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URE vs. REZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between URE and REZ is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

URE vs. REZ - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-47.60%
227.03%
URE
REZ

Key characteristics

Sharpe Ratio

URE:

0.61

REZ:

1.17

Sortino Ratio

URE:

1.03

REZ:

1.66

Omega Ratio

URE:

1.13

REZ:

1.21

Calmar Ratio

URE:

0.34

REZ:

0.86

Martin Ratio

URE:

1.93

REZ:

3.88

Ulcer Index

URE:

11.56%

REZ:

5.50%

Daily Std Dev

URE:

36.71%

REZ:

18.20%

Max Drawdown

URE:

-97.16%

REZ:

-66.84%

Current Drawdown

URE:

-57.79%

REZ:

-9.48%

Returns By Period

In the year-to-date period, URE achieves a -2.30% return, which is significantly lower than REZ's 2.23% return. Over the past 10 years, URE has underperformed REZ with an annualized return of 2.34%, while REZ has yielded a comparatively higher 6.42% annualized return.


URE

YTD

-2.30%

1M

-4.78%

6M

-17.98%

1Y

19.17%

5Y*

7.08%

10Y*

2.34%

REZ

YTD

2.23%

1M

-2.36%

6M

-4.97%

1Y

19.71%

5Y*

11.22%

10Y*

6.42%

*Annualized

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URE vs. REZ - Expense Ratio Comparison

URE has a 0.95% expense ratio, which is higher than REZ's 0.48% expense ratio.


Expense ratio chart for URE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
URE: 0.95%
Expense ratio chart for REZ: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REZ: 0.48%

Risk-Adjusted Performance

URE vs. REZ — Risk-Adjusted Performance Rank

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

URE
The Risk-Adjusted Performance Rank of URE is 6262
Overall Rank
The Sharpe Ratio Rank of URE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of URE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of URE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of URE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of URE is 5959
Martin Ratio Rank

REZ
The Risk-Adjusted Performance Rank of REZ is 8282
Overall Rank
The Sharpe Ratio Rank of REZ is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of REZ is 8484
Sortino Ratio Rank
The Omega Ratio Rank of REZ is 8383
Omega Ratio Rank
The Calmar Ratio Rank of REZ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of REZ is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

URE vs. REZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Real Estate (URE) and iShares Residential Real Estate ETF (REZ). 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.


The chart of Sharpe ratio for URE, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
URE: 0.61
REZ: 1.17
The chart of Sortino ratio for URE, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
URE: 1.03
REZ: 1.66
The chart of Omega ratio for URE, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
URE: 1.13
REZ: 1.21
The chart of Calmar ratio for URE, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.00
URE: 0.39
REZ: 0.86
The chart of Martin ratio for URE, currently valued at 1.93, compared to the broader market0.0020.0040.0060.00
URE: 1.93
REZ: 3.88

The current URE Sharpe Ratio is 0.61, which is lower than the REZ Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of URE and REZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.61
1.17
URE
REZ

Dividends

URE vs. REZ - Dividend Comparison

URE's dividend yield for the trailing twelve months is around 2.50%, more than REZ's 2.29% yield.


TTM20242023202220212020201920182017201620152014
URE
ProShares Ultra Real Estate
2.50%2.09%1.32%1.26%0.58%0.94%1.10%1.54%0.93%1.23%0.81%1.24%
REZ
iShares Residential Real Estate ETF
2.29%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.54%3.18%3.13%

Drawdowns

URE vs. REZ - Drawdown Comparison

The maximum URE drawdown since its inception was -97.16%, which is greater than REZ's maximum drawdown of -66.84%. Use the drawdown chart below to compare losses from any high point for URE and REZ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-48.44%
-9.48%
URE
REZ

Volatility

URE vs. REZ - Volatility Comparison

ProShares Ultra Real Estate (URE) has a higher volatility of 20.49% compared to iShares Residential Real Estate ETF (REZ) at 9.96%. This indicates that URE's price experiences larger fluctuations and is considered to be riskier than REZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.49%
9.96%
URE
REZ