Data Source: from January 2009 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Commodities
ETF: ProShares Ultra Gold (UGL)
ETF • LIVE PERFORMANCE (USD currency)
0.50%
1 Day
Aug 16 2022
1.18%
Current Month
August 2022

In the last 10 Years, the ProShares Ultra Gold (UGL) ETF obtained a -4.06% compound annual return, with a 29.12% standard deviation.

The ETF is related to the following investment themes:

  • Leveraged: 2x
  • Asset Class: Commodity
  • Commodity: Gold

The ProShares Ultra Gold (UGL) ETF is part of the following Lazy Portfolios:

Portfolio Name Author UGL Weight
All Weather Portfolio 2x Leveraged Ray Dalio 7.5%
Simplified Permanent Portfolio 2x Leveraged 25.0%
Golden Butterfly 2x Leveraged 20.0%
Desert Portfolio 2x Leveraged Gyroscopic Investing 10.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of ProShares Ultra Gold (UGL) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

PROSHARES ULTRA GOLD (UGL) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2009 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
-5.43
-5.42
-5.43
Jul 2022 - Jul 2022
0 - 1
3M
-15.26
-17.31
-15.26
May 2022 - Jul 2022
0 - 3
6M
-7.16
-11.90
-19.22
Apr 2022 - Jul 2022
2 - 4
YTD
-10.67
-15.94
-19.22
Apr 2022 - Jul 2022
2 - 5
1Y
-10.83
-17.84
19.52
-19.22
Apr 2022 - Jul 2022
4 - 8
33% pos
3Y(*)
6.95
1.95
29.16
-30.48
Aug 2020 - Jul 2022
16 - 20
44% pos
5Y(*)
6.32
2.34
25.64
-30.48
Aug 2020 - Jul 2022
27 - 33
45% pos
10Y(*)
-4.06
-6.49
29.12
-69.33
Oct 2012 - Dec 2015
52 - 68
43% pos
MAX(*)
01 Jan 2009
3.94
1.35
32.45
-73.45
Sep 2011 - Dec 2015
78 - 85
48% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of ProShares Ultra Gold (UGL) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

PROSHARES ULTRA GOLD (UGL) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs UGL
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2009
US Total Stock Market
VTI
0.25
0.11
0.03
0.07
US Large Cap
SPY
0.24
0.12
0.03
0.07
US Small Cap
IJR
0.28
-0.02
-0.06
-0.01
US REITs
VNQ
0.37
0.14
0.12
0.11
US Technology
QQQ
0.17
0.14
0.05
0.08
Preferred Stocks
PFF
0.03
0.19
0.18
0.11
EAFE Stocks
EFA
0.17
0.12
0.05
0.12
World All Countries
VT
0.24
0.14
0.07
0.13
Emerging Markets
EEM
0.06
0.22
0.20
0.25
Europe
VGK
0.15
0.15
0.09
0.14
Pacific
VPL
0.24
0.08
0.01
0.10
Latin America
FLLA
0.29
0.25
0.25
0.29
US Total Bond Market
BND
-0.09
0.35
0.39
0.36
Long Term Treasuries
TLT
0.12
0.32
0.35
0.23
US Cash
BIL
-0.39
0.07
0.12
0.03
TIPS
TIP
0.20
0.42
0.48
0.46
Investment Grade Bonds
LQD
-0.06
0.32
0.35
0.29
High Yield Bonds
HYG
0.03
0.18
0.22
0.13
International Bond Market
BNDX
-0.15
0.29
0.32
0.27
Emerging Market Bonds
EMB
-0.05
0.33
0.31
0.27
Gold
GLD
1.00
1.00
1.00
1.00
Commodities
DBC
0.29
0.01
0.17
0.29

Capital Growth as of Jul 31, 2022

An investment of 1000$, since August 2012, now would be worth 660.94$, with a total return of -33.91% (-4.06% annualized).

The Inflation Adjusted Capital now would be 511.09$, with a net total return of -48.89% (-6.49% annualized).
An investment of 1000$, since January 2009, now would be worth 1690.82$, with a total return of 69.08% (3.94% annualized).

The Inflation Adjusted Capital now would be 1199.75$, with a net total return of 19.98% (1.35% annualized).

Drawdowns

Worst drawdowns since August 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-69.33% Oct 2012 Dec 2015 39 in progress 79 118

Worst drawdowns since January 2009.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-73.45% Sep 2011 Dec 2015 52 in progress 79 131
-17.07% Dec 2009 Jan 2010 2 May 2010 4 6
-12.84% Mar 2009 Apr 2009 2 May 2009 1 3
-12.63% Jan 2011 Jan 2011 1 Mar 2011 2 3
-10.61% Jun 2009 Jun 2009 1 Sep 2009 3 4
-10.42% Jul 2010 Jul 2010 1 Sep 2010 2 3
-8.73% May 2011 Jun 2011 2 Jul 2011 1 3

Rolling Returns ( more details)

ProShares Ultra Gold (UGL) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.37 100.97
Sep 2010 - Aug 2011
-51.65
Jan 2013 - Dec 2013
48.03%
2 Years
5.64 80.06
Sep 2009 - Aug 2011
-35.42
Nov 2012 - Oct 2014
41.43%
3 Years
2.36 41.71
May 2009 - Apr 2012
-30.55
Dec 2012 - Nov 2015
46.88%
5 Years
-1.80 18.98
Aug 2015 - Jul 2020
-19.12
Dec 2011 - Nov 2016
54.81%
7 Years
-2.15 8.18
Apr 2015 - Mar 2022
-15.92
Sep 2011 - Aug 2018
55.00%
10 Years
-0.69 4.39
Aug 2010 - Jul 2020
-6.09
Sep 2011 - Aug 2021
47.73%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the ProShares Ultra Gold (UGL) ETF: Rolling Returns page.

Seasonality

ProShares Ultra Gold (UGL) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
5.05
64%
1.73
50%
-1.62
29%
2.16
50%
-0.52
43%
-0.65
43%
1.93
57%
5.68
62%
-3.64
31%
1.33
54%
-2.19
38%
-0.40
54%
Best
Year
23.2
2012
22.5
2016
2.7
2011
18.3
2011
20.8
2009
18.2
2016
18.6
2020
24.5
2011
11.6
2009
11.3
2011
26.8
2009
14.1
2020
Worst
Year
-12.6
2011
-12.8
2021
-6.4
2014
-15.8
2013
-12.6
2012
-21.3
2013
-13.0
2015
-6.6
2016
-22.0
2011
-6.5
2014
-16.3
2016
-20.9
2011
Statistics calculated for the period Jan 2009 - Jul 2022

Monthly/Yearly Returns

ProShares Ultra Gold (UGL) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
78 Positive Months (48%) - 85 Negative Months (52%)
Jan 2009 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-10.67 -15.94 -3.8 12.4 2.2 -4.7 -7.1 -3.6 -5.4
2021
-12.30 -18.07 -7.1 -12.8 -2.5 6.8 15.7 -14.1 4.7 -0.3 -6.9 3.0 -1.7 6.3
2020
+39.04 +37.17 8.5 -1.7 -0.6 12.9 4.3 5.9 18.6 -2.5 -8.5 -1.7 -11.3 14.1
2019
+31.11 +28.19 4.9 -1.6 -3.6 -1.8 3.0 16.2 -0.3 15.6 -7.0 4.6 -6.7 7.0
2018
-8.02 -9.74 6.4 -4.9 1.0 -2.0 -2.8 -7.6 -4.6 -4.6 -1.5 3.6 0.4 9.8
2017
+22.50 +19.97 10.3 5.8 -0.7 3.1 -0.5 -4.5 4.4 8.3 -7.0 -1.9 0.5 4.1
2016
+11.67 +9.40 11.0 22.5 -1.8 9.5 -12.3 18.2 3.8 -6.6 0.8 -6.1 -16.3 -4.0
2015
-22.60 -23.16 17.5 -11.2 -4.8 -0.5 1.2 -3.5 -13.0 7.3 -3.9 4.4 -13.2 -1.2
2014
-6.91 -7.61 6.5 12.7 -6.4 1.1 -6.4 12.7 -7.1 0.4 -12.0 -6.5 -1.1 2.3
2013
-51.65 -52.37 -1.4 -10.1 1.8 -15.8 -12.6 -21.3 13.6 11.2 -9.8 -1.4 -10.9 -7.7
2012
+8.01 +6.16 23.2 -6.5 -2.9 -0.8 -12.6 4.1 1.4 9.6 9.4 -6.1 -1.3 -5.0
2011
+11.72 +8.51 -12.6 12.1 2.7 18.3 -3.8 -5.1 17.2 24.5 -22.0 11.3 2.8 -20.9
2010
+58.28 +55.95 -2.9 5.9 -1.2 11.7 5.7 4.2 -10.4 11.4 9.5 7.0 3.6 4.5
2009
+41.39 +37.65 10.1 1.6 -5.8 -7.5 20.8 -10.6 4.3 -0.5 11.6 7.1 26.8 -14.6
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