PortfoliosLab logoPortfoliosLab logo
UYG vs. UWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UYG vs. UWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Financials (UYG) and ProShares Ultra Russell2000 (UWM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UYG vs. UWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UYG
ProShares Ultra Financials
-19.79%19.77%55.71%22.14%-32.11%76.26%-20.32%66.15%-22.61%39.28%
UWM
ProShares Ultra Russell2000
-0.59%13.59%11.32%22.62%-43.69%23.91%16.57%48.62%-25.89%26.92%

Returns By Period

In the year-to-date period, UYG achieves a -19.79% return, which is significantly lower than UWM's -0.59% return. Over the past 10 years, UYG has outperformed UWM with an annualized return of 16.07%, while UWM has yielded a comparatively lower 9.88% annualized return.


UYG

1D
4.23%
1M
-7.23%
YTD
-19.79%
6M
-17.96%
1Y
-8.20%
3Y*
25.33%
5Y*
11.21%
10Y*
16.07%

UWM

1D
7.02%
1M
-10.65%
YTD
-0.59%
6M
1.22%
1Y
40.99%
3Y*
14.68%
5Y*
-3.44%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UYG vs. UWM - Expense Ratio Comparison

Both UYG and UWM have an expense ratio of 0.95%.


Return for Risk

UYG vs. UWM — Risk / Return Rank

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

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

UWM
UWM Risk / Return Rank: 5555
Overall Rank
UWM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
UWM Sortino Ratio Rank: 5858
Sortino Ratio Rank
UWM Omega Ratio Rank: 5050
Omega Ratio Rank
UWM Calmar Ratio Rank: 6161
Calmar Ratio Rank
UWM Martin Ratio Rank: 5454
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.

UYG vs. UWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Financials (UYG) and ProShares Ultra Russell2000 (UWM). 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.


UYGUWMDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.89

-1.10

Sortino ratio

Return per unit of downside risk

-0.04

1.46

-1.49

Omega ratio

Gain probability vs. loss probability

0.99

1.19

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.20

1.50

-1.70

Martin ratio

Return relative to average drawdown

-0.58

5.12

-5.70

UYG vs. UWM - Sharpe Ratio Comparison

The current UYG Sharpe Ratio is -0.21, which is lower than the UWM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of UYG and UWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UYGUWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.89

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.08

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.22

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.11

-0.13

Correlation

The correlation between UYG and UWM is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UYG vs. UWM - Dividend Comparison

UYG's dividend yield for the trailing twelve months is around 14.56%, more than UWM's 1.04% yield.


TTM20252024202320222021202020192018201720162015
UYG
ProShares Ultra Financials
14.56%11.72%0.51%0.79%0.77%9.39%0.66%0.90%1.28%0.56%0.76%0.72%
UWM
ProShares Ultra Russell2000
1.04%1.05%1.16%0.34%0.40%0.00%0.07%0.55%0.41%0.11%0.27%0.23%

Drawdowns

UYG vs. UWM - Drawdown Comparison

The maximum UYG drawdown since its inception was -97.90%, which is greater than UWM's maximum drawdown of -88.21%. Use the drawdown chart below to compare losses from any high point for UYG and UWM.


Loading graphics...

Drawdown Indicators


UYGUWMDifference

Max Drawdown

Largest peak-to-trough decline

-97.90%

-88.21%

-9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-26.48%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-47.77%

-61.62%

+13.85%

Max Drawdown (10Y)

Largest decline over 10 years

-69.98%

-71.46%

+1.48%

Current Drawdown

Current decline from peak

-24.25%

-27.29%

+3.04%

Average Drawdown

Average peak-to-trough decline

-63.78%

-31.07%

-32.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.08%

7.76%

+2.32%

Volatility

UYG vs. UWM - Volatility Comparison

The current volatility for ProShares Ultra Financials (UYG) is 9.55%, while ProShares Ultra Russell2000 (UWM) has a volatility of 14.81%. This indicates that UYG experiences smaller price fluctuations and is considered to be less risky than UWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UYGUWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

14.81%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

28.72%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

38.69%

46.23%

-7.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

45.05%

-8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.08%

46.00%

-4.92%