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PBDE vs. QB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBDE vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM S&P 500 Buffer 20 ETF - December (PBDE) 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, PBDE achieves a 4.81% return, which is significantly lower than QB's 10.47% return.


PBDE

1D
-0.13%
1M
1.81%
YTD
4.81%
6M
5.33%
1Y
15.21%
3Y*
5Y*
10Y*

QB

1D
-0.19%
1M
2.95%
YTD
10.47%
6M
9.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBDE vs. QB - Yearly Performance Comparison


Correlation

The correlation between PBDE and QB is 0.73, 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 27, 2025

0.73

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Return for Risk

PBDE vs. QB — Risk / Return Rank

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

PBDE
PBDE Risk / Return Rank: 8686
Overall Rank
PBDE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PBDE Sortino Ratio Rank: 8989
Sortino Ratio Rank
PBDE Omega Ratio Rank: 8888
Omega Ratio Rank
PBDE Calmar Ratio Rank: 7777
Calmar Ratio Rank
PBDE Martin Ratio Rank: 9090
Martin Ratio Rank

QB
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.

PBDE vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM S&P 500 Buffer 20 ETF - December (PBDE) 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.


PBDEQBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

3.88

Martin ratioReturn relative to average drawdown

20.58

PBDE vs. QB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PBDEQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

3.17

-1.64

Drawdowns

PBDE vs. QB - Drawdown Comparison

The maximum PBDE drawdown since its inception was -8.73%, which is greater than QB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for PBDE and QB.


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Drawdown Indicators


PBDEQBDifference

Max Drawdown

Largest peak-to-trough decline

-8.73%

-1.83%

-6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

Current Drawdown

Current decline from peak

-0.13%

-0.30%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.76%

-0.34%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

PBDE vs. QB - Volatility Comparison


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Volatility by Period


PBDEQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.66%

5.75%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

5.75%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

5.75%

+1.40%

PBDE vs. QB - Expense Ratio Comparison

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


Dividends

PBDE vs. QB - Dividend Comparison

PBDE has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.62%.


Frequently Asked Questions


PBDE and QB have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBDE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

QB has the higher dividend yield at 0.62%, compared with 0.00% for PBDE.

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

Portfolio Optimizer

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