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URE vs. PFFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URE vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Real Estate (URE) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

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URE vs. PFFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URE
ProShares Ultra Real Estate
1.63%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%14.59%
PFFR
InfraCap REIT Preferred ETF
-2.23%5.36%7.12%21.04%-23.90%6.76%0.19%20.28%-7.45%7.60%

Returns By Period

In the year-to-date period, URE achieves a 1.63% return, which is significantly higher than PFFR's -2.23% return.


URE

1D
3.10%
1M
-12.81%
YTD
1.63%
6M
-6.43%
1Y
-6.73%
3Y*
3.31%
5Y*
-2.68%
10Y*
1.86%

PFFR

1D
0.64%
1M
-2.73%
YTD
-2.23%
6M
-3.91%
1Y
3.15%
3Y*
9.23%
5Y*
0.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URE vs. PFFR - Expense Ratio Comparison

URE has a 0.95% expense ratio, which is higher than PFFR's 0.45% expense ratio.


Return for Risk

URE vs. PFFR — Risk / Return Rank

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

URE
URE Risk / Return Rank: 88
Overall Rank
URE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
URE Sortino Ratio Rank: 99
Sortino Ratio Rank
URE Omega Ratio Rank: 99
Omega Ratio Rank
URE Calmar Ratio Rank: 99
Calmar Ratio Rank
URE Martin Ratio Rank: 77
Martin Ratio Rank

PFFR
PFFR Risk / Return Rank: 2121
Overall Rank
PFFR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 2121
Sortino Ratio Rank
PFFR Omega Ratio Rank: 2121
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFFR Martin Ratio Rank: 1919
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. PFFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Real Estate (URE) and InfraCap REIT Preferred ETF (PFFR). 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.


UREPFFRDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.37

-0.58

Sortino ratio

Return per unit of downside risk

-0.07

0.55

-0.62

Omega ratio

Gain probability vs. loss probability

0.99

1.07

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.21

0.36

-0.57

Martin ratio

Return relative to average drawdown

-0.62

0.89

-1.52

URE vs. PFFR - Sharpe Ratio Comparison

The current URE Sharpe Ratio is -0.21, which is lower than the PFFR Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of URE and PFFR, 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


UREPFFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.37

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.07

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.14

-0.21

Correlation

The correlation between URE and PFFR is 0.38, 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

URE vs. PFFR - Dividend Comparison

URE's dividend yield for the trailing twelve months is around 2.30%, less than PFFR's 8.40% yield.


TTM20252024202320222021202020192018201720162015
URE
ProShares Ultra Real Estate
2.30%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%
PFFR
InfraCap REIT Preferred ETF
8.40%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%0.00%0.00%

Drawdowns

URE vs. PFFR - Drawdown Comparison

The maximum URE drawdown since its inception was -97.16%, which is greater than PFFR's maximum drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for URE and PFFR.


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Drawdown Indicators


UREPFFRDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-53.02%

-44.14%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-6.57%

-16.36%

Max Drawdown (5Y)

Largest decline over 5 years

-63.66%

-29.80%

-33.86%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

Current Drawdown

Current decline from peak

-57.80%

-5.97%

-51.83%

Average Drawdown

Average peak-to-trough decline

-64.63%

-7.07%

-57.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

2.65%

+4.93%

Volatility

URE vs. PFFR - Volatility Comparison

ProShares Ultra Real Estate (URE) has a higher volatility of 9.23% compared to InfraCap REIT Preferred ETF (PFFR) at 3.66%. This indicates that URE's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UREPFFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

3.66%

+5.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

5.77%

+13.28%

Volatility (1Y)

Calculated over the trailing 1-year period

32.54%

8.61%

+23.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.26%

10.38%

+26.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.50%

20.70%

+19.80%