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ULE vs. EUO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ULE vs. EUO - Performance Comparison

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

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ULE vs. EUO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%
EUO
ProShares UltraShort Euro
4.48%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%

Returns By Period

In the year-to-date period, ULE achieves a -3.35% return, which is significantly lower than EUO's 4.48% return. Over the past 10 years, ULE has underperformed EUO with an annualized return of -2.78%, while EUO has yielded a comparatively higher 2.49% annualized return.


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%

EUO

1D
-1.82%
1M
4.67%
YTD
4.48%
6M
5.68%
1Y
-8.27%
3Y*
0.64%
5Y*
4.14%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ULE vs. EUO - Expense Ratio Comparison

ULE has a 0.95% expense ratio, which is lower than EUO's 0.99% expense ratio.


Return for Risk

ULE vs. EUO — Risk / Return Rank

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

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

EUO
EUO Risk / Return Rank: 44
Overall Rank
EUO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 33
Sortino Ratio Rank
EUO Omega Ratio Rank: 33
Omega Ratio Rank
EUO Calmar Ratio Rank: 44
Calmar Ratio Rank
EUO Martin Ratio Rank: 77
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.

ULE vs. EUO - Risk-Adjusted Trends Comparison

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


ULEEUODifference

Sharpe ratio

Return per unit of total volatility

0.69

-0.53

+1.22

Sortino ratio

Return per unit of downside risk

1.17

-0.62

+1.79

Omega ratio

Gain probability vs. loss probability

1.14

0.92

+0.21

Calmar ratio

Return relative to maximum drawdown

1.13

-0.50

+1.62

Martin ratio

Return relative to average drawdown

2.74

-0.70

+3.44

ULE vs. EUO - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is 0.69, which is higher than the EUO Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of ULE and EUO, 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


ULEEUODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

-0.53

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.27

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.17

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.05

-0.27

Correlation

The correlation between ULE and EUO is -0.95. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ULE vs. EUO - Dividend Comparison

Neither ULE nor EUO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ULE vs. EUO - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, which is greater than EUO's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for ULE and EUO.


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Drawdown Indicators


ULEEUODifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-38.58%

-34.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-16.43%

+6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-41.35%

-25.28%

-16.07%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-29.61%

-21.69%

Current Drawdown

Current decline from peak

-62.27%

-18.48%

-43.79%

Average Drawdown

Average peak-to-trough decline

-45.90%

-18.49%

-27.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

11.66%

-7.38%

Volatility

ULE vs. EUO - Volatility Comparison

ProShares Ultra Euro (ULE) and ProShares UltraShort Euro (EUO) have volatilities of 4.84% and 4.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULEEUODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.69%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

8.59%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

15.64%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

15.62%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

14.97%

+0.34%