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ULE vs. UPV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ULE vs. UPV - Performance Comparison

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

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ULE vs. UPV - 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%
UPV
ProShares Ultra Europe
-4.34%68.63%-4.51%32.16%-36.58%32.38%-3.15%47.04%-32.64%57.44%

Returns By Period

In the year-to-date period, ULE achieves a -3.35% return, which is significantly higher than UPV's -4.34% return. Over the past 10 years, ULE has underperformed UPV with an annualized return of -2.78%, while UPV has yielded a comparatively higher 10.05% 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%

UPV

1D
6.31%
1M
-16.80%
YTD
-4.34%
6M
5.15%
1Y
33.34%
3Y*
19.59%
5Y*
8.73%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ULE vs. UPV - Expense Ratio Comparison

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


Return for Risk

ULE vs. UPV — 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

UPV
UPV Risk / Return Rank: 5454
Overall Rank
UPV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UPV Sortino Ratio Rank: 5757
Sortino Ratio Rank
UPV Omega Ratio Rank: 5656
Omega Ratio Rank
UPV Calmar Ratio Rank: 5252
Calmar Ratio Rank
UPV Martin Ratio Rank: 5151
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. UPV - Risk-Adjusted Trends Comparison

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


ULEUPVDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.95

-0.26

Sortino ratio

Return per unit of downside risk

1.17

1.46

-0.29

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

1.13

1.32

-0.19

Martin ratio

Return relative to average drawdown

2.74

4.90

-2.16

ULE vs. UPV - Sharpe Ratio Comparison

The current ULE Sharpe Ratio is 0.69, which is comparable to the UPV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ULE and UPV, 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


ULEUPVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.95

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.25

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.27

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.23

-0.45

Correlation

The correlation between ULE and UPV is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ULE vs. UPV - Dividend Comparison

ULE has not paid dividends to shareholders, while UPV's dividend yield for the trailing twelve months is around 2.39%.


TTM20252024202320222021202020192018
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPV
ProShares Ultra Europe
2.39%2.11%2.70%1.57%0.00%0.00%0.00%0.65%3.80%

Drawdowns

ULE vs. UPV - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, which is greater than UPV's maximum drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for ULE and UPV.


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Drawdown Indicators


ULEUPVDifference

Max Drawdown

Largest peak-to-trough decline

-72.74%

-67.25%

-5.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-23.41%

+13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-41.35%

-58.33%

+16.98%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

-67.25%

+15.95%

Current Drawdown

Current decline from peak

-62.27%

-17.49%

-44.78%

Average Drawdown

Average peak-to-trough decline

-45.90%

-20.97%

-24.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

6.29%

-2.01%

Volatility

ULE vs. UPV - Volatility Comparison

The current volatility for ProShares Ultra Euro (ULE) is 4.84%, while ProShares Ultra Europe (UPV) has a volatility of 15.44%. This indicates that ULE experiences smaller price fluctuations and is considered to be less risky than UPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULEUPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

15.44%

-10.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

21.88%

-12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

35.13%

-18.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

35.00%

-18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

36.94%

-21.63%