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UPRO vs. UGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPRO vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro S&P 500 (UPRO) and ProShares Ultra Gold (UGL). 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 19.07% return, which is significantly higher than UGL's -7.82% return. Over the past 10 years, UPRO has outperformed UGL with an annualized return of 28.93%, while UGL has yielded a comparatively lower 17.75% annualized return.


UPRO

1D
-7.90%
1M
-1.21%
YTD
19.07%
6M
17.12%
1Y
66.25%
3Y*
49.00%
5Y*
21.38%
10Y*
28.93%

UGL

1D
-7.30%
1M
-17.17%
YTD
-7.82%
6M
-3.83%
1Y
46.42%
3Y*
49.47%
5Y*
25.50%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPRO vs. UGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPRO
ProShares UltraPro S&P 500
19.07%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%
UGL
ProShares Ultra Gold
-7.82%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%

Correlation

The correlation between UPRO and UGL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.16

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

0.12

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

0.07

The correlation between UPRO and UGL shifts across timeframes, from 0.05 (10 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UPRO vs. UGL — Risk / Return Rank

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

UPRO
UPRO Risk / Return Rank: 5656
Overall Rank
UPRO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 5050
Sortino Ratio Rank
UPRO Omega Ratio Rank: 5353
Omega Ratio Rank
UPRO Calmar Ratio Rank: 5555
Calmar Ratio Rank
UPRO Martin Ratio Rank: 6363
Martin Ratio Rank

UGL
UGL Risk / Return Rank: 2424
Overall Rank
UGL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2424
Sortino Ratio Rank
UGL Omega Ratio Rank: 2828
Omega Ratio Rank
UGL Calmar Ratio Rank: 2323
Calmar Ratio Rank
UGL Martin Ratio Rank: 2121
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. UGL - Risk-Adjusted Trends Comparison

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


UPROUGLDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.32

1.19

+0.14

Calmar ratioReturn relative to maximum drawdown

2.67

1.06

+1.61

Martin ratioReturn relative to average drawdown

11.23

2.56

+8.68

UPRO vs. UGL - Sharpe Ratio Comparison

The current UPRO Sharpe Ratio is 1.98, which is higher than the UGL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of UPRO and UGL, 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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Sharpe Ratios by Period


UPROUGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.80

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.70

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.38

+0.26

Drawdowns

UPRO vs. UGL - Drawdown Comparison

The maximum UPRO drawdown since its inception was -76.82%, roughly equal to the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for UPRO and UGL.


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Drawdown Indicators


UPROUGLDifference

Max Drawdown

Largest peak-to-trough decline

-76.82%

-75.93%

-0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-40.22%

+13.44%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-40.22%

-8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-63.94%

-40.23%

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

-46.23%

-30.59%

Current Drawdown

Current decline from peak

-8.84%

-40.22%

+31.38%

Average Drawdown

Average peak-to-trough decline

-14.41%

-43.63%

+29.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

16.70%

-10.34%

Volatility

UPRO vs. UGL - Volatility Comparison

ProShares UltraPro S&P 500 (UPRO) and ProShares Ultra Gold (UGL) have volatilities of 11.42% and 11.42%, 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.


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Volatility by Period


UPROUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

11.42%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

27.90%

47.43%

-19.53%

Volatility (1Y)

Calculated over the trailing 1-year period

36.26%

53.42%

-17.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.42%

36.32%

+14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.79%

32.42%

+21.37%

UPRO vs. UGL - Expense Ratio Comparison

UPRO has a 0.89% expense ratio, which is lower than UGL's 0.95% expense ratio.


Dividends

UPRO vs. UGL - Dividend Comparison

UPRO's dividend yield for the trailing twelve months is around 0.73%, while UGL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UGL
ProShares Ultra Gold
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
0.73%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 UGL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGL has higher volatility (11.42%) compared to UPRO (11.42%). In terms of maximum drawdown, UPRO dropped -76.82% vs UGL's -75.93%.

On 10-year performance, UPRO leads with 28.93% vs 17.75% for UGL. On fees, UPRO is cheaper at 0.89% per year. Their volatility is very similar. 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 28.93% return vs 17.75%. 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 UGL.

UPRO has the higher dividend yield at 0.73%, compared with 0.00% for UGL.

UPRO is categorized as Leveraged Equities, while UGL is Leveraged Commodities. UPRO tracks S&P 500, while UGL tracks Bloomberg Gold Subindex (200%). Their fees differ too: 0.89% for UPRO and 0.95% for UGL.

UPRO currently has the higher Sharpe Ratio (1.98 vs 0.80), 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

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