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ULE vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ULE vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Euro (ULE) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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ULE vs. NOBL - 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%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.36%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Returns By Period

In the year-to-date period, ULE achieves a -3.35% return, which is significantly lower than NOBL's 2.36% return. Over the past 10 years, ULE has underperformed NOBL with an annualized return of -2.78%, while NOBL has yielded a comparatively higher 9.54% 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%

NOBL

1D
1.28%
1M
-7.04%
YTD
2.36%
6M
4.01%
1Y
6.06%
3Y*
7.41%
5Y*
6.31%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ULE vs. NOBL - Expense Ratio Comparison

ULE has a 0.95% expense ratio, which is higher than NOBL's 0.35% expense ratio.


Return for Risk

ULE vs. NOBL — 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

NOBL
NOBL Risk / Return Rank: 2727
Overall Rank
NOBL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2626
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2424
Omega Ratio Rank
NOBL Calmar Ratio Rank: 3030
Calmar Ratio Rank
NOBL Martin Ratio Rank: 3030
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. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Euro (ULE) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


ULENOBLDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.40

+0.29

Sortino ratio

Return per unit of downside risk

1.17

0.68

+0.48

Omega ratio

Gain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratio

Return relative to maximum drawdown

1.13

0.66

+0.46

Martin ratio

Return relative to average drawdown

2.74

2.36

+0.38

ULE vs. NOBL - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is 0.69, which is higher than the NOBL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ULE and NOBL, 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


ULENOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.40

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.44

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.58

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.64

-0.86

Correlation

The correlation between ULE and NOBL is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ULE vs. NOBL - Dividend Comparison

ULE has not paid dividends to shareholders, while NOBL's dividend yield for the trailing twelve months is around 2.14%.


TTM20252024202320222021202020192018201720162015
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.14%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Drawdowns

ULE vs. NOBL - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for ULE and NOBL.


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Drawdown Indicators


ULENOBLDifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-35.43%

-37.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-11.20%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-41.35%

-17.92%

-23.43%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-35.43%

-15.87%

Current Drawdown

Current decline from peak

-62.27%

-7.04%

-55.23%

Average Drawdown

Average peak-to-trough decline

-45.90%

-3.45%

-42.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.15%

+1.13%

Volatility

ULE vs. NOBL - Volatility Comparison

ProShares Ultra Euro (ULE) has a higher volatility of 4.84% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.61%. This indicates that ULE's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULENOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

3.61%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

8.07%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

15.29%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

14.40%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

16.60%

-1.29%