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UGL vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGL vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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 -8.09% return, which is significantly lower than TMF's -5.18% return. Over the past 10 years, UGL has outperformed TMF with an annualized return of 16.73%, while TMF has yielded a comparatively lower -16.93% annualized return.


UGL

1D
5.24%
1M
-10.54%
YTD
-8.09%
6M
-8.60%
1Y
36.19%
3Y*
49.85%
5Y*
27.24%
10Y*
16.73%

TMF

1D
0.00%
1M
7.62%
YTD
-5.18%
6M
-5.24%
1Y
-1.79%
3Y*
-20.85%
5Y*
-30.62%
10Y*
-16.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGL vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
-8.09%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-5.18%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between UGL and TMF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.17

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

0.24

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

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

0.21

The correlation between UGL and TMF shifts across timeframes, from 0.16 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

UGL vs. TMF — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 2222
Overall Rank
UGL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2323
Sortino Ratio Rank
UGL Omega Ratio Rank: 2727
Omega Ratio Rank
UGL Calmar Ratio Rank: 1919
Calmar Ratio Rank
UGL Martin Ratio Rank: 2020
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


UGLTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.17

1.01

+0.16

Calmar ratioReturn relative to maximum drawdown

0.78

-0.07

+0.85

Martin ratioReturn relative to average drawdown

2.03

-0.15

+2.18

UGL vs. TMF - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 0.67, which is higher than the TMF Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of UGL and TMF, 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. TMF - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for UGL and TMF.


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Drawdown Indicators


UGLTMFDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-92.89%

+16.96%

Max Drawdown (1Y)

Largest decline over 1 year

-46.64%

-26.51%

-20.13%

Max Drawdown (3Y)

Largest decline over 3 years

-46.64%

-56.31%

+9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-46.64%

-88.81%

+42.17%

Max Drawdown (10Y)

Largest decline over 10 years

-46.64%

-92.89%

+46.25%

Current Drawdown

Current decline from peak

-40.40%

-92.15%

+51.75%

Average Drawdown

Average peak-to-trough decline

-43.62%

-43.71%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.95%

12.01%

+5.94%

Volatility

UGL vs. TMF - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 16.68% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 8.43%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.68%

8.43%

+8.25%

Volatility (6M)

Calculated over the trailing 6-month period

48.87%

19.46%

+29.41%

Volatility (1Y)

Calculated over the trailing 1-year period

54.64%

28.14%

+26.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.69%

46.73%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.62%

43.93%

-11.31%

UGL vs. TMF - Expense Ratio Comparison

UGL has a 0.95% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

UGL vs. TMF - Dividend Comparison

UGL has not paid dividends to shareholders, while TMF's dividend yield for the trailing twelve months is around 4.11%.


PositionTTM202520242023202220212020201920182017
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.11%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%
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 TMF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGL has higher volatility (16.68%) compared to TMF (8.43%). In terms of maximum drawdown, UGL dropped -75.93% vs TMF's -92.89%.

On 10-year performance, UGL leads with 16.73% vs -16.93% for TMF. On fees, UGL is cheaper at 0.95% per year. On volatility, TMF has been the lower-risk option at 8.43%. 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 16.73% return vs -16.93%. 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 1.01% for TMF.

TMF has the higher dividend yield at 4.11%, compared with 0.00% for UGL.

UGL is categorized as Leveraged Commodities, while TMF is Leveraged Bonds. UGL tracks Bloomberg Gold Subindex (200%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UGL and 1.01% for TMF.

UGL currently has the higher Sharpe Ratio (0.67 vs -0.06), 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 TMF

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