UPV vs. EPV
Compare and contrast key facts about ProShares Ultra Europe (UPV) and ProShares UltraShort FTSE Europe (EPV).
UPV and EPV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UPV is a passively managed fund by ProShares that tracks the performance of the MSCI Europe Index (200%). It was launched on Apr 30, 2010. EPV is a passively managed fund by ProShares that tracks the performance of the FTSE All Cap Developed Europe (-200%). It was launched on Jun 16, 2009. Both UPV and EPV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UPV or EPV.
Performance
UPV vs. EPV - Performance Comparison
Returns By Period
In the year-to-date period, UPV achieves a -1.05% return, which is significantly higher than EPV's -1.77% return. Over the past 10 years, UPV has outperformed EPV with an annualized return of 3.07%, while EPV has yielded a comparatively lower -17.42% annualized return.
UPV
-1.05%
-13.23%
-14.52%
11.47%
3.20%
3.07%
EPV
-1.77%
14.46%
15.22%
-13.27%
-21.14%
-17.42%
Key characteristics
| UPV | EPV | |
|---|---|---|
| Sharpe Ratio | 0.79 | -0.59 |
| Sortino Ratio | 1.22 | -0.73 |
| Omega Ratio | 1.15 | 0.92 |
| Calmar Ratio | 0.62 | -0.16 |
| Martin Ratio | 3.56 | -0.84 |
| Ulcer Index | 6.00% | 18.53% |
| Daily Std Dev | 26.36% | 26.40% |
| Max Drawdown | -67.25% | -97.30% |
| Current Drawdown | -20.80% | -96.69% |
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UPV vs. EPV - Expense Ratio Comparison
Both UPV and EPV have an expense ratio of 0.95%.
Correlation
The correlation between UPV and EPV is -0.91. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
UPV vs. EPV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) and ProShares UltraShort FTSE Europe (EPV). 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.
Dividends
UPV vs. EPV - Dividend Comparison
UPV's dividend yield for the trailing twelve months is around 2.31%, less than EPV's 5.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
UPV ProShares Ultra Europe | 2.31% | 1.56% | 0.00% | 0.00% | 0.00% | 0.64% | 3.79% |
EPV ProShares UltraShort FTSE Europe | 5.06% | 3.17% | 0.33% | 0.01% | 0.09% | 1.10% | 0.19% |
Drawdowns
UPV vs. EPV - Drawdown Comparison
The maximum UPV drawdown since its inception was -67.25%, smaller than the maximum EPV drawdown of -97.30%. Use the drawdown chart below to compare losses from any high point for UPV and EPV. For additional features, visit the drawdowns tool.
Volatility
UPV vs. EPV - Volatility Comparison
ProShares Ultra Europe (UPV) and ProShares UltraShort FTSE Europe (EPV) have volatilities of 8.81% and 9.24%, 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.