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UGL vs. UBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGL vs. UBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and ProShares Ultra 20+ Year Treasury (UBT). 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 -0.16% return, which is significantly higher than UBT's -1.97% return. Over the past 10 years, UGL has outperformed UBT with an annualized return of 18.69%, while UBT has yielded a comparatively lower -8.20% annualized return.


UGL

1D
0.31%
1M
-6.05%
YTD
-0.16%
6M
3.70%
1Y
52.07%
3Y*
54.22%
5Y*
28.09%
10Y*
18.69%

UBT

1D
0.44%
1M
0.50%
YTD
-1.97%
6M
-5.19%
1Y
4.64%
3Y*
-10.10%
5Y*
-17.44%
10Y*
-8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGL vs. UBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
-0.16%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
UBT
ProShares Ultra 20+ Year Treasury
-1.97%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%

Correlation

The correlation between UGL and UBT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.18

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 Jan 22, 2010

0.23

The correlation between UGL and UBT shifts across timeframes, from 0.17 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

UGL vs. UBT — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 2929
Overall Rank
UGL Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2727
Sortino Ratio Rank
UGL Omega Ratio Rank: 3232
Omega Ratio Rank
UGL Calmar Ratio Rank: 3232
Calmar Ratio Rank
UGL Martin Ratio Rank: 2626
Martin Ratio Rank

UBT
UBT Risk / Return Rank: 1111
Overall Rank
UBT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 1212
Sortino Ratio Rank
UBT Omega Ratio Rank: 1212
Omega Ratio Rank
UBT Calmar Ratio Rank: 1010
Calmar Ratio Rank
UBT Martin Ratio Rank: 1010
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. UBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) and ProShares Ultra 20+ Year Treasury (UBT). 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.


UGLUBTDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.24

+0.75

Sortino ratio

Return per unit of downside risk

1.44

0.48

+0.96

Omega ratio

Gain probability vs. loss probability

1.22

1.05

+0.16

Calmar ratio

Return relative to maximum drawdown

1.60

0.17

+1.43

Martin ratio

Return relative to average drawdown

3.71

0.42

+3.30

UGL vs. UBT - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 0.99, which is higher than the UBT Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of UGL and UBT, 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


UGLUBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.24

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

-0.56

+1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

-0.28

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.02

+0.37

Drawdowns

UGL vs. UBT - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, roughly equal to the maximum UBT drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for UGL and UBT.


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Drawdown Indicators


UGLUBTDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-78.90%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

-16.86%

-20.70%

Max Drawdown (3Y)

Largest decline over 3 years

-37.56%

-36.62%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

-72.49%

+32.26%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-78.90%

+32.67%

Current Drawdown

Current decline from peak

-35.26%

-76.48%

+41.22%

Average Drawdown

Average peak-to-trough decline

-43.63%

-32.29%

-11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.19%

6.97%

+9.22%

Volatility

UGL vs. UBT - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 11.62% compared to ProShares Ultra 20+ Year Treasury (UBT) at 5.52%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier than UBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLUBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.62%

5.52%

+6.10%

Volatility (6M)

Calculated over the trailing 6-month period

46.78%

12.97%

+33.81%

Volatility (1Y)

Calculated over the trailing 1-year period

53.11%

19.47%

+33.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.22%

31.33%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.34%

29.32%

+3.02%

UGL vs. UBT - Expense Ratio Comparison

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


Dividends

UGL vs. UBT - Dividend Comparison

UGL has not paid dividends to shareholders, while UBT's dividend yield for the trailing twelve months is around 3.96%.


PositionTTM20252024202320222021202020192018201720162015
UBT
ProShares Ultra 20+ Year Treasury
3.96%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%
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 UBT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGL has higher volatility (11.62%) compared to UBT (5.52%). In terms of maximum drawdown, UGL dropped -75.93% vs UBT's -78.90%.

On 10-year performance, UGL leads with 18.69% vs -8.20% for UBT. Both ETFs have the same 0.95% expense ratio. On volatility, UBT has been the lower-risk option at 5.52%. 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 18.69% return vs -8.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGL and UBT have the same expense ratio: 0.95% per year.

UBT has the higher dividend yield at 3.96%, compared with 0.00% for UGL.

UGL is categorized as Leveraged Commodities, while UBT is Leveraged Bonds. UGL tracks Bloomberg Gold Subindex (200%), while UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%).

UGL currently has the higher Sharpe Ratio (0.99 vs 0.24), 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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