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UPSG vs. SAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPSG vs. SAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long UPS Daily ETF (UPSG) and ProShares Ultra SmallCap600 (SAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UPSG achieves a 9.06% return, which is significantly lower than SAA's 39.76% return.


UPSG

1D
0.18%
1M
8.29%
YTD
9.06%
6M
6.14%
1Y
3Y*
5Y*
10Y*

SAA

1D
2.12%
1M
10.49%
YTD
39.76%
6M
33.10%
1Y
65.99%
3Y*
22.52%
5Y*
2.84%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPSG vs. SAA - Yearly Performance Comparison


2026 (YTD)2025
UPSG
Leverage Shares 2X Long UPS Daily ETF
9.06%-3.39%
SAA
ProShares Ultra SmallCap600
39.76%-5.57%

Correlation

The correlation between UPSG and SAA is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.54

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Return for Risk

UPSG vs. SAA — Risk / Return Rank

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

UPSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SAA
SAA Risk / Return Rank: 6666
Overall Rank
SAA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SAA Sortino Ratio Rank: 6161
Sortino Ratio Rank
SAA Omega Ratio Rank: 5454
Omega Ratio Rank
SAA Calmar Ratio Rank: 7979
Calmar Ratio Rank
SAA Martin Ratio Rank: 7272
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.

UPSG vs. SAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long UPS Daily ETF (UPSG) and ProShares Ultra SmallCap600 (SAA). 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.


UPSGSAADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.64

Martin ratioReturn relative to average drawdown

11.85

UPSG vs. SAA - Sharpe Ratio Comparison


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Drawdowns

UPSG vs. SAA - Drawdown Comparison

The maximum UPSG drawdown since its inception was -37.29%, smaller than the maximum SAA drawdown of -87.39%. Use the drawdown chart below to compare losses from any high point for UPSG and SAA.


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Drawdown Indicators


UPSGSAADifference

Max Drawdown

Largest peak-to-trough decline

-37.29%

-87.39%

+50.10%

Max Drawdown (1Y)

Largest decline over 1 year

-18.21%

Max Drawdown (3Y)

Largest decline over 3 years

-50.84%

Max Drawdown (5Y)

Largest decline over 5 years

-55.37%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

Current Drawdown

Current decline from peak

-23.53%

0.00%

-23.53%

Average Drawdown

Average peak-to-trough decline

-17.27%

-27.35%

+10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

Volatility

UPSG vs. SAA - Volatility Comparison


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Volatility by Period


UPSGSAADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

Volatility (6M)

Calculated over the trailing 6-month period

24.50%

Volatility (1Y)

Calculated over the trailing 1-year period

60.39%

36.09%

+24.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.39%

43.52%

+16.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.39%

46.15%

+14.24%

UPSG vs. SAA - Expense Ratio Comparison

UPSG has a 0.75% expense ratio, which is lower than SAA's 0.95% expense ratio.


Dividends

UPSG vs. SAA - Dividend Comparison

UPSG has not paid dividends to shareholders, while SAA's dividend yield for the trailing twelve months is around 0.72%.


PositionTTM2025202420232022202120202019201820172016
SAA
ProShares Ultra SmallCap600
0.72%1.05%1.36%0.88%0.46%0.00%0.03%0.35%0.27%0.00%0.14%
UPSG
Leverage Shares 2X Long UPS Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UPSG and SAA have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UPSG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UPSG is cheaper with a 0.75% expense ratio, compared with 0.95% for SAA.

SAA has the higher dividend yield at 0.72%, compared with 0.00% for UPSG.

They also come from different issuers: Leverage Shares and ProShares. Their fees differ too: 0.75% for UPSG and 0.95% for SAA.

Portfolio Optimizer

Find the right allocation for UPSG and SAA

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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