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URTY vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URTY vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Russell2000 (URTY) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, URTY achieves a 46.44% return, which is significantly lower than USOY's 62.18% return.


URTY

1D
-4.07%
1M
9.06%
YTD
46.44%
6M
40.44%
1Y
117.82%
3Y*
27.59%
5Y*
-6.71%
10Y*
7.72%

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

URTY vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
URTY
ProShares UltraPro Russell2000
46.44%9.26%10.53%
USOY
Defiance Oil Enhanced Options Income ETF
62.18%-7.93%7.27%

Correlation

The correlation between URTY and USOY is -0.25, 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

-0.25

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.05

The correlation between URTY and USOY shifts across timeframes, from -0.25 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

URTY vs. USOY — Risk / Return Rank

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

URTY
URTY Risk / Return Rank: 5959
Overall Rank
URTY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 5252
Sortino Ratio Rank
URTY Omega Ratio Rank: 4747
Omega Ratio Rank
URTY Calmar Ratio Rank: 7272
Calmar Ratio Rank
URTY Martin Ratio Rank: 6565
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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.

URTY vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Russell2000 (URTY) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


URTYUSOYDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

3.64

4.03

-0.39

Martin ratioReturn relative to average drawdown

11.96

7.74

+4.22

URTY vs. USOY - Sharpe Ratio Comparison

The current URTY Sharpe Ratio is 2.07, which is comparable to the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of URTY and USOY, 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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Sharpe Ratios by Period


URTYUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.89

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.99

-0.79

Drawdowns

URTY vs. USOY - Drawdown Comparison

The maximum URTY drawdown since its inception was -88.09%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for URTY and USOY.


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Drawdown Indicators


URTYUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-17.46%

-70.63%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-14.29%

-18.27%

Max Drawdown (3Y)

Largest decline over 3 years

-65.85%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-39.71%

-5.11%

-34.60%

Average Drawdown

Average peak-to-trough decline

-34.79%

-6.47%

-28.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

7.42%

+2.47%

Volatility

URTY vs. USOY - Volatility Comparison

ProShares UltraPro Russell2000 (URTY) has a higher volatility of 17.18% compared to Defiance Oil Enhanced Options Income ETF (USOY) at 11.62%. This indicates that URTY's price experiences larger fluctuations and is considered to be riskier than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URTYUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.18%

11.62%

+5.56%

Volatility (6M)

Calculated over the trailing 6-month period

40.37%

27.18%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

57.33%

30.44%

+26.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

26.13%

+41.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.32%

26.13%

+43.19%

URTY vs. USOY - Expense Ratio Comparison

URTY has a 0.95% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

URTY vs. USOY - Dividend Comparison

URTY's dividend yield for the trailing twelve months is around 0.64%, less than USOY's 54.16% yield.


PositionTTM2025202420232022202120202019201820172016
URTY
ProShares UltraPro Russell2000
0.64%1.02%1.16%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


URTY and USOY have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URTY has higher volatility (17.18%) compared to USOY (11.62%). In terms of maximum drawdown, URTY dropped -88.09% vs USOY's -17.46%.

On 1-year performance, URTY leads with 117.82% vs 57.29% for USOY. On fees, URTY is cheaper at 0.95% per year. On volatility, USOY has been the lower-risk option at 11.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, URTY has performed better with a 117.82% return vs 57.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URTY is cheaper with a 0.95% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 0.64% for URTY.

URTY is categorized as Leveraged Equities, while USOY is Derivative Income. They also come from different issuers: ProShares and Defiance. Their fees differ too: 0.95% for URTY and 1.22% for USOY.

URTY currently has the higher Sharpe Ratio (2.07 vs 1.89), 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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