UPV vs. BRKL
UPV (ProShares Ultra Europe) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. UPV is passively managed, while BRKL is actively managed. Their -0.06 correlation means they have often moved in opposite directions in the past. UPV charges 0.95%/yr vs 0.45%/yr for BRKL.
Performance
UPV vs. BRKL - Performance Comparison
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Returns By Period
UPV
- 1D
- -0.78%
- 1M
- 2.19%
- 6M
- 5.99%
- YTD
- 15.25%
- 1Y
- 41.67%
- 3Y*
- 24.41%
- 5Y*
- 9.52%
- 10Y*
- 12.29%
- ALL TIME*
- 10.10%
BRKL
- 1D
- 0.85%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $853.16 | $14.75K | $14.75K | |
| $55.59K | $49.44K | $105.04K |
UPV vs. BRKL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UPV ProShares Ultra Europe | 0.90% |
BRKL Corgi BRKB 2x Daily ETF | 1.48% |
Correlation
The correlation between UPV and BRKL is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | -0.06 |
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Return for Risk
UPV vs. BRKL — Risk / Return Rank
UPV
BRKL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UPV vs. BRKL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) and Corgi BRKB 2x Daily ETF (BRKL). 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.
| UPV | BRKL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.23 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | — | — |
| Martin ratioReturn relative to average drawdown | 5.85 | — | — |
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Drawdowns
UPV vs. BRKL - Drawdown Comparison
The maximum UPV drawdown since its inception was -67.25%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for UPV and BRKL.
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Drawdown Indicators
| UPV | BRKL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.25% | -7.03% | -60.22% |
Max Drawdown (1Y)Largest decline over 1 year | -23.41% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -58.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.25% | — | — |
Current DrawdownCurrent decline from peak | -0.78% | -0.13% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -20.67% | -4.14% | -16.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.92% | — | — |
Volatility
UPV vs. BRKL - Volatility Comparison
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Volatility by Period
| UPV | BRKL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 27.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.74% | 30.99% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 30.99% | +4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.16% | 30.99% | +5.17% |
UPV vs. BRKL - Expense Ratio Comparison
UPV has a 0.95% expense ratio, which is higher than BRKL's 0.45% expense ratio.
Dividends
UPV vs. BRKL - Dividend Comparison
UPV's dividend yield for the trailing twelve months is around 2.15%, while BRKL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BRKL Corgi BRKB 2x Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UPV ProShares Ultra Europe | 2.15% | 2.11% | 2.70% | 1.57% | 0.00% | 0.00% | 0.00% | 0.65% | 3.80% |
Frequently Asked Questions
UPV and BRKL have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRKL is cheaper with a 0.45% expense ratio, compared with 0.95% for UPV.
UPV has the higher dividend yield at 2.15%, compared with 0.00% for BRKL.
They also come from different issuers: ProShares and Corgi. Their fees differ too: 0.95% for UPV and 0.45% for BRKL.
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