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BTCL vs. UJB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTCL vs. UJB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and ProShares Ultra High Yield (UJB). The values are adjusted to include any dividend payments, if applicable.

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BTCL vs. UJB - Yearly Performance Comparison


2026 (YTD)20252024
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
-47.24%-39.52%105.78%
UJB
ProShares Ultra High Yield
-1.70%12.22%5.88%

Returns By Period

In the year-to-date period, BTCL achieves a -47.24% return, which is significantly lower than UJB's -1.70% return.


BTCL

1D
3.83%
1M
3.32%
YTD
-47.24%
6M
-72.39%
1Y
-54.51%
3Y*
5Y*
10Y*

UJB

1D
1.90%
1M
-2.13%
YTD
-1.70%
6M
-0.35%
1Y
8.89%
3Y*
10.23%
5Y*
2.83%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTCL vs. UJB - Expense Ratio Comparison

BTCL has a 0.95% expense ratio, which is lower than UJB's 1.27% expense ratio.


Return for Risk

BTCL vs. UJB — Risk / Return Rank

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

BTCL
BTCL Risk / Return Rank: 33
Overall Rank
BTCL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTCL Sortino Ratio Rank: 44
Sortino Ratio Rank
BTCL Omega Ratio Rank: 44
Omega Ratio Rank
BTCL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCL Martin Ratio Rank: 22
Martin Ratio Rank

UJB
UJB Risk / Return Rank: 5151
Overall Rank
UJB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 4848
Sortino Ratio Rank
UJB Omega Ratio Rank: 5353
Omega Ratio Rank
UJB Calmar Ratio Rank: 4848
Calmar Ratio Rank
UJB Martin Ratio Rank: 6161
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.

BTCL vs. UJB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and ProShares Ultra High Yield (UJB). 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.


BTCLUJBDifference

Sharpe ratio

Return per unit of total volatility

-0.60

0.82

-1.42

Sortino ratio

Return per unit of downside risk

-0.57

1.26

-1.83

Omega ratio

Gain probability vs. loss probability

0.94

1.19

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.71

1.16

-1.87

Martin ratio

Return relative to average drawdown

-1.37

5.81

-7.18

BTCL vs. UJB - Sharpe Ratio Comparison

The current BTCL Sharpe Ratio is -0.60, which is lower than the UJB Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BTCL and UJB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTCLUJBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

0.82

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.32

-0.54

Correlation

The correlation between BTCL and UJB is 0.40, 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.


Dividends

BTCL vs. UJB - Dividend Comparison

BTCL's dividend yield for the trailing twelve months is around 3.21%, less than UJB's 3.44% yield.


TTM20252024202320222021202020192018201720162015
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
3.21%1.70%4.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UJB
ProShares Ultra High Yield
3.44%2.61%3.02%3.92%0.05%0.63%2.88%3.95%3.22%2.67%2.35%3.62%

Drawdowns

BTCL vs. UJB - Drawdown Comparison

The maximum BTCL drawdown since its inception was -78.41%, which is greater than UJB's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for BTCL and UJB.


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Drawdown Indicators


BTCLUJBDifference

Max Drawdown

Largest peak-to-trough decline

-78.41%

-40.14%

-38.27%

Max Drawdown (1Y)

Largest decline over 1 year

-78.41%

-7.86%

-70.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-77.06%

-2.92%

-74.14%

Average Drawdown

Average peak-to-trough decline

-30.30%

-6.23%

-24.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.75%

1.57%

+39.18%

Volatility

BTCL vs. UJB - Volatility Comparison

T-REX 2X Long Bitcoin Daily Target ETF (BTCL) has a higher volatility of 25.79% compared to ProShares Ultra High Yield (UJB) at 4.39%. This indicates that BTCL's price experiences larger fluctuations and is considered to be riskier than UJB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCLUJBDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.79%

4.39%

+21.40%

Volatility (6M)

Calculated over the trailing 6-month period

74.36%

5.63%

+68.73%

Volatility (1Y)

Calculated over the trailing 1-year period

90.60%

10.87%

+79.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.43%

14.63%

+85.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.43%

18.52%

+81.91%