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XPP vs. UCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPP vs. UCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra FTSE China 50 (XPP) and ProShares Ultra Consumer Services (UCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XPP achieves a -19.06% return, which is significantly lower than UCC's -8.62% return. Over the past 10 years, XPP has underperformed UCC with an annualized return of -5.00%, while UCC has yielded a comparatively higher 13.99% annualized return.


XPP

1D
2.14%
1M
-15.80%
YTD
-19.06%
6M
-20.73%
1Y
-14.63%
3Y*
4.75%
5Y*
-20.00%
10Y*
-5.00%

UCC

1D
0.57%
1M
-4.21%
YTD
-8.62%
6M
-10.29%
1Y
10.10%
3Y*
14.37%
5Y*
-0.24%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPP vs. UCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPP
ProShares Ultra FTSE China 50
-19.06%45.84%38.18%-34.77%-50.06%-40.45%7.07%24.88%-31.36%80.21%
UCC
ProShares Ultra Consumer Services
-8.62%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%

Correlation

The correlation between XPP and UCC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2009

0.47

The correlation between XPP and UCC shifts across timeframes, from 0.35 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XPP vs. UCC — Risk / Return Rank

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

XPP
XPP Risk / Return Rank: 66
Overall Rank
XPP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XPP Sortino Ratio Rank: 77
Sortino Ratio Rank
XPP Omega Ratio Rank: 77
Omega Ratio Rank
XPP Calmar Ratio Rank: 66
Calmar Ratio Rank
XPP Martin Ratio Rank: 66
Martin Ratio Rank

UCC
UCC Risk / Return Rank: 1414
Overall Rank
UCC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1515
Sortino Ratio Rank
UCC Omega Ratio Rank: 1515
Omega Ratio Rank
UCC Calmar Ratio Rank: 1414
Calmar Ratio Rank
UCC Martin Ratio Rank: 1414
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.

XPP vs. UCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra FTSE China 50 (XPP) and ProShares Ultra Consumer Services (UCC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XPPUCCDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

0.97

1.08

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.43

0.35

-0.78

Martin ratioReturn relative to average drawdown

-0.87

0.97

-1.84

XPP vs. UCC - Sharpe Ratio Comparison

The current XPP Sharpe Ratio is -0.37, which is lower than the UCC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of XPP and UCC, 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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Drawdowns

XPP vs. UCC - Drawdown Comparison

The maximum XPP drawdown since its inception was -89.90%, which is greater than UCC's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for XPP and UCC.


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Drawdown Indicators


XPPUCCDifference

Max Drawdown

Largest peak-to-trough decline

-89.90%

-83.05%

-6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-34.03%

-29.14%

-4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-52.95%

-48.01%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-85.24%

-61.77%

-23.47%

Max Drawdown (10Y)

Largest decline over 10 years

-89.90%

-61.77%

-28.13%

Current Drawdown

Current decline from peak

-78.58%

-18.41%

-60.17%

Average Drawdown

Average peak-to-trough decline

-47.86%

-21.80%

-26.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.88%

10.45%

+6.43%

Volatility

XPP vs. UCC - Volatility Comparison

ProShares Ultra FTSE China 50 (XPP) and ProShares Ultra Consumer Services (UCC) have volatilities of 12.76% and 12.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPPUCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.76%

12.41%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

27.05%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

39.23%

36.41%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.75%

43.70%

+19.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.86%

40.68%

+14.18%

XPP vs. UCC - Expense Ratio Comparison

Both XPP and UCC have an expense ratio of 0.95%.


Dividends

XPP vs. UCC - Dividend Comparison

XPP's dividend yield for the trailing twelve months is around 2.68%, more than UCC's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
UCC
ProShares Ultra Consumer Services
1.18%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%
XPP
ProShares Ultra FTSE China 50
2.68%2.32%2.96%2.87%0.00%0.00%0.00%3.81%1.47%0.00%0.00%0.00%

Frequently Asked Questions


XPP and UCC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPP has higher volatility (12.76%) compared to UCC (12.41%). In terms of maximum drawdown, XPP dropped -89.90% vs UCC's -83.05%.

On 10-year performance, UCC leads with 13.99% vs -5.00% for XPP. Both ETFs have the same 0.95% expense ratio. On volatility, UCC has been the lower-risk option at 12.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCC has performed better with a 13.99% return vs -5.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XPP and UCC have the same expense ratio: 0.95% per year.

XPP has the higher dividend yield at 2.68%, compared with 1.18% for UCC.

XPP tracks FTSE/Xinhua China 25 Index (200%), while UCC tracks Dow Jones U.S. Consumer Services Index (200%).

UCC currently has the higher Sharpe Ratio (0.28 vs -0.37), 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.

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