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^SIXU vs. UPW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXU and UPW is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

^SIXU vs. UPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector Index (^SIXU) and ProShares Ultra Utilities (UPW). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
170.91%
816.96%
^SIXU
UPW

Key characteristics

Sharpe Ratio

^SIXU:

0.95

UPW:

0.74

Sortino Ratio

^SIXU:

1.48

UPW:

1.33

Omega Ratio

^SIXU:

1.19

UPW:

1.17

Calmar Ratio

^SIXU:

1.40

UPW:

1.07

Martin Ratio

^SIXU:

4.07

UPW:

3.31

Ulcer Index

^SIXU:

4.43%

UPW:

9.25%

Daily Std Dev

^SIXU:

17.25%

UPW:

34.40%

Max Drawdown

^SIXU:

-36.56%

UPW:

-77.75%

Current Drawdown

^SIXU:

-2.15%

UPW:

-8.16%

Returns By Period

In the year-to-date period, ^SIXU achieves a 6.51% return, which is significantly lower than UPW's 9.80% return. Over the past 10 years, ^SIXU has underperformed UPW with an annualized return of 6.38%, while UPW has yielded a comparatively higher 11.88% annualized return.


^SIXU

YTD

6.51%

1M

10.42%

6M

3.95%

1Y

15.00%

5Y*

7.63%

10Y*

6.38%

UPW

YTD

9.80%

1M

19.12%

6M

4.19%

1Y

25.27%

5Y*

13.29%

10Y*

11.88%

*Annualized

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Risk-Adjusted Performance

^SIXU vs. UPW — Risk-Adjusted Performance Rank

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

^SIXU
The Risk-Adjusted Performance Rank of ^SIXU is 9292
Overall Rank
The Sharpe Ratio Rank of ^SIXU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXU is 9292
Martin Ratio Rank

UPW
The Risk-Adjusted Performance Rank of UPW is 7878
Overall Rank
The Sharpe Ratio Rank of UPW is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of UPW is 7878
Sortino Ratio Rank
The Omega Ratio Rank of UPW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of UPW is 8383
Calmar Ratio Rank
The Martin Ratio Rank of UPW is 7777
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.

^SIXU vs. UPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and ProShares Ultra Utilities (UPW). 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 current ^SIXU Sharpe Ratio is 0.95, which is comparable to the UPW Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ^SIXU and UPW, 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 Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
0.88
0.74
^SIXU
UPW

Drawdowns

^SIXU vs. UPW - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was -36.56%, smaller than the maximum UPW drawdown of -77.75%. Use the drawdown chart below to compare losses from any high point for ^SIXU and UPW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.15%
-8.16%
^SIXU
UPW

Volatility

^SIXU vs. UPW - Volatility Comparison

The current volatility for Utilities Select Sector Index (^SIXU) is 5.96%, while ProShares Ultra Utilities (UPW) has a volatility of 11.93%. This indicates that ^SIXU experiences smaller price fluctuations and is considered to be less risky than UPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.96%
11.93%
^SIXU
UPW