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URE vs. SAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URE vs. SAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Real Estate (URE) and ProShares Ultra SmallCap600 (SAA). 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 24.02% return, which is significantly lower than SAA's 40.69% return. Over the past 10 years, URE has underperformed SAA with an annualized return of 2.00%, while SAA has yielded a comparatively higher 11.73% annualized return.


URE

1D
-0.76%
1M
7.97%
6M
13.74%
YTD
24.02%
1Y
15.74%
3Y*
8.40%
5Y*
-3.79%
10Y*
2.00%
ALL TIME*
-3.02%

SAA

1D
-1.26%
1M
2.42%
6M
23.30%
YTD
40.69%
1Y
58.53%
3Y*
16.94%
5Y*
4.80%
10Y*
11.73%
ALL TIME*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URE vs. SAA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URE
ProShares Ultra Real Estate
24.02%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%16.56%
SAA
ProShares Ultra SmallCap600
40.69%0.29%5.60%21.32%-36.17%51.77%-1.79%42.39%-23.00%23.94%

Correlation

The correlation between URE and SAA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.56

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

0.62

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

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

0.63

The correlation between URE and SAA shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

URE vs. SAA — Risk / Return Rank

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

URE
URE Risk / Return Rank: 2323
Overall Rank
URE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
URE Sortino Ratio Rank: 2222
Sortino Ratio Rank
URE Omega Ratio Rank: 2222
Omega Ratio Rank
URE Calmar Ratio Rank: 2626
Calmar Ratio Rank
URE Martin Ratio Rank: 2525
Martin Ratio Rank

SAA
SAA Risk / Return Rank: 7272
Overall Rank
SAA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SAA Sortino Ratio Rank: 7070
Sortino Ratio Rank
SAA Omega Ratio Rank: 6161
Omega Ratio Rank
SAA Calmar Ratio Rank: 8282
Calmar Ratio Rank
SAA Martin Ratio Rank: 7777
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. SAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Real Estate (URE) and ProShares Ultra SmallCap600 (SAA). 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.


URESAADifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.11

1.28

-0.16

Calmar ratioReturn relative to maximum drawdown

0.96

3.23

-2.27

Martin ratioReturn relative to average drawdown

2.31

10.51

-8.20

URE vs. SAA - Sharpe Ratio Comparison

The current URE Sharpe Ratio is 0.56, which is lower than the SAA Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of URE and SAA, 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. SAA - Drawdown Comparison

The maximum URE drawdown since its inception was -97.16%, which is greater than SAA's maximum drawdown of -87.39%. Use the drawdown chart below to compare losses from any high point for URE and SAA.


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Drawdown Indicators


URESAADifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-87.39%

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-18.21%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-33.77%

-50.84%

+17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-63.66%

-55.37%

-8.29%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

-74.54%

+4.05%

Current Drawdown

Current decline from peak

-48.51%

-4.54%

-43.97%

Average Drawdown

Average peak-to-trough decline

-64.41%

-27.26%

-37.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

5.59%

+1.24%

Volatility

URE vs. SAA - Volatility Comparison

ProShares Ultra Real Estate (URE) has a higher volatility of 9.37% compared to ProShares Ultra SmallCap600 (SAA) at 7.48%. This indicates that URE's price experiences larger fluctuations and is considered to be riskier than SAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URESAADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

7.48%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

22.24%

24.17%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

28.49%

35.47%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.45%

43.28%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.67%

46.01%

-5.34%

URE vs. SAA - Expense Ratio Comparison

Both URE and SAA have an expense ratio of 0.95%.


Dividends

URE vs. SAA - Dividend Comparison

URE's dividend yield for the trailing twelve months is around 1.97%, more than SAA's 0.77% yield.


PositionTTM20252024202320222021202020192018201720162015
SAA
ProShares Ultra SmallCap600
0.77%1.05%1.36%0.88%0.46%0.00%0.03%0.35%0.27%0.00%0.14%0.00%
URE
ProShares Ultra Real Estate
1.97%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


URE and SAA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URE has higher volatility (9.37%) compared to SAA (7.48%). In terms of maximum drawdown, URE dropped -97.16% vs SAA's -87.39%.

On 10-year performance, SAA leads with 11.73% vs 2.00% for URE. Both ETFs have the same 0.95% expense ratio. On volatility, SAA has been the lower-risk option at 7.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SAA has performed better with a 11.73% return vs 2.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URE and SAA have the same expense ratio: 0.95% per year.

URE has the higher dividend yield at 1.97%, compared with 0.77% for SAA.

URE is categorized as REIT, while SAA is Leveraged Equities. URE tracks Dow Jones U.S. Real Estate Index (200%), while SAA tracks S&P SmallCap 600 Index (200%).

SAA currently has the higher Sharpe Ratio (1.66 vs 0.56), 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

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