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XAUUSD=X vs. UGL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XAUUSD=X and UGL is 0.06, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

XAUUSD=X vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Spot US Dollar (XAUUSD=X) and ProShares Ultra Gold (UGL). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
329.92%
485.21%
XAUUSD=X
UGL

Key characteristics

Sharpe Ratio

XAUUSD=X:

2.72

UGL:

2.51

Sortino Ratio

XAUUSD=X:

3.70

UGL:

2.99

Omega Ratio

XAUUSD=X:

1.53

UGL:

1.38

Calmar Ratio

XAUUSD=X:

5.00

UGL:

2.24

Martin Ratio

XAUUSD=X:

13.81

UGL:

13.63

Ulcer Index

XAUUSD=X:

2.92%

UGL:

6.30%

Daily Std Dev

XAUUSD=X:

15.03%

UGL:

34.37%

Max Drawdown

XAUUSD=X:

-69.75%

UGL:

-75.93%

Current Drawdown

XAUUSD=X:

-2.81%

UGL:

-4.30%

Returns By Period

In the year-to-date period, XAUUSD=X achieves a 26.85% return, which is significantly lower than UGL's 55.38% return. Over the past 10 years, XAUUSD=X has underperformed UGL with an annualized return of 10.34%, while UGL has yielded a comparatively higher 14.46% annualized return.


XAUUSD=X

YTD

26.85%

1M

7.92%

6M

21.38%

1Y

42.47%

5Y*

13.11%

10Y*

10.34%

UGL

YTD

55.38%

1M

15.98%

6M

40.20%

1Y

82.80%

5Y*

18.97%

10Y*

14.46%

*Annualized

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Risk-Adjusted Performance

XAUUSD=X vs. UGL — Risk-Adjusted Performance Rank

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

XAUUSD=X
The Risk-Adjusted Performance Rank of XAUUSD=X is 9898
Overall Rank
The Sharpe Ratio Rank of XAUUSD=X is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XAUUSD=X is 9797
Sortino Ratio Rank
The Omega Ratio Rank of XAUUSD=X is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XAUUSD=X is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XAUUSD=X is 9696
Martin Ratio Rank

UGL
The Risk-Adjusted Performance Rank of UGL is 9595
Overall Rank
The Sharpe Ratio Rank of UGL is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of UGL is 9595
Sortino Ratio Rank
The Omega Ratio Rank of UGL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of UGL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of UGL is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XAUUSD=X vs. UGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Spot US Dollar (XAUUSD=X) and ProShares Ultra Gold (UGL). 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.


The chart of Sharpe ratio for XAUUSD=X, currently valued at 2.72, compared to the broader market-1.000.001.002.00
XAUUSD=X: 2.72
UGL: 2.66
The chart of Sortino ratio for XAUUSD=X, currently valued at 3.70, compared to the broader market-1.000.001.002.003.004.00
XAUUSD=X: 3.70
UGL: 3.31
The chart of Omega ratio for XAUUSD=X, currently valued at 1.53, compared to the broader market1.001.502.002.50
XAUUSD=X: 1.53
UGL: 1.47
The chart of Calmar ratio for XAUUSD=X, currently valued at 5.00, compared to the broader market0.001.002.003.004.00
XAUUSD=X: 5.00
UGL: 2.32
The chart of Martin ratio for XAUUSD=X, currently valued at 13.81, compared to the broader market0.005.0010.0015.0020.0025.00
XAUUSD=X: 13.81
UGL: 13.03

The current XAUUSD=X Sharpe Ratio is 2.72, which is comparable to the UGL Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of XAUUSD=X and UGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.72
2.66
XAUUSD=X
UGL

Drawdowns

XAUUSD=X vs. UGL - Drawdown Comparison

The maximum XAUUSD=X drawdown since its inception was -69.75%, smaller than the maximum UGL drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for XAUUSD=X and UGL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.81%
-4.30%
XAUUSD=X
UGL

Volatility

XAUUSD=X vs. UGL - Volatility Comparison

The current volatility for Gold Spot US Dollar (XAUUSD=X) is 8.10%, while ProShares Ultra Gold (UGL) has a volatility of 16.29%. This indicates that XAUUSD=X experiences smaller price fluctuations and is considered to be less risky than UGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.10%
16.29%
XAUUSD=X
UGL