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UPV vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPV vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Europe (UPV) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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UPV vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UPV
ProShares Ultra Europe
-4.34%68.63%-4.51%32.16%-36.58%3.71%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
-1.36%15.42%14.43%25.72%-15.66%7.28%

Returns By Period

In the year-to-date period, UPV achieves a -4.34% return, which is significantly lower than XTJL's -1.36% return.


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%

XTJL

1D
2.47%
1M
-2.34%
YTD
-1.36%
6M
1.27%
1Y
15.57%
3Y*
14.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPV vs. XTJL - Expense Ratio Comparison

UPV has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

UPV vs. XTJL — 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

XTJL
XTJL Risk / Return Rank: 5757
Overall Rank
XTJL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5151
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7373
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4545
Calmar Ratio Rank
XTJL Martin Ratio Rank: 7171
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. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.


UPVXTJLDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.86

+0.09

Sortino ratio

Return per unit of downside risk

1.46

1.38

+0.08

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.32

1.18

+0.14

Martin ratio

Return relative to average drawdown

4.90

7.42

-2.53

UPV vs. XTJL - Sharpe Ratio Comparison

The current UPV Sharpe Ratio is 0.95, which is comparable to the XTJL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of UPV and XTJL, 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


UPVXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.86

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.56

-0.33

Correlation

The correlation between UPV and XTJL is 0.70, 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. XTJL - Dividend Comparison

UPV's dividend yield for the trailing twelve months is around 2.39%, while XTJL has not paid dividends to shareholders.


TTM20252024202320222021202020192018
UPV
ProShares Ultra Europe
2.39%2.11%2.70%1.57%0.00%0.00%0.00%0.65%3.80%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UPV vs. XTJL - Drawdown Comparison

The maximum UPV drawdown since its inception was -67.25%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for UPV and XTJL.


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Drawdown Indicators


UPVXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-23.24%

-44.01%

Max Drawdown (1Y)

Largest decline over 1 year

-23.41%

-13.81%

-9.60%

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

-17.49%

-2.77%

-14.72%

Average Drawdown

Average peak-to-trough decline

-20.97%

-4.18%

-16.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

2.19%

+4.10%

Volatility

UPV vs. XTJL - Volatility Comparison

ProShares Ultra Europe (UPV) has a higher volatility of 15.44% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.44%. This indicates that UPV's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPVXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.44%

4.44%

+11.00%

Volatility (6M)

Calculated over the trailing 6-month period

21.88%

6.27%

+15.61%

Volatility (1Y)

Calculated over the trailing 1-year period

35.13%

18.18%

+16.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.00%

15.46%

+19.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.94%

15.46%

+21.48%