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VTEI vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEI vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEI achieves a 1.21% return, which is significantly lower than UCO's 139.34% return.


VTEI

1D
0.09%
1M
0.59%
YTD
1.21%
6M
1.65%
1Y
6.21%
3Y*
5Y*
10Y*

UCO

1D
-3.93%
1M
-5.57%
YTD
139.34%
6M
124.58%
1Y
115.57%
3Y*
24.38%
5Y*
21.18%
10Y*
-11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEI vs. UCO - Yearly Performance Comparison


2026 (YTD)20252024
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
1.21%4.59%1.55%
UCO
ProShares Ultra Bloomberg Crude Oil
139.34%-29.75%-8.12%

Correlation

The correlation between VTEI and UCO is -0.30, 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

-0.30

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

-0.18

The correlation between VTEI and UCO shifts across timeframes, from -0.30 (1 year) to -0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VTEI vs. UCO — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 7272
Overall Rank
VTEI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9292
Omega Ratio Rank
VTEI Calmar Ratio Rank: 4949
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4848
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 5454
Overall Rank
UCO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 5050
Sortino Ratio Rank
UCO Omega Ratio Rank: 5151
Omega Ratio Rank
UCO Calmar Ratio Rank: 6868
Calmar Ratio Rank
UCO Martin Ratio Rank: 4040
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.

VTEI vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.


VTEIUCODifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.62

1.31

+0.30

Calmar ratioReturn relative to maximum drawdown

2.39

3.34

-0.95

Martin ratioReturn relative to average drawdown

7.83

6.32

+1.51

VTEI vs. UCO - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 2.63, which is comparable to the UCO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of VTEI and UCO, 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


VTEIUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.03

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

-0.34

+1.38

Drawdowns

VTEI vs. UCO - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for VTEI and UCO.


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Drawdown Indicators


VTEIUCODifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-99.95%

+96.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-34.77%

+32.16%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

Max Drawdown (5Y)

Largest decline over 5 years

-67.24%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

Current Drawdown

Current decline from peak

-0.76%

-99.26%

+98.50%

Average Drawdown

Average peak-to-trough decline

-0.78%

-85.49%

+84.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

18.34%

-17.55%

Volatility

VTEI vs. UCO - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) is 0.78%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.99%. This indicates that VTEI experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEIUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

20.99%

-20.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

46.57%

-44.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

57.26%

-54.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

59.81%

-56.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

71.35%

-68.31%

VTEI vs. UCO - Expense Ratio Comparison

VTEI has a 0.08% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

VTEI vs. UCO - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.05%, while UCO has not paid dividends to shareholders.


PositionTTM20252024
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%

Frequently Asked Questions


VTEI and UCO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCO has higher volatility (20.99%) compared to VTEI (0.78%). In terms of maximum drawdown, VTEI dropped -3.64% vs UCO's -99.95%.

On 1-year performance, UCO leads with 115.57% vs 6.21% for VTEI. On fees, VTEI is cheaper at 0.08% per year. On volatility, VTEI has been the lower-risk option at 0.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UCO has performed better with a 115.57% return vs 6.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEI is cheaper with a 0.08% expense ratio, compared with 0.95% for UCO.

VTEI has the higher dividend yield at 3.05%, compared with 0.00% for UCO.

VTEI is categorized as Municipal Bonds, while UCO is Leveraged Commodities. VTEI tracks S&P Intermediate Term National AMT-Free Municipal Bond Index, while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%). They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.08% for VTEI and 0.95% for UCO.

VTEI currently has the higher Sharpe Ratio (2.63 vs 2.03), 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.

Portfolio Optimizer

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