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UPV vs. CMGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPV vs. CMGG - Performance Comparison

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

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Returns By Period

In the year-to-date period, UPV achieves a 9.44% return, which is significantly higher than CMGG's -45.23% return.


UPV

1D
2.14%
1M
3.94%
YTD
9.44%
6M
15.57%
1Y
29.48%
3Y*
25.27%
5Y*
8.07%
10Y*
10.86%

CMGG

1D
-3.36%
1M
-20.45%
YTD
-45.23%
6M
-35.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPV vs. CMGG - Yearly Performance Comparison


2026 (YTD)2025
UPV
ProShares Ultra Europe
9.44%10.45%
CMGG
Leverage Shares 2X Long CMG Daily ETF
-45.23%43.86%

Correlation

The correlation between UPV and CMGG is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.42

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Return for Risk

UPV vs. CMGG — Risk / Return Rank

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

UPV
UPV Risk / Return Rank: 2828
Overall Rank
UPV Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
UPV Sortino Ratio Rank: 2828
Sortino Ratio Rank
UPV Omega Ratio Rank: 2727
Omega Ratio Rank
UPV Calmar Ratio Rank: 2727
Calmar Ratio Rank
UPV Martin Ratio Rank: 3030
Martin Ratio Rank

CMGG
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.

UPV vs. CMGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) and Leverage Shares 2X Long CMG Daily ETF (CMGG). 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.


UPVCMGGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.26

Martin ratioReturn relative to average drawdown

4.31

UPV vs. CMGG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UPVCMGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.54

+0.79

Drawdowns

UPV vs. CMGG - Drawdown Comparison

The maximum UPV drawdown since its inception was -67.25%, which is greater than CMGG's maximum drawdown of -54.58%. Use the drawdown chart below to compare losses from any high point for UPV and CMGG.


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Drawdown Indicators


UPVCMGGDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-54.58%

-12.67%

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 Drawdown

Current decline from peak

-5.61%

-54.58%

+48.97%

Average Drawdown

Average peak-to-trough decline

-20.82%

-21.08%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

Volatility

UPV vs. CMGG - Volatility Comparison


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Volatility by Period


UPVCMGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

Volatility (6M)

Calculated over the trailing 6-month period

25.67%

Volatility (1Y)

Calculated over the trailing 1-year period

30.76%

66.76%

-36.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.39%

66.76%

-31.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.14%

66.76%

-29.62%

UPV vs. CMGG - Expense Ratio Comparison

UPV has a 0.95% expense ratio, which is higher than CMGG's 0.75% expense ratio.


Dividends

UPV vs. CMGG - Dividend Comparison

UPV's dividend yield for the trailing twelve months is around 2.09%, while CMGG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
CMGG
Leverage Shares 2X Long CMG Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPV
ProShares Ultra Europe
2.09%2.11%2.70%1.57%0.00%0.00%0.00%0.65%3.80%

Frequently Asked Questions


UPV and CMGG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CMGG is cheaper with a 0.75% expense ratio, compared with 0.95% for UPV.

UPV has the higher dividend yield at 2.09%, compared with 0.00% for CMGG.

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

Portfolio Optimizer

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