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UYG vs. XTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UYG vs. XTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Financials (UYG) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). The values are adjusted to include any dividend payments, if applicable.

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UYG vs. XTAP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UYG
ProShares Ultra Financials
-19.79%19.77%55.71%22.14%-32.11%37.14%
XTAP
Innovator U.S. Equity Accelerated Plus ETF
1.66%17.58%14.26%23.46%-14.68%11.87%

Returns By Period

In the year-to-date period, UYG achieves a -19.79% return, which is significantly lower than XTAP's 1.66% 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%

XTAP

1D
0.08%
1M
0.65%
YTD
1.66%
6M
4.34%
1Y
16.29%
3Y*
16.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UYG vs. XTAP - Expense Ratio Comparison

UYG has a 0.95% expense ratio, which is higher than XTAP's 0.79% expense ratio.


Return for Risk

UYG vs. XTAP — 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

XTAP
XTAP Risk / Return Rank: 7474
Overall Rank
XTAP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 7070
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9494
Omega Ratio Rank
XTAP Calmar Ratio Rank: 5656
Calmar Ratio Rank
XTAP Martin Ratio Rank: 8585
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. XTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Financials (UYG) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). 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.


UYGXTAPDifference

Sharpe ratio

Return per unit of total volatility

-0.21

1.14

-1.36

Sortino ratio

Return per unit of downside risk

-0.04

1.76

-1.80

Omega ratio

Gain probability vs. loss probability

0.99

1.44

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.20

1.43

-1.63

Martin ratio

Return relative to average drawdown

-0.58

9.78

-10.36

UYG vs. XTAP - Sharpe Ratio Comparison

The current UYG Sharpe Ratio is -0.21, which is lower than the XTAP Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of UYG and XTAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UYGXTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

1.14

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.69

-0.70

Correlation

The correlation between UYG and XTAP is 0.73, 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. XTAP - Dividend Comparison

UYG's dividend yield for the trailing twelve months is around 14.56%, while XTAP has not paid dividends to shareholders.


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%
XTAP
Innovator U.S. Equity Accelerated Plus 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%

Drawdowns

UYG vs. XTAP - Drawdown Comparison

The maximum UYG drawdown since its inception was -97.90%, which is greater than XTAP's maximum drawdown of -22.13%. Use the drawdown chart below to compare losses from any high point for UYG and XTAP.


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Drawdown Indicators


UYGXTAPDifference

Max Drawdown

Largest peak-to-trough decline

-97.90%

-22.13%

-75.77%

Max Drawdown (1Y)

Largest decline over 1 year

-28.91%

-11.83%

-17.08%

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

-24.25%

0.00%

-24.25%

Average Drawdown

Average peak-to-trough decline

-63.78%

-3.57%

-60.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.08%

1.73%

+8.35%

Volatility

UYG vs. XTAP - Volatility Comparison

ProShares Ultra Financials (UYG) has a higher volatility of 9.55% compared to Innovator U.S. Equity Accelerated Plus ETF (XTAP) at 0.77%. This indicates that UYG's price experiences larger fluctuations and is considered to be riskier than XTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYGXTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

0.77%

+8.78%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

2.52%

+20.52%

Volatility (1Y)

Calculated over the trailing 1-year period

38.69%

14.33%

+24.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.17%

14.60%

+21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.08%

14.60%

+26.48%