PortfoliosLab logoPortfoliosLab logo
UPW vs. QTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPW vs. QTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Utilities (UPW) and Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UPW vs. QTAP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UPW
ProShares Ultra Utilities
14.41%23.61%37.67%-22.37%-4.59%26.52%
QTAP
Innovator Growth Accelerated Plus ETF - April
1.26%19.36%17.34%43.32%-25.87%15.63%

Returns By Period

In the year-to-date period, UPW achieves a 14.41% return, which is significantly higher than QTAP's 1.26% 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%

QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UPW vs. QTAP - Expense Ratio Comparison

UPW has a 0.95% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Return for Risk

UPW vs. QTAP — 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

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Utilities (UPW) and Innovator Growth Accelerated Plus ETF - April (QTAP). 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.


UPWQTAPDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.22

-0.23

Sortino ratio

Return per unit of downside risk

1.41

1.94

-0.53

Omega ratio

Gain probability vs. loss probability

1.19

1.48

-0.29

Calmar ratio

Return relative to maximum drawdown

1.78

1.73

+0.05

Martin ratio

Return relative to average drawdown

4.17

12.34

-8.17

UPW vs. QTAP - Sharpe Ratio Comparison

The current UPW Sharpe Ratio is 0.99, which is comparable to the QTAP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of UPW and QTAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UPWQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.22

-0.23

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

0.62

-0.35

Correlation

The correlation between UPW and QTAP is 0.27, 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. QTAP - Dividend Comparison

UPW's dividend yield for the trailing twelve months is around 1.40%, while QTAP has not paid dividends to shareholders.


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%
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UPW vs. QTAP - Drawdown Comparison

The maximum UPW drawdown since its inception was -77.75%, which is greater than QTAP's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for UPW and QTAP.


Loading graphics...

Drawdown Indicators


UPWQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-29.44%

-48.31%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-12.04%

-6.89%

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%

-0.51%

-6.70%

Average Drawdown

Average peak-to-trough decline

-22.71%

-5.21%

-17.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

1.68%

+6.41%

Volatility

UPW vs. QTAP - Volatility Comparison

ProShares Ultra Utilities (UPW) has a higher volatility of 10.16% compared to Innovator Growth Accelerated Plus ETF - April (QTAP) at 0.76%. This indicates that UPW's price experiences larger fluctuations and is considered to be riskier than QTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UPWQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

0.76%

+9.40%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

2.75%

+18.18%

Volatility (1Y)

Calculated over the trailing 1-year period

31.45%

16.31%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.11%

19.02%

+15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.07%

19.02%

+18.05%