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UYM vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UYM vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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UYM vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
UYM
ProShares Ultra Basic Materials
19.41%9.46%-8.00%17.47%6.36%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-18.90%123.07%48.88%81.20%-30.35%

Returns By Period

In the year-to-date period, UYM achieves a 19.41% return, which is significantly higher than GGLL's -18.90% return.


UYM

1D
3.66%
1M
-12.40%
YTD
19.41%
6M
21.51%
1Y
26.73%
3Y*
9.18%
5Y*
6.29%
10Y*
12.56%

GGLL

1D
10.22%
1M
-16.24%
YTD
-18.90%
6M
28.40%
1Y
186.52%
3Y*
57.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UYM vs. GGLL - Expense Ratio Comparison

UYM has a 0.95% expense ratio, which is lower than GGLL's 1.05% expense ratio.


Return for Risk

UYM vs. GGLL — Risk / Return Rank

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

UYM
UYM Risk / Return Rank: 3838
Overall Rank
UYM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UYM Sortino Ratio Rank: 4242
Sortino Ratio Rank
UYM Omega Ratio Rank: 3838
Omega Ratio Rank
UYM Calmar Ratio Rank: 4040
Calmar Ratio Rank
UYM Martin Ratio Rank: 3535
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9696
Overall Rank
GGLL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9494
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9797
Calmar Ratio Rank
GGLL Martin Ratio Rank: 9797
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.

UYM vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


UYMGGLLDifference

Sharpe ratio

Return per unit of total volatility

0.64

3.08

-2.44

Sortino ratio

Return per unit of downside risk

1.16

3.47

-2.31

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

1.02

4.88

-3.86

Martin ratio

Return relative to average drawdown

3.16

18.04

-14.88

UYM vs. GGLL - Sharpe Ratio Comparison

The current UYM Sharpe Ratio is 0.64, which is lower than the GGLL Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of UYM and GGLL, 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


UYMGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

3.08

-2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.75

-0.67

Correlation

The correlation between UYM and GGLL is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UYM vs. GGLL - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.27%, less than GGLL's 5.63% yield.


TTM20252024202320222021202020192018201720162015
UYM
ProShares Ultra Basic Materials
1.27%1.47%0.98%0.28%0.88%0.52%0.56%1.24%0.94%0.38%0.55%0.42%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.63%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UYM vs. GGLL - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for UYM and GGLL.


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Drawdown Indicators


UYMGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-92.77%

-52.81%

-39.96%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

-38.39%

+10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

Max Drawdown (10Y)

Largest decline over 10 years

-73.31%

Current Drawdown

Current decline from peak

-13.51%

-32.09%

+18.58%

Average Drawdown

Average peak-to-trough decline

-42.41%

-15.49%

-26.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.09%

10.38%

-1.29%

Volatility

UYM vs. GGLL - Volatility Comparison

The current volatility for ProShares Ultra Basic Materials (UYM) is 12.63%, while Direxion Daily GOOGL Bull 2X Shares (GGLL) has a volatility of 18.25%. This indicates that UYM experiences smaller price fluctuations and is considered to be less risky than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYMGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.63%

18.25%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

24.94%

39.37%

-14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

42.02%

60.98%

-18.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.32%

55.13%

-15.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.73%

55.13%

-12.40%