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ULE vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULE vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Euro (ULE) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 -5.85% return, which is significantly lower than GSG's 33.95% return. Over the past 10 years, ULE has underperformed GSG with an annualized return of -2.39%, while GSG has yielded a comparatively higher 7.61% annualized return.


ULE

1D
-0.40%
1M
-2.78%
6M
-3.55%
YTD
-5.85%
1Y
-4.77%
3Y*
0.29%
5Y*
-3.18%
10Y*
-2.39%

GSG

1D
-0.93%
1M
4.15%
6M
29.74%
YTD
33.95%
1Y
37.41%
3Y*
15.32%
5Y*
14.20%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULE vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULE
ProShares Ultra Euro
-5.85%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%
GSG
iShares S&P GSCI Commodity-Indexed Trust
33.95%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between ULE and GSG is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

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

0.19

The correlation between ULE and GSG shifts across timeframes, from -0.14 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ULE vs. GSG — Risk / Return Rank

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

ULE
ULE Risk / Return Rank: 66
Overall Rank
ULE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 66
Sortino Ratio Rank
ULE Omega Ratio Rank: 66
Omega Ratio Rank
ULE Calmar Ratio Rank: 66
Calmar Ratio Rank
ULE Martin Ratio Rank: 66
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5454
Overall Rank
GSG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSG Omega Ratio Rank: 5757
Omega Ratio Rank
GSG Calmar Ratio Rank: 4848
Calmar Ratio Rank
GSG Martin Ratio Rank: 4949
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. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Euro (ULE) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


ULEGSGDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

0.95

1.29

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.41

2.00

-2.41

Martin ratioReturn relative to average drawdown

-0.82

6.66

-7.48

ULE vs. GSG - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is -0.37, which is lower than the GSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of ULE and GSG, 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. GSG - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for ULE and GSG.


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Drawdown Indicators


ULEGSGDifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-89.62%

+16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-18.81%

+7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-18.81%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.59%

-29.12%

-8.47%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-57.64%

+6.34%

Current Drawdown

Current decline from peak

-63.25%

-59.56%

-3.69%

Average Drawdown

Average peak-to-trough decline

-46.16%

-63.68%

+17.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

5.63%

+0.17%

Volatility

ULE vs. GSG - Volatility Comparison

The current volatility for ProShares Ultra Euro (ULE) is 2.85%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.17%. This indicates that ULE experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULEGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

7.17%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

21.54%

-12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

23.48%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

22.80%

-6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

22.00%

-6.92%

ULE vs. GSG - Expense Ratio Comparison

ULE has a 0.95% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

ULE vs. GSG - Dividend Comparison

Neither ULE nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ULE and GSG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.17%) compared to ULE (2.85%). In terms of maximum drawdown, ULE dropped -72.74% vs GSG's -89.62%.

On 10-year performance, GSG leads with 7.61% vs -2.39% for ULE. On fees, GSG is cheaper at 0.75% per year. On volatility, ULE has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GSG has performed better with a 7.61% return vs -2.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 0.95% for ULE.

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

ULE is categorized as Leveraged Currency, while GSG is Commodities. ULE tracks USD/EUR Exchange Rate (-200%), while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for ULE and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.60 vs -0.37), 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.

Portfolio Optimizer

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