UYG vs. CRMU

Last updated Jun 28, 2026

UYG (ProShares Ultra Financials) and CRMU (Leverage Shares 2X Long CRML Daily ETF) are both Leveraged Equities funds - UYG tracks the Dow Jones U.S. Financials Index (200%) while CRMU tracks the Critical Metals Corp. (CRML). Both are passively managed. At a 0.29 correlation, their price movements are largely independent. UYG charges 0.95%/yr vs 0.75%/yr for CRMU.

Performance

UYG vs. CRMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Financials (UYG) and Leverage Shares 2X Long CRML Daily ETF (CRMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UYG

• 1D: 0.38%
• 1M: 9.36%
• YTD: -6.60%
• 6M: -9.22%
• 1Y: 1.43%
• 3Y*: 30.40%
• 5Y*: 11.29%
• 10Y*: 18.50%

CRMU

• 1D: 14.65%
• 1M: -33.02%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UYG vs. CRMU - Yearly Performance Comparison

	2026 (YTD)
UYG ProShares Ultra Financials	-2.63%
CRMU Leverage Shares 2X Long CRML Daily ETF	-62.86%

Correlation

The correlation between UYG and CRMU is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 10, 2026	0.29

Return for Risk

UYG vs. CRMU — Risk / Return Rank

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

UYG

UYG Risk / Return Rank: 10
UYG Sharpe Ratio Rank: 10
UYG Sortino Ratio Rank: 10
UYG Omega Ratio Rank: 10
UYG Calmar Ratio Rank: 10
UYG Martin Ratio Rank: 10

CRMU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

UYG vs. CRMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Financials (UYG) and Leverage Shares 2X Long CRML Daily ETF (CRMU). 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.

	UYG	CRMU	Difference
Sharpe ratio: Return per unit of total volatility	0.06	—	—
Sortino ratio: Return per unit of downside risk	0.28	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.06	—	—
Martin ratio: Return relative to average drawdown	0.15	—	—

Drawdowns

UYG vs. CRMU - Drawdown Comparison

The maximum UYG drawdown since its inception was -97.90%, which is greater than CRMU's maximum drawdown of -73.81%. Use the drawdown chart below to compare losses from any high point for UYG and CRMU.

Drawdown Indicators

	UYG	CRMU	Difference
Max Drawdown Largest peak-to-trough decline	-97.90%	-73.81%	-24.09%
Max Drawdown (1Y) Largest decline over 1 year	-28.91%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-30.35%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-47.77%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-69.98%	—	—
Current Drawdown Current decline from peak	-11.79%	-62.86%	+51.07%
Average Drawdown Average peak-to-trough decline	-63.19%	-47.24%	-15.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.34%	—	—

Volatility

Volatility by Period

	UYG	CRMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.93%	243.61%	-214.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.12%	243.61%	-207.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.90%	243.61%	-202.71%

UYG vs. CRMU - Expense Ratio Comparison

UYG has a 0.95% expense ratio, which is higher than CRMU's 0.75% expense ratio.

Dividends

UYG vs. CRMU - Dividend Comparison

UYG's dividend yield for the trailing twelve months is around 12.50%, while CRMU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRMU Leverage Shares 2X Long CRML Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UYG ProShares Ultra Financials	12.50%	11.72%	0.51%	0.79%	0.77%	9.39%	0.66%	0.90%	1.28%	0.56%	0.76%	0.72%

Frequently Asked Questions

Can I hold both UYG and CRMU in my portfolio?

UYG and CRMU have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UYG or CRMU?

On fees, CRMU is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UYG or CRMU?

CRMU is cheaper with a 0.75% expense ratio, compared with 0.95% for UYG.

Which ETF pays a higher dividend yield, UYG or CRMU?

UYG has the higher dividend yield at 12.50%, compared with 0.00% for CRMU.

What is the main difference between UYG and CRMU?

UYG tracks Dow Jones U.S. Financials Index (200%), while CRMU tracks Critical Metals Corp. (CRML). They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for UYG and 0.75% for CRMU.