLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UGL has higher volatility (16.05%) compared to GLD (8.05%). In terms of maximum drawdown, UGL dropped -75.93% vs GLD's -45.56%.

On 10-year performance, UGL leads with 15.67% vs 11.80% for GLD. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 8.05%. 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 15.67% return vs 11.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 0.95% for UGL.

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

UGL is categorized as Leveraged Commodities, while GLD is Gold. UGL tracks Bloomberg Gold Subindex (200%), while GLD tracks LBMA Gold Price PM. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.95% for UGL and 0.40% for GLD.

GLD currently has the higher Sharpe Ratio (0.88 vs 0.61), 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

Find the right allocation for UGL and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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