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ULE vs. EUO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, ULE achieves a -4.48% return, which is significantly lower than EUO's 6.49% return. Over the past 10 years, ULE has underperformed EUO with an annualized return of -2.49%, while EUO has yielded a comparatively higher 2.40% annualized return.


ULE

1D
-0.06%
1M
1.58%
6M
-5.98%
YTD
-4.48%
1Y
-2.43%
3Y*
2.30%
5Y*
-3.01%
10Y*
-2.49%
ALL TIME*
-3.95%

EUO

1D
0.07%
1M
-1.50%
6M
7.79%
YTD
6.49%
1Y
5.55%
3Y*
1.51%
5Y*
4.88%
10Y*
2.40%
ALL TIME*
1.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$802.97K$615.74K$603.29K
$30.31K$35.90K$64.55K

ULE vs. EUO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULE
ProShares Ultra Euro
-4.48%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%
EUO
ProShares UltraShort Euro
6.49%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%

Correlation

The correlation between ULE and EUO is -0.91, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.91

Correlation (3Y)
Balances recent behavior with more history.

-0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.95

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.95

The correlation between ULE and EUO has been stable across timeframes, ranging from -0.95 to -0.91 - a consistent structural relationship.

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Return for Risk

ULE vs. EUO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ULE
ULE Risk / Return Rank: 1111
Overall Rank
ULE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ULE Omega Ratio Rank: 1111
Omega Ratio Rank
ULE Calmar Ratio Rank: 1212
Calmar Ratio Rank
ULE Martin Ratio Rank: 1111
Martin Ratio Rank

EUO
EUO Risk / Return Rank: 1616
Overall Rank
EUO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 1414
Sortino Ratio Rank
EUO Omega Ratio Rank: 1414
Omega Ratio Rank
EUO Calmar Ratio Rank: 1717
Calmar Ratio Rank
EUO Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


ULEEUODifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.02

1.05

-0.03

Calmar ratioReturn relative to maximum drawdown

0.05

0.33

-0.28

Martin ratioReturn relative to average drawdown

0.09

0.91

-0.82

ULE vs. EUO - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is 0.04, which is lower than the EUO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ULE and EUO, 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

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

-11.67%

-8.05%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.95%

-24.46%

+7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.36%

-25.28%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-29.61%

-21.69%

Current Drawdown

Current decline from peak

-62.71%

-16.91%

-45.80%

Average Drawdown

Average peak-to-trough decline

-46.20%

-18.48%

-27.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

3.41%

+2.74%

Volatility

ULE vs. EUO - Volatility Comparison

ProShares Ultra Euro (ULE) and ProShares UltraShort Euro (EUO) have volatilities of 2.55% and 2.65%, 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

2.55%

2.65%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

8.41%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

12.05%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

15.56%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

14.76%

+0.31%

ULE vs. EUO - Expense Ratio Comparison

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


Dividends

ULE vs. EUO - Dividend Comparison

Neither ULE nor EUO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ULE and EUO have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUO has higher volatility (2.65%) compared to ULE (2.55%). In terms of maximum drawdown, ULE dropped -72.74% vs EUO's -38.58%.

On 10-year performance, EUO leads with 2.40% vs -2.49% for ULE. On fees, ULE is cheaper at 0.95% per year. On volatility, ULE has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EUO has performed better with a 2.40% return vs -2.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULE is cheaper with a 0.95% expense ratio, compared with 0.99% for EUO.

ULE and EUO have nearly identical dividend yields, around 0.00%.

Both ETFs track USD/EUR Exchange Rate (-200%). Their fees differ too: 0.95% for ULE and 0.99% for EUO.

EUO currently has the higher Sharpe Ratio (0.22 vs 0.04), 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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