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UGL vs. OILU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGL vs. OILU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). The values are adjusted to include any dividend payments, if applicable.

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UGL vs. OILU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UGL
ProShares Ultra Gold
10.70%137.57%46.36%15.56%-7.59%-1.04%
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
137.69%-16.50%-21.65%-32.50%151.08%-17.87%

Returns By Period

In the year-to-date period, UGL achieves a 10.70% return, which is significantly lower than OILU's 137.69% return.


UGL

1D
7.52%
1M
-22.46%
YTD
10.70%
6M
33.43%
1Y
90.99%
3Y*
57.42%
5Y*
34.79%
10Y*
20.22%

OILU

1D
-4.17%
1M
33.09%
YTD
137.69%
6M
126.29%
1Y
64.88%
3Y*
11.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGL vs. OILU - Expense Ratio Comparison

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


Return for Risk

UGL vs. OILU — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 8383
Overall Rank
UGL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 8181
Sortino Ratio Rank
UGL Omega Ratio Rank: 8181
Omega Ratio Rank
UGL Calmar Ratio Rank: 8787
Calmar Ratio Rank
UGL Martin Ratio Rank: 8383
Martin Ratio Rank

OILU
OILU Risk / Return Rank: 5050
Overall Rank
OILU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
OILU Sortino Ratio Rank: 5656
Sortino Ratio Rank
OILU Omega Ratio Rank: 5959
Omega Ratio Rank
OILU Calmar Ratio Rank: 5656
Calmar Ratio Rank
OILU Martin Ratio Rank: 2929
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. OILU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) and MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU). 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.


UGLOILUDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.86

+0.80

Sortino ratio

Return per unit of downside risk

2.02

1.43

+0.59

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratio

Return relative to maximum drawdown

2.56

1.36

+1.20

Martin ratio

Return relative to average drawdown

8.76

2.31

+6.45

UGL vs. OILU - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 1.65, which is higher than the OILU Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of UGL and OILU, 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


UGLOILUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.86

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.24

+0.18

Correlation

The correlation between UGL and OILU is 0.17, 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. OILU - Dividend Comparison

Neither UGL nor OILU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UGL vs. OILU - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, smaller than the maximum OILU drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for UGL and OILU.


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Drawdown Indicators


UGLOILUDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-81.00%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

-52.04%

+14.48%

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

-28.22%

-36.07%

+7.85%

Average Drawdown

Average peak-to-trough decline

-43.77%

-50.73%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

30.72%

-19.73%

Volatility

UGL vs. OILU - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 22.02% compared to MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) at 16.19%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier than OILU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLOILUDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.02%

16.19%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

49.01%

42.42%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

55.43%

76.32%

-20.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.69%

81.18%

-45.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.19%

81.18%

-48.99%