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

Performance

ULE vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Euro (ULE) and ProShares UltraPro S&P 500 (UPRO). 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 -5.86% return, which is significantly lower than UPRO's 22.44% return. Over the past 10 years, ULE has underperformed UPRO with an annualized return of -2.44%, while UPRO has yielded a comparatively higher 30.75% annualized return.


ULE

1D
-0.36%
1M
-2.95%
YTD
-5.86%
6M
-6.24%
1Y
-3.43%
3Y*
2.41%
5Y*
-3.57%
10Y*
-2.44%

UPRO

1D
-0.97%
1M
-1.16%
YTD
22.44%
6M
20.56%
1Y
74.57%
3Y*
48.38%
5Y*
21.85%
10Y*
30.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULE vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULE
ProShares Ultra Euro
-5.86%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%
UPRO
ProShares UltraPro S&P 500
22.44%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Correlation

The correlation between ULE and UPRO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.20

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

0.26

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2009

0.21

The correlation between ULE and UPRO shifts across timeframes, from 0.17 (10 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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. UPRO — 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

UPRO
UPRO Risk / Return Rank: 5959
Overall Rank
UPRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 5353
Sortino Ratio Rank
UPRO Omega Ratio Rank: 5555
Omega Ratio Rank
UPRO Calmar Ratio Rank: 5858
Calmar Ratio Rank
UPRO Martin Ratio Rank: 6565
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. UPRO - Risk-Adjusted Trends Comparison

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


ULEUPRODifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

0.97

1.33

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.33

2.80

-3.13

Martin ratioReturn relative to average drawdown

-0.67

11.45

-12.12

ULE vs. UPRO - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is -0.26, which is lower than the UPRO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ULE and UPRO, 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...

Drawdowns

ULE vs. UPRO - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for ULE and UPRO.


Loading charts...

Drawdown Indicators


ULEUPRODifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-76.82%

+4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-26.78%

+16.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-48.87%

+31.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-63.94%

+25.78%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-76.82%

+25.52%

Current Drawdown

Current decline from peak

-63.25%

-6.26%

-56.99%

Average Drawdown

Average peak-to-trough decline

-46.09%

-14.39%

-31.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

6.53%

-1.37%

Volatility

ULE vs. UPRO - Volatility Comparison

The current volatility for ProShares Ultra Euro (ULE) is 2.65%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 14.03%. This indicates that ULE experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ULEUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

14.03%

-11.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

29.21%

-20.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

37.15%

-24.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

50.59%

-34.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

53.89%

-38.68%

ULE vs. UPRO - Expense Ratio Comparison

ULE has a 0.95% expense ratio, which is higher than UPRO's 0.89% expense ratio.


Dividends

ULE vs. UPRO - Dividend Comparison

ULE has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.71%.


PositionTTM20252024202320222021202020192018201720162015
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%
UPRO
ProShares UltraPro S&P 500
0.71%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Frequently Asked Questions


ULE and UPRO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPRO has higher volatility (14.03%) compared to ULE (2.65%). In terms of maximum drawdown, ULE dropped -72.74% vs UPRO's -76.82%.

On 10-year performance, UPRO leads with 30.75% vs -2.44% for ULE. On fees, UPRO is cheaper at 0.89% per year. On volatility, ULE has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPRO has performed better with a 30.75% return vs -2.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UPRO is cheaper with a 0.89% expense ratio, compared with 0.95% for ULE.

UPRO has the higher dividend yield at 0.71%, compared with 0.00% for ULE.

ULE is categorized as Leveraged Currency, while UPRO is Leveraged Equities. ULE tracks USD/EUR Exchange Rate (-200%), while UPRO tracks S&P 500. Their fees differ too: 0.95% for ULE and 0.89% for UPRO.

UPRO currently has the higher Sharpe Ratio (2.02 vs -0.26), 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 UPRO

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