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UPW vs. SDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPW vs. SDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Utilities (UPW) and ProShares UltraShort Utilities (SDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UPW achieves a 8.28% return, which is significantly higher than SDP's -10.74% return. Over the past 10 years, UPW has outperformed SDP with an annualized return of 10.12%, while SDP has yielded a comparatively lower -20.79% annualized return.


UPW

1D
1.67%
1M
-1.80%
YTD
8.28%
6M
9.36%
1Y
21.27%
3Y*
19.35%
5Y*
11.82%
10Y*
10.12%

SDP

1D
-1.26%
1M
1.59%
YTD
-10.74%
6M
-11.51%
1Y
-20.58%
3Y*
-20.66%
5Y*
-17.98%
10Y*
-20.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPW vs. SDP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPW
ProShares Ultra Utilities
8.28%23.61%37.67%-22.37%-4.59%32.57%-17.15%48.59%2.36%22.53%
SDP
ProShares UltraShort Utilities
-10.74%-22.59%-30.11%18.95%-12.54%-33.14%-36.27%-35.57%-9.31%-22.03%

Correlation

The correlation between UPW and SDP is -0.99, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.99

Correlation (3Y)
Calculated over the trailing 3-year period

-0.99

Correlation (5Y)
Calculated over the trailing 5-year period

-0.99

Correlation (10Y)
Calculated over the trailing 10-year period

-0.96

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2007

-0.92

The correlation between UPW and SDP has been stable across timeframes, ranging from -0.99 to -0.92 - a consistent structural relationship.

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Return for Risk

UPW vs. SDP — Risk / Return Rank

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

UPW
UPW Risk / Return Rank: 2121
Overall Rank
UPW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 2121
Sortino Ratio Rank
UPW Omega Ratio Rank: 2121
Omega Ratio Rank
UPW Calmar Ratio Rank: 2424
Calmar Ratio Rank
UPW Martin Ratio Rank: 2020
Martin Ratio Rank

SDP
SDP Risk / Return Rank: 33
Overall Rank
SDP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SDP Sortino Ratio Rank: 33
Sortino Ratio Rank
SDP Omega Ratio Rank: 44
Omega Ratio Rank
SDP Calmar Ratio Rank: 33
Calmar Ratio Rank
SDP Martin Ratio Rank: 33
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. SDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Utilities (UPW) and ProShares UltraShort Utilities (SDP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UPWSDPDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.14

0.90

+0.24

Calmar ratioReturn relative to maximum drawdown

1.12

-0.74

+1.85

Martin ratioReturn relative to average drawdown

2.29

-1.22

+3.51

UPW vs. SDP - Sharpe Ratio Comparison

The current UPW Sharpe Ratio is 0.73, which is higher than the SDP Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of UPW and SDP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UPW vs. SDP - Drawdown Comparison

The maximum UPW drawdown since its inception was -77.75%, smaller than the maximum SDP drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for UPW and SDP.


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Drawdown Indicators


UPWSDPDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-99.56%

+21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-28.09%

+8.94%

Max Drawdown (3Y)

Largest decline over 3 years

-33.16%

-66.17%

+33.01%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-66.61%

+17.19%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

-92.43%

+29.76%

Current Drawdown

Current decline from peak

-12.19%

-99.51%

+87.32%

Average Drawdown

Average peak-to-trough decline

-22.57%

-82.15%

+59.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

17.30%

-7.98%

Volatility

UPW vs. SDP - Volatility Comparison

ProShares Ultra Utilities (UPW) and ProShares UltraShort Utilities (SDP) have volatilities of 10.10% and 10.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPWSDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

10.60%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.64%

23.45%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

29.32%

29.52%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

34.36%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.23%

37.57%

-0.34%

UPW vs. SDP - Expense Ratio Comparison

Both UPW and SDP have an expense ratio of 0.95%.


Dividends

UPW vs. SDP - Dividend Comparison

UPW's dividend yield for the trailing twelve months is around 1.48%, less than SDP's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
SDP
ProShares UltraShort Utilities
4.09%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%0.00%0.00%0.00%
UPW
ProShares Ultra Utilities
1.48%1.67%1.83%2.40%1.55%1.30%0.83%0.83%1.98%1.51%1.70%2.16%

Frequently Asked Questions


UPW and SDP have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDP has higher volatility (10.60%) compared to UPW (10.10%). In terms of maximum drawdown, UPW dropped -77.75% vs SDP's -99.56%.

On 10-year performance, UPW leads with 10.12% vs -20.79% for SDP. Both ETFs have the same 0.95% expense ratio. On volatility, UPW has been the lower-risk option at 10.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPW has performed better with a 10.12% return vs -20.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UPW and SDP have the same expense ratio: 0.95% per year.

SDP has the higher dividend yield at 4.09%, compared with 1.48% for UPW.

UPW tracks Dow Jones U.S. Utilities Index (200%), while SDP tracks Dow Jones U.S. Utilities Index (-200%).

UPW currently has the higher Sharpe Ratio (0.73 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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