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ULE vs. EURUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ULE and EURUSD=X is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

ULE vs. EURUSD=X - Performance Comparison

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

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-9.72%
-4.83%
ULE
EURUSD=X

Key characteristics

Sharpe Ratio

ULE:

-0.89

EURUSD=X:

-0.90

Sortino Ratio

ULE:

-1.14

EURUSD=X:

-1.18

Omega Ratio

ULE:

0.86

EURUSD=X:

0.85

Calmar Ratio

ULE:

-0.17

EURUSD=X:

-0.14

Martin Ratio

ULE:

-1.98

EURUSD=X:

-1.57

Ulcer Index

ULE:

5.87%

EURUSD=X:

3.25%

Daily Std Dev

ULE:

13.11%

EURUSD=X:

5.49%

Max Drawdown

ULE:

-72.74%

EURUSD=X:

-57.54%

Current Drawdown

ULE:

-69.42%

EURUSD=X:

-35.53%

Returns By Period

In the year-to-date period, ULE achieves a -1.31% return, which is significantly lower than EURUSD=X's -0.45% return. Over the past 10 years, ULE has underperformed EURUSD=X with an annualized return of -5.99%, while EURUSD=X has yielded a comparatively higher -1.31% annualized return.


ULE

YTD

-1.31%

1M

-5.06%

6M

-9.72%

1Y

-11.20%

5Y*

-5.34%

10Y*

-5.99%

EURUSD=X

YTD

-0.45%

1M

-2.34%

6M

-4.83%

1Y

-5.71%

5Y*

-1.41%

10Y*

-1.31%

*Annualized

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Risk-Adjusted Performance

ULE vs. EURUSD=X — 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

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 1616
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 1818
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 1313
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. EURUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Euro (ULE) and EUR/USD (EURUSD=X). 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 -0.84, compared to the broader market0.002.004.00-0.84-0.90
The chart of Sortino ratio for ULE, currently valued at -1.08, compared to the broader market-2.000.002.004.006.008.0010.00-1.08-1.18
The chart of Omega ratio for ULE, currently valued at 0.86, compared to the broader market0.501.001.502.002.503.000.860.85
The chart of Calmar ratio for ULE, currently valued at -0.15, compared to the broader market0.005.0010.0015.00-0.15-0.16
The chart of Martin ratio for ULE, currently valued at -1.62, compared to the broader market0.0020.0040.0060.0080.00100.00-1.62-1.57
ULE
EURUSD=X

The current ULE Sharpe Ratio is -0.89, which is comparable to the EURUSD=X Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ULE and EURUSD=X, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.84
-0.90
ULE
EURUSD=X

Drawdowns

ULE vs. EURUSD=X - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, which is greater than EURUSD=X's maximum drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for ULE and EURUSD=X. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-69.42%
-31.92%
ULE
EURUSD=X

Volatility

ULE vs. EURUSD=X - Volatility Comparison

ProShares Ultra Euro (ULE) has a higher volatility of 4.25% compared to EUR/USD (EURUSD=X) at 2.16%. This indicates that ULE's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.25%
2.16%
ULE
EURUSD=X
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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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