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

Correlation

The correlation between ULE and YCL is 0.29, 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.


-0.50.00.51.0
Correlation: 0.3

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.

-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-50.34%
-76.57%
ULE
YCL

Key characteristics

Sharpe Ratio

ULE:

0.86

YCL:

0.35

Sortino Ratio

ULE:

1.45

YCL:

0.72

Omega Ratio

ULE:

1.17

YCL:

1.08

Calmar Ratio

ULE:

0.21

YCL:

0.09

Martin Ratio

ULE:

1.85

YCL:

0.64

Ulcer Index

ULE:

7.88%

YCL:

12.75%

Daily Std Dev

ULE:

16.91%

YCL:

23.20%

Max Drawdown

ULE:

-72.74%

YCL:

-86.82%

Current Drawdown

ULE:

-62.65%

YCL:

-84.07%

Returns By Period

In the year-to-date period, ULE achieves a 20.51% return, which is significantly higher than YCL's 18.57% return. Over the past 10 years, ULE has outperformed YCL with an annualized return of -2.05%, while YCL has yielded a comparatively lower -8.63% annualized return.


ULE

YTD

20.51%

1M

9.38%

6M

9.10%

1Y

13.94%

5Y*

-0.27%

10Y*

-2.05%

YCL

YTD

18.57%

1M

8.45%

6M

5.83%

1Y

8.16%

5Y*

-15.52%

10Y*

-8.63%

*Annualized

Compare stocks, funds, or ETFs

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


ULE vs. YCL - Expense Ratio Comparison

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


ULE
ProShares Ultra Euro
Expense ratio chart for ULE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ULE: 0.95%
Expense ratio chart for YCL: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YCL: 0.95%

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 7070
Overall Rank
The Sharpe Ratio Rank of ULE is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ULE is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ULE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ULE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ULE is 6464
Martin Ratio Rank

YCL
The Risk-Adjusted Performance Rank of YCL is 5252
Overall Rank
The Sharpe Ratio Rank of YCL is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of YCL is 6262
Sortino Ratio Rank
The Omega Ratio Rank of YCL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of YCL is 3939
Calmar Ratio Rank
The Martin Ratio Rank of YCL is 4444
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.


Sharpe ratio
The chart of Sharpe ratio for ULE, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.00
ULE: 0.86
YCL: 0.35
The chart of Sortino ratio for ULE, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.00
ULE: 1.45
YCL: 0.72
The chart of Omega ratio for ULE, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
ULE: 1.17
YCL: 1.08
The chart of Calmar ratio for ULE, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
ULE: 0.21
YCL: 0.09
The chart of Martin ratio for ULE, currently valued at 1.85, compared to the broader market0.0020.0040.0060.00
ULE: 1.85
YCL: 0.64

The current ULE Sharpe Ratio is 0.86, which is higher than the YCL Sharpe Ratio of 0.35. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.86
0.35
ULE
YCL

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. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-62.65%
-84.07%
ULE
YCL

Volatility

ULE vs. YCL - Volatility Comparison

ProShares Ultra Euro (ULE) and ProShares Ultra Yen (YCL) have volatilities of 8.25% and 7.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.25%
7.98%
ULE
YCL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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