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UPW vs. MUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPW vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Utilities (UPW) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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UPW vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
UPW
ProShares Ultra Utilities
14.41%23.61%-8.01%
MUU
Direxion Daily MU Bull 2X Shares
19.95%599.03%-43.09%

Returns By Period

In the year-to-date period, UPW achieves a 14.41% return, which is significantly lower than MUU's 19.95% return.


UPW

1D
-0.37%
1M
-7.21%
YTD
14.41%
6M
9.25%
1Y
30.87%
3Y*
18.27%
5Y*
12.78%
10Y*
11.18%

MUU

1D
9.69%
1M
-37.04%
YTD
19.95%
6M
205.62%
1Y
790.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPW vs. MUU - Expense Ratio Comparison

UPW has a 0.95% expense ratio, which is lower than MUU's 1.06% expense ratio.


Return for Risk

UPW vs. MUU — Risk / Return Rank

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

UPW
UPW Risk / Return Rank: 5656
Overall Rank
UPW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 5555
Sortino Ratio Rank
UPW Omega Ratio Rank: 5151
Omega Ratio Rank
UPW Calmar Ratio Rank: 7171
Calmar Ratio Rank
UPW Martin Ratio Rank: 4545
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9898
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.

UPW vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Utilities (UPW) and Direxion Daily MU Bull 2X Shares (MUU). 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.


UPWMUUDifference

Sharpe ratio

Return per unit of total volatility

0.99

6.16

-5.17

Sortino ratio

Return per unit of downside risk

1.41

3.70

-2.29

Omega ratio

Gain probability vs. loss probability

1.19

1.49

-0.30

Calmar ratio

Return relative to maximum drawdown

1.78

14.42

-12.64

Martin ratio

Return relative to average drawdown

4.17

40.98

-36.82

UPW vs. MUU - Sharpe Ratio Comparison

The current UPW Sharpe Ratio is 0.99, which is lower than the MUU Sharpe Ratio of 6.16. The chart below compares the historical Sharpe Ratios of UPW and MUU, 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


UPWMUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

6.16

-5.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.52

-1.25

Correlation

The correlation between UPW and MUU is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UPW vs. MUU - Dividend Comparison

UPW's dividend yield for the trailing twelve months is around 1.40%, less than MUU's 4.03% yield.


TTM20252024202320222021202020192018201720162015
UPW
ProShares Ultra Utilities
1.40%1.67%1.83%2.40%1.55%1.30%0.83%0.83%1.98%1.51%1.70%2.16%
MUU
Direxion Daily MU Bull 2X Shares
4.03%4.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UPW vs. MUU - Drawdown Comparison

The maximum UPW drawdown since its inception was -77.75%, roughly equal to the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for UPW and MUU.


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Drawdown Indicators


UPWMUUDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-75.07%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-52.72%

+33.79%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

Current Drawdown

Current decline from peak

-7.21%

-48.14%

+40.93%

Average Drawdown

Average peak-to-trough decline

-22.71%

-25.05%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

18.55%

-10.46%

Volatility

UPW vs. MUU - Volatility Comparison

The current volatility for ProShares Ultra Utilities (UPW) is 10.16%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 46.74%. This indicates that UPW experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPWMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

46.74%

-36.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

98.12%

-77.19%

Volatility (1Y)

Calculated over the trailing 1-year period

31.45%

129.66%

-98.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.11%

127.08%

-92.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.07%

127.08%

-90.01%