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UPV vs. FEZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPV vs. FEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Europe (UPV) and SPDR EURO STOXX 50 ETF (FEZ). The values are adjusted to include any dividend payments, if applicable.

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UPV vs. FEZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPV
ProShares Ultra Europe
-4.34%68.63%-4.51%32.16%-36.58%32.38%-3.15%47.04%-32.64%57.44%
FEZ
SPDR EURO STOXX 50 ETF
-3.44%37.81%3.57%27.16%-14.27%14.84%4.84%26.04%-15.85%24.80%

Returns By Period

In the year-to-date period, UPV achieves a -4.34% return, which is significantly lower than FEZ's -3.44% return. Both investments have delivered pretty close results over the past 10 years, with UPV having a 10.05% annualized return and FEZ not far behind at 9.68%.


UPV

1D
6.31%
1M
-16.80%
YTD
-4.34%
6M
5.15%
1Y
33.34%
3Y*
19.59%
5Y*
8.73%
10Y*
10.05%

FEZ

1D
3.76%
1M
-9.30%
YTD
-3.44%
6M
0.89%
1Y
17.45%
3Y*
14.62%
5Y*
9.71%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPV vs. FEZ - Expense Ratio Comparison

UPV has a 0.95% expense ratio, which is higher than FEZ's 0.29% expense ratio.


Return for Risk

UPV vs. FEZ — Risk / Return Rank

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

UPV
UPV Risk / Return Rank: 5454
Overall Rank
UPV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
UPV Sortino Ratio Rank: 5757
Sortino Ratio Rank
UPV Omega Ratio Rank: 5656
Omega Ratio Rank
UPV Calmar Ratio Rank: 5252
Calmar Ratio Rank
UPV Martin Ratio Rank: 5151
Martin Ratio Rank

FEZ
FEZ Risk / Return Rank: 5151
Overall Rank
FEZ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 5555
Sortino Ratio Rank
FEZ Omega Ratio Rank: 5050
Omega Ratio Rank
FEZ Calmar Ratio Rank: 5151
Calmar Ratio Rank
FEZ Martin Ratio Rank: 4949
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.

UPV vs. FEZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) and SPDR EURO STOXX 50 ETF (FEZ). 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.


UPVFEZDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.88

+0.07

Sortino ratio

Return per unit of downside risk

1.46

1.36

+0.10

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.32

1.19

+0.13

Martin ratio

Return relative to average drawdown

4.90

4.39

+0.50

UPV vs. FEZ - Sharpe Ratio Comparison

The current UPV Sharpe Ratio is 0.95, which is comparable to the FEZ Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of UPV and FEZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UPVFEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.88

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.48

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.46

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.29

-0.05

Correlation

The correlation between UPV and FEZ is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UPV vs. FEZ - Dividend Comparison

UPV's dividend yield for the trailing twelve months is around 2.39%, less than FEZ's 2.80% yield.


TTM20252024202320222021202020192018201720162015
UPV
ProShares Ultra Europe
2.39%2.11%2.70%1.57%0.00%0.00%0.00%0.65%3.80%0.00%0.00%0.00%
FEZ
SPDR EURO STOXX 50 ETF
2.80%2.78%2.94%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%

Drawdowns

UPV vs. FEZ - Drawdown Comparison

The maximum UPV drawdown since its inception was -67.25%, roughly equal to the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for UPV and FEZ.


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Drawdown Indicators


UPVFEZDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-64.21%

-3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-23.41%

-13.63%

-9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-58.33%

-35.05%

-23.28%

Max Drawdown (10Y)

Largest decline over 10 years

-67.25%

-39.69%

-27.56%

Current Drawdown

Current decline from peak

-17.49%

-10.33%

-7.16%

Average Drawdown

Average peak-to-trough decline

-20.97%

-17.17%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

3.68%

+2.61%

Volatility

UPV vs. FEZ - Volatility Comparison

ProShares Ultra Europe (UPV) has a higher volatility of 15.44% compared to SPDR EURO STOXX 50 ETF (FEZ) at 8.77%. This indicates that UPV's price experiences larger fluctuations and is considered to be riskier than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPVFEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.44%

8.77%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

21.88%

12.59%

+9.29%

Volatility (1Y)

Calculated over the trailing 1-year period

35.13%

19.94%

+15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.00%

20.38%

+14.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.94%

21.00%

+15.94%