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UPRO vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPRO vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro S&P 500 (UPRO) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UPRO achieves a 20.70% return, which is significantly higher than TMF's -5.18% return. Over the past 10 years, UPRO has outperformed TMF with an annualized return of 29.76%, while TMF has yielded a comparatively lower -16.87% annualized return.


UPRO

1D
1.54%
1M
-3.92%
YTD
20.70%
6M
21.09%
1Y
70.79%
3Y*
46.83%
5Y*
21.40%
10Y*
29.76%

TMF

1D
-0.93%
1M
2.90%
YTD
-5.18%
6M
-5.04%
1Y
-1.79%
3Y*
-19.82%
5Y*
-31.10%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPRO vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPRO
ProShares UltraPro S&P 500
20.70%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-5.18%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between UPRO and TMF is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.18

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

0.07

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

-0.08

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

-0.24

The correlation between UPRO and TMF shifts across timeframes, from -0.24 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UPRO vs. TMF — Risk / Return Rank

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

UPRO
UPRO Risk / Return Rank: 5757
Overall Rank
UPRO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 5252
Sortino Ratio Rank
UPRO Omega Ratio Rank: 5454
Omega Ratio Rank
UPRO Calmar Ratio Rank: 5555
Calmar Ratio Rank
UPRO Martin Ratio Rank: 6464
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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.

UPRO vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro S&P 500 (UPRO) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


UPROTMFDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.30

0.99

+0.30

Calmar ratioReturn relative to maximum drawdown

2.43

-0.19

+2.62

Martin ratioReturn relative to average drawdown

10.01

-0.41

+10.43

UPRO vs. TMF - Sharpe Ratio Comparison

The current UPRO Sharpe Ratio is 1.77, which is higher than the TMF Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of UPRO and TMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UPRO vs. TMF - Drawdown Comparison

The maximum UPRO drawdown since its inception was -76.82%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for UPRO and TMF.


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Drawdown Indicators


UPROTMFDifference

Max Drawdown

Largest peak-to-trough decline

-76.82%

-92.89%

+16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-26.51%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-56.31%

+7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-63.94%

-88.81%

+24.87%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

-92.89%

+16.07%

Current Drawdown

Current decline from peak

-7.60%

-92.15%

+84.55%

Average Drawdown

Average peak-to-trough decline

-14.40%

-43.70%

+29.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

11.96%

-5.46%

Volatility

UPRO vs. TMF - Volatility Comparison

ProShares UltraPro S&P 500 (UPRO) has a higher volatility of 13.22% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 8.43%. This indicates that UPRO's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPROTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.22%

8.43%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

28.74%

19.46%

+9.28%

Volatility (1Y)

Calculated over the trailing 1-year period

36.77%

28.49%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.52%

46.72%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.83%

43.92%

+9.91%

UPRO vs. TMF - Expense Ratio Comparison

UPRO has a 0.89% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

UPRO vs. TMF - Dividend Comparison

UPRO's dividend yield for the trailing twelve months is around 0.72%, less than TMF's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.11%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
0.72%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


UPRO and TMF have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPRO has higher volatility (13.22%) compared to TMF (8.43%). In terms of maximum drawdown, UPRO dropped -76.82% vs TMF's -92.89%.

On 10-year performance, UPRO leads with 29.76% vs -16.87% for TMF. On fees, UPRO is cheaper at 0.89% per year. On volatility, TMF has been the lower-risk option at 8.43%. 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 29.76% return vs -16.87%. 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 1.01% for TMF.

TMF has the higher dividend yield at 4.11%, compared with 0.72% for UPRO.

UPRO is categorized as Leveraged Equities, while TMF is Leveraged Bonds. UPRO tracks S&P 500, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.89% for UPRO and 1.01% for TMF.

UPRO currently has the higher Sharpe Ratio (1.77 vs -0.17), 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 UPRO and TMF

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

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