UPV vs. SCHC
Compare and contrast key facts about ProShares Ultra Europe (UPV) and Schwab International Small-Cap Equity ETF (SCHC).
UPV and SCHC 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. SCHC is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). It was launched on Jan 14, 2010. Both UPV and SCHC 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 SCHC.
Performance
UPV vs. SCHC - Performance Comparison
Returns By Period
In the year-to-date period, UPV achieves a -2.37% return, which is significantly lower than SCHC's 3.44% return. Over the past 10 years, UPV has underperformed SCHC with an annualized return of 2.77%, while SCHC has yielded a comparatively higher 4.30% annualized return.
UPV
-2.37%
-11.90%
-13.38%
9.68%
2.87%
2.77%
SCHC
3.44%
-3.59%
0.22%
11.95%
3.98%
4.30%
Key characteristics
| UPV | SCHC | |
|---|---|---|
| Sharpe Ratio | 0.47 | 0.86 |
| Sortino Ratio | 0.81 | 1.25 |
| Omega Ratio | 1.10 | 1.16 |
| Calmar Ratio | 0.40 | 0.57 |
| Martin Ratio | 1.95 | 4.10 |
| Ulcer Index | 6.37% | 2.98% |
| Daily Std Dev | 26.29% | 14.12% |
| Max Drawdown | -67.25% | -43.94% |
| Current Drawdown | -21.86% | -11.88% |
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UPV vs. SCHC - Expense Ratio Comparison
UPV has a 0.95% expense ratio, which is higher than SCHC's 0.11% expense ratio.
Correlation
The correlation between UPV and SCHC is 0.84, 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.
Risk-Adjusted Performance
UPV vs. SCHC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) and Schwab International Small-Cap Equity ETF (SCHC). 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. SCHC - Dividend Comparison
UPV's dividend yield for the trailing twelve months is around 2.34%, less than SCHC's 2.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPV ProShares Ultra Europe | 2.34% | 1.56% | 0.00% | 0.00% | 0.00% | 0.64% | 3.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHC Schwab International Small-Cap Equity ETF | 2.69% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.72% | 2.01% | 2.34% | 2.59% | 2.80% |
Drawdowns
UPV vs. SCHC - Drawdown Comparison
The maximum UPV drawdown since its inception was -67.25%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for UPV and SCHC. For additional features, visit the drawdowns tool.
Volatility
UPV vs. SCHC - Volatility Comparison
ProShares Ultra Europe (UPV) has a higher volatility of 8.61% compared to Schwab International Small-Cap Equity ETF (SCHC) at 3.73%. This indicates that UPV's price experiences larger fluctuations and is considered to be riskier than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.