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ULE vs. EUO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-1.0

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-9.72%
12.85%
ULE
EUO

Key characteristics

Sharpe Ratio

ULE:

-0.89

EUO:

1.54

Sortino Ratio

ULE:

-1.14

EUO:

2.33

Omega Ratio

ULE:

0.86

EUO:

1.27

Calmar Ratio

ULE:

-0.17

EUO:

0.99

Martin Ratio

ULE:

-1.98

EUO:

5.91

Ulcer Index

ULE:

5.87%

EUO:

3.19%

Daily Std Dev

ULE:

13.11%

EUO:

12.26%

Max Drawdown

ULE:

-72.74%

EUO:

-38.58%

Current Drawdown

ULE:

-69.42%

EUO:

-3.00%

Returns By Period

In the year-to-date period, ULE achieves a -1.31% return, which is significantly lower than EUO's 0.86% return. Over the past 10 years, ULE has underperformed EUO with an annualized return of -5.99%, while EUO has yielded a comparatively higher 4.59% annualized return.


ULE

YTD

-1.31%

1M

-5.06%

6M

-9.72%

1Y

-11.20%

5Y*

-5.34%

10Y*

-5.99%

EUO

YTD

0.86%

1M

5.04%

6M

12.85%

1Y

18.31%

5Y*

5.25%

10Y*

4.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ULE vs. EUO - Expense Ratio Comparison

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


EUO
ProShares UltraShort Euro
Expense ratio chart for EUO: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for ULE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

ULE vs. EUO — Risk-Adjusted Performance Rank

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

ULE
The Risk-Adjusted Performance Rank of ULE is 22
Overall Rank
The Sharpe Ratio Rank of ULE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ULE is 11
Sortino Ratio Rank
The Omega Ratio Rank of ULE is 11
Omega Ratio Rank
The Calmar Ratio Rank of ULE is 66
Calmar Ratio Rank
The Martin Ratio Rank of ULE is 00
Martin Ratio Rank

EUO
The Risk-Adjusted Performance Rank of EUO is 6262
Overall Rank
The Sharpe Ratio Rank of EUO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EUO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of EUO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of EUO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of EUO is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ULE vs. EUO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ULE, currently valued at -0.89, compared to the broader market0.002.004.00-0.891.54
The chart of Sortino ratio for ULE, currently valued at -1.14, compared to the broader market-2.000.002.004.006.008.0010.00-1.142.33
The chart of Omega ratio for ULE, currently valued at 0.86, compared to the broader market0.501.001.502.002.503.000.861.27
The chart of Calmar ratio for ULE, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.170.99
The chart of Martin ratio for ULE, currently valued at -1.98, compared to the broader market0.0020.0040.0060.0080.00100.00-1.985.91
ULE
EUO

The current ULE Sharpe Ratio is -0.89, which is lower than the EUO Sharpe Ratio of 1.54. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.89
1.54
ULE
EUO

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-69.42%
-3.00%
ULE
EUO

Volatility

ULE vs. EUO - Volatility Comparison

ProShares Ultra Euro (ULE) has a higher volatility of 4.36% compared to ProShares UltraShort Euro (EUO) at 4.09%. This indicates that ULE's price experiences larger fluctuations and is considered to be riskier than EUO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.36%
4.09%
ULE
EUO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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