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ULE vs. YCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ULE and YCL is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ULE vs. YCL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ULE:

0.51

YCL:

0.40

Sortino Ratio

ULE:

0.84

YCL:

0.76

Omega Ratio

ULE:

1.09

YCL:

1.09

Calmar Ratio

ULE:

0.12

YCL:

0.11

Martin Ratio

ULE:

1.04

YCL:

0.76

Ulcer Index

ULE:

8.03%

YCL:

12.92%

Daily Std Dev

ULE:

18.22%

YCL:

24.14%

Max Drawdown

ULE:

-72.74%

YCL:

-86.82%

Current Drawdown

ULE:

-62.98%

YCL:

-84.48%

Returns By Period

In the year-to-date period, ULE achieves a 19.46% return, which is significantly higher than YCL's 15.53% return. Over the past 10 years, ULE has outperformed YCL with an annualized return of -2.82%, while YCL has yielded a comparatively lower -7.66% annualized return.


ULE

YTD

19.46%

1M

0.97%

6M

14.50%

1Y

8.62%

3Y*

2.20%

5Y*

-1.16%

10Y*

-2.82%

YCL

YTD

15.53%

1M

2.17%

6M

3.98%

1Y

10.17%

3Y*

-14.34%

5Y*

-15.81%

10Y*

-7.66%

*Annualized

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ProShares Ultra Euro

ProShares Ultra Yen

ULE vs. YCL - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ULE vs. YCL — Risk-Adjusted Performance Rank

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

ULE
The Risk-Adjusted Performance Rank of ULE is 3737
Overall Rank
The Sharpe Ratio Rank of ULE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ULE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ULE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ULE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ULE is 3333
Martin Ratio Rank

YCL
The Risk-Adjusted Performance Rank of YCL is 3232
Overall Rank
The Sharpe Ratio Rank of YCL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of YCL is 4242
Sortino Ratio Rank
The Omega Ratio Rank of YCL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of YCL is 2222
Calmar Ratio Rank
The Martin Ratio Rank of YCL is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ULE vs. YCL - Risk-Adjusted Performance Comparison

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


The current ULE Sharpe Ratio is 0.51, which is comparable to the YCL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ULE and YCL, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ULE vs. YCL - Dividend Comparison

Neither ULE nor YCL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ULE vs. YCL - Drawdown Comparison

The maximum ULE drawdown since its inception was -72.74%, smaller than the maximum YCL drawdown of -86.82%. Use the drawdown chart below to compare losses from any high point for ULE and YCL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ULE vs. YCL - Volatility Comparison

The current volatility for ProShares Ultra Euro (ULE) is 5.93%, while ProShares Ultra Yen (YCL) has a volatility of 8.87%. This indicates that ULE experiences smaller price fluctuations and is considered to be less risky than YCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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