PortfoliosLab logoPortfoliosLab logo
ULE vs. ROM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULE vs. ROM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ULE achieves a -4.29% return, which is significantly lower than ROM's 55.07% return. Over the past 10 years, ULE has underperformed ROM with an annualized return of -2.62%, while ROM has yielded a comparatively higher 40.84% annualized return.


ULE

1D
0.00%
1M
-4.32%
YTD
-4.29%
6M
-2.71%
1Y
0.60%
3Y*
3.87%
5Y*
-4.12%
10Y*
-2.62%

ROM

1D
4.27%
1M
8.23%
YTD
55.07%
6M
46.89%
1Y
116.54%
3Y*
52.79%
5Y*
27.93%
10Y*
40.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULE vs. ROM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULE
ProShares Ultra Euro
-4.29%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%
ROM
ProShares Ultra Technology
55.07%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%

Correlation

The correlation between ULE and ROM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.14

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

0.21

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.17

Compare stocks, funds, or ETFs

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


Return for Risk

ULE vs. ROM — Risk / Return Rank

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

ULE
ULE Risk / Return Rank: 1010
Overall Rank
ULE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 99
Sortino Ratio Rank
ULE Omega Ratio Rank: 99
Omega Ratio Rank
ULE Calmar Ratio Rank: 1010
Calmar Ratio Rank
ULE Martin Ratio Rank: 1010
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 7575
Overall Rank
ROM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 6969
Sortino Ratio Rank
ROM Omega Ratio Rank: 7373
Omega Ratio Rank
ROM Calmar Ratio Rank: 7878
Calmar Ratio Rank
ROM Martin Ratio Rank: 6666
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. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Euro (ULE) and ProShares Ultra Technology (ROM). 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.


ULEROMDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.02

1.39

-0.37

Calmar ratioReturn relative to maximum drawdown

0.06

3.63

-3.57

Martin ratioReturn relative to average drawdown

0.12

10.98

-10.85

ULE vs. ROM - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is 0.05, which is lower than the ROM Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ULE and ROM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ULEROMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

2.65

-2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.54

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.82

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.52

-0.73

Drawdowns

ULE vs. ROM - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for ULE and ROM.


Loading charts...

Drawdown Indicators


ULEROMDifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-83.36%

+10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-32.33%

+21.93%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-48.10%

+30.66%

Max Drawdown (5Y)

Largest decline over 5 years

-40.65%

-67.55%

+26.90%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-67.55%

+16.25%

Current Drawdown

Current decline from peak

-62.64%

-14.50%

-48.14%

Average Drawdown

Average peak-to-trough decline

-46.07%

-20.87%

-25.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

10.66%

-5.79%

Volatility

ULE vs. ROM - Volatility Comparison

The current volatility for ProShares Ultra Euro (ULE) is 2.64%, while ProShares Ultra Technology (ROM) has a volatility of 21.34%. This indicates that ULE experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ULEROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

21.34%

-18.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

36.89%

-28.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

44.37%

-31.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

52.01%

-35.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

50.04%

-34.82%

ULE vs. ROM - Expense Ratio Comparison

Both ULE and ROM have an expense ratio of 0.95%.


Dividends

ULE vs. ROM - Dividend Comparison

ULE has not paid dividends to shareholders, while ROM's dividend yield for the trailing twelve months is around 0.16%.


PositionTTM20252024202320222021202020192018201720162015
ROM
ProShares Ultra Technology
0.16%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%
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%

Frequently Asked Questions


ULE and ROM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROM has higher volatility (21.34%) compared to ULE (2.64%). In terms of maximum drawdown, ULE dropped -72.74% vs ROM's -83.36%.

On 10-year performance, ROM leads with 40.84% vs -2.62% for ULE. Both ETFs have the same 0.95% expense ratio. On volatility, ULE has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ROM has performed better with a 40.84% return vs -2.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULE and ROM have the same expense ratio: 0.95% per year.

ROM has the higher dividend yield at 0.16%, compared with 0.00% for ULE.

ULE is categorized as Leveraged Currency, while ROM is Leveraged Equities. ULE tracks USD/EUR Exchange Rate (-200%), while ROM tracks Dow Jones U.S. Technology Index (200%).

ROM currently has the higher Sharpe Ratio (2.65 vs 0.05), 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

Find the right allocation for ULE and ROM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer