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DECP vs. QB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECP vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM S&P 500 Buffer 12 ETF - December (DECP) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DECP achieves a 5.59% return, which is significantly lower than QB's 9.26% return.


DECP

1D
0.07%
1M
-0.60%
YTD
5.59%
6M
4.92%
1Y
17.40%
3Y*
5Y*
10Y*

QB

1D
-0.08%
1M
-1.17%
YTD
9.26%
6M
9.05%
1Y
15.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DECP vs. QB - Yearly Performance Comparison


Correlation

The correlation between DECP and QB is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.75

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Return for Risk

DECP vs. QB — Risk / Return Rank

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

DECP
DECP Risk / Return Rank: 7878
Overall Rank
DECP Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DECP Sortino Ratio Rank: 7777
Sortino Ratio Rank
DECP Omega Ratio Rank: 7878
Omega Ratio Rank
DECP Calmar Ratio Rank: 7272
Calmar Ratio Rank
DECP Martin Ratio Rank: 8484
Martin Ratio Rank

QB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DECP vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM S&P 500 Buffer 12 ETF - December (DECP) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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.


DECPQBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.22

Martin ratioReturn relative to average drawdown

15.30

DECP vs. QB - Sharpe Ratio Comparison


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Drawdowns

DECP vs. QB - Drawdown Comparison

The maximum DECP drawdown since its inception was -12.12%, which is greater than QB's maximum drawdown of -3.47%. Use the drawdown chart below to compare losses from any high point for DECP and QB.


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Drawdown Indicators


DECPQBDifference

Max Drawdown

Largest peak-to-trough decline

-12.12%

-3.47%

-8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-3.47%

-1.96%

Current Drawdown

Current decline from peak

-1.21%

-1.78%

+0.57%

Average Drawdown

Average peak-to-trough decline

-1.12%

-0.42%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

Volatility

DECP vs. QB - Volatility Comparison


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Volatility by Period


DECPQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

8.15%

6.83%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.90%

6.83%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.90%

6.83%

+3.07%

DECP vs. QB - Expense Ratio Comparison

DECP has a 0.50% expense ratio, which is lower than QB's 0.58% expense ratio.


Dividends

DECP vs. QB - Dividend Comparison

DECP has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.80%.


Frequently Asked Questions


DECP and QB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, DECP leads with 17.40% vs 15.92% for QB. On fees, DECP is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DECP has performed better with a 17.40% return vs 15.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DECP is cheaper with a 0.50% expense ratio, compared with 0.58% for QB.

QB has the higher dividend yield at 0.80%, compared with 0.00% for DECP.

They also come from different issuers: PGIM and ProShares. Their fees differ too: 0.50% for DECP and 0.58% for QB.

Portfolio Optimizer

Find the right allocation for DECP and QB

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