BSV vs. UPRO
Compare and contrast key facts about Vanguard Short-Term Bond ETF (BSV) and ProShares UltraPro S&P 500 (UPRO).
BSV and UPRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009. Both BSV and UPRO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSV or UPRO.
Key characteristics
| BSV | UPRO | |
|---|---|---|
| YTD Return | 3.07% | 71.69% |
| 1Y Return | 5.63% | 101.47% |
| 3Y Return (Ann) | 0.70% | 9.33% |
| 5Y Return (Ann) | 1.21% | 24.84% |
| 10Y Return (Ann) | 1.56% | 24.66% |
| Sharpe Ratio | 2.10 | 2.84 |
| Sortino Ratio | 3.22 | 3.19 |
| Omega Ratio | 1.40 | 1.44 |
| Calmar Ratio | 1.22 | 2.63 |
| Martin Ratio | 9.08 | 17.02 |
| Ulcer Index | 0.59% | 6.04% |
| Daily Std Dev | 2.56% | 36.17% |
| Max Drawdown | -8.54% | -76.82% |
| Current Drawdown | -1.53% | -2.79% |
Correlation
The correlation between BSV and UPRO is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BSV vs. UPRO - Performance Comparison
In the year-to-date period, BSV achieves a 3.07% return, which is significantly lower than UPRO's 71.69% return. Over the past 10 years, BSV has underperformed UPRO with an annualized return of 1.56%, while UPRO has yielded a comparatively higher 24.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSV vs. UPRO - Expense Ratio Comparison
BSV has a 0.04% expense ratio, which is lower than UPRO's 0.92% expense ratio.
Risk-Adjusted Performance
BSV vs. UPRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond ETF (BSV) and ProShares UltraPro S&P 500 (UPRO). 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.
Dividends
BSV vs. UPRO - Dividend Comparison
BSV's dividend yield for the trailing twelve months is around 3.27%, more than UPRO's 0.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond ETF | 3.27% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
UPRO ProShares UltraPro S&P 500 | 0.73% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
Drawdowns
BSV vs. UPRO - Drawdown Comparison
The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for BSV and UPRO. For additional features, visit the drawdowns tool.
Volatility
BSV vs. UPRO - Volatility Comparison
The current volatility for Vanguard Short-Term Bond ETF (BSV) is 0.57%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.51%. This indicates that BSV experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.