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UGL vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGL vs. ULE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and ProShares Ultra Euro (ULE). The values are adjusted to include any dividend payments, if applicable.

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UGL vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
10.70%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Returns By Period

In the year-to-date period, UGL achieves a 10.70% return, which is significantly higher than ULE's -3.35% return. Over the past 10 years, UGL has outperformed ULE with an annualized return of 20.22%, while ULE has yielded a comparatively lower -2.78% annualized 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%

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGL vs. ULE - Expense Ratio Comparison

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


Return for Risk

UGL vs. ULE — 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

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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. ULE - Risk-Adjusted Trends Comparison

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


UGLULEDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.69

+0.96

Sortino ratio

Return per unit of downside risk

2.02

1.17

+0.85

Omega ratio

Gain probability vs. loss probability

1.30

1.14

+0.16

Calmar ratio

Return relative to maximum drawdown

2.56

1.13

+1.44

Martin ratio

Return relative to average drawdown

8.76

2.74

+6.02

UGL vs. ULE - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 1.65, which is higher than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of UGL and ULE, 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


UGLULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.69

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

-0.17

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

-0.18

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.21

+0.63

Correlation

The correlation between UGL and ULE is 0.36, 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. ULE - Dividend Comparison

Neither UGL nor ULE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UGL vs. ULE - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, roughly equal to the maximum ULE drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for UGL and ULE.


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Drawdown Indicators


UGLULEDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-72.74%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

-10.40%

-27.16%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

-41.35%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-51.30%

+5.07%

Current Drawdown

Current decline from peak

-28.22%

-62.27%

+34.05%

Average Drawdown

Average peak-to-trough decline

-43.77%

-45.90%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

4.28%

+6.71%

Volatility

UGL vs. ULE - Volatility Comparison

ProShares Ultra Gold (UGL) has a higher volatility of 22.02% compared to ProShares Ultra Euro (ULE) at 4.84%. This indicates that UGL's price experiences larger fluctuations and is considered to be riskier than ULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.02%

4.84%

+17.18%

Volatility (6M)

Calculated over the trailing 6-month period

49.01%

9.12%

+39.89%

Volatility (1Y)

Calculated over the trailing 1-year period

55.43%

17.10%

+38.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.69%

16.21%

+19.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.19%

15.31%

+16.88%