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URE vs. DRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URE vs. DRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Real Estate (URE) and Direxion Daily Real Estate Bull 3x Shares (DRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URE achieves a 21.30% return, which is significantly lower than DRN's 29.87% return. Over the past 10 years, URE has outperformed DRN with an annualized return of 3.29%, while DRN has yielded a comparatively lower -4.65% annualized return.


URE

1D
2.89%
1M
1.25%
YTD
21.30%
6M
22.37%
1Y
11.16%
3Y*
12.71%
5Y*
-2.86%
10Y*
3.29%

DRN

1D
3.48%
1M
0.92%
YTD
29.87%
6M
31.25%
1Y
12.29%
3Y*
12.52%
5Y*
-10.17%
10Y*
-4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URE vs. DRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URE
ProShares Ultra Real Estate
21.30%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%16.56%
DRN
Direxion Daily Real Estate Bull 3x Shares
29.87%-11.24%-5.29%12.03%-67.26%152.94%-55.37%81.86%-25.11%7.50%

Correlation

The correlation between URE and DRN is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2009

0.99

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

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Return for Risk

URE vs. DRN — Risk / Return Rank

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

URE
URE Risk / Return Rank: 1616
Overall Rank
URE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
URE Sortino Ratio Rank: 1515
Sortino Ratio Rank
URE Omega Ratio Rank: 1515
Omega Ratio Rank
URE Calmar Ratio Rank: 1717
Calmar Ratio Rank
URE Martin Ratio Rank: 1717
Martin Ratio Rank

DRN
DRN Risk / Return Rank: 1414
Overall Rank
DRN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DRN Sortino Ratio Rank: 1414
Sortino Ratio Rank
DRN Omega Ratio Rank: 1414
Omega Ratio Rank
DRN Calmar Ratio Rank: 1515
Calmar Ratio Rank
DRN Martin Ratio Rank: 1414
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.

URE vs. DRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Real Estate (URE) and Direxion Daily Real Estate Bull 3x Shares (DRN). 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.


UREDRNDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.09

1.08

+0.01

Calmar ratioReturn relative to maximum drawdown

0.68

0.51

+0.17

Martin ratioReturn relative to average drawdown

1.63

1.12

+0.51

URE vs. DRN - Sharpe Ratio Comparison

The current URE Sharpe Ratio is 0.40, which is higher than the DRN Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of URE and DRN, 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

URE vs. DRN - Drawdown Comparison

The maximum URE drawdown since its inception was -97.16%, which is greater than DRN's maximum drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for URE and DRN.


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Drawdown Indicators


UREDRNDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-86.32%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-24.28%

+7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.77%

-48.26%

+14.49%

Max Drawdown (5Y)

Largest decline over 5 years

-63.66%

-80.58%

+16.92%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

-86.32%

+15.83%

Current Drawdown

Current decline from peak

-49.63%

-62.97%

+13.34%

Average Drawdown

Average peak-to-trough decline

-64.47%

-35.15%

-29.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

10.95%

-4.09%

Volatility

URE vs. DRN - Volatility Comparison

The current volatility for ProShares Ultra Real Estate (URE) is 10.65%, while Direxion Daily Real Estate Bull 3x Shares (DRN) has a volatility of 15.77%. This indicates that URE experiences smaller price fluctuations and is considered to be less risky than DRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UREDRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.65%

15.77%

-5.12%

Volatility (6M)

Calculated over the trailing 6-month period

21.26%

31.71%

-10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

42.14%

-13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.44%

56.85%

-19.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.64%

60.77%

-20.13%

URE vs. DRN - Expense Ratio Comparison

URE has a 0.95% expense ratio, which is lower than DRN's 0.99% expense ratio.


Dividends

URE vs. DRN - Dividend Comparison

URE's dividend yield for the trailing twelve months is around 1.93%, less than DRN's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DRN
Direxion Daily Real Estate Bull 3x Shares
2.05%2.81%2.24%2.84%2.70%4.21%1.90%2.59%3.11%0.91%0.00%0.00%
URE
ProShares Ultra Real Estate
1.93%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Frequently Asked Questions


With a correlation of 0.99, URE and DRN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DRN has higher volatility (15.77%) compared to URE (10.65%). In terms of maximum drawdown, URE dropped -97.16% vs DRN's -86.32%.

On 10-year performance, URE leads with 3.29% vs -4.65% for DRN. On fees, URE is cheaper at 0.95% per year. On volatility, URE has been the lower-risk option at 10.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, URE has performed better with a 3.29% return vs -4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URE is cheaper with a 0.95% expense ratio, compared with 0.99% for DRN.

DRN has the higher dividend yield at 2.05%, compared with 1.93% for URE.

URE tracks Dow Jones U.S. Real Estate Index (200%), while DRN tracks MSCI US REIT Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for URE and 0.99% for DRN.

URE currently has the higher Sharpe Ratio (0.40 vs 0.29), 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.

Portfolio Optimizer

Find the right allocation for URE and DRN

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