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PFFL vs. UJB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFL vs. UJB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ProShares Ultra High Yield (UJB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFL achieves a -0.94% return, which is significantly lower than UJB's 1.21% return.


PFFL

1D
0.03%
1M
-3.05%
YTD
-0.94%
6M
-1.49%
1Y
6.38%
3Y*
3.88%
5Y*
-6.24%
10Y*

UJB

1D
0.00%
1M
0.60%
YTD
1.21%
6M
2.22%
1Y
8.36%
3Y*
11.54%
5Y*
2.92%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFL vs. UJB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
-0.94%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-10.77%
UJB
ProShares Ultra High Yield
1.21%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-8.95%

Correlation

The correlation between PFFL and UJB is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2018

0.57

The correlation between PFFL and UJB has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.

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Return for Risk

PFFL vs. UJB — Risk / Return Rank

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

PFFL
PFFL Risk / Return Rank: 1616
Overall Rank
PFFL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1515
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1616
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1717
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1616
Martin Ratio Rank

UJB
UJB Risk / Return Rank: 3939
Overall Rank
UJB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 3636
Sortino Ratio Rank
UJB Omega Ratio Rank: 3535
Omega Ratio Rank
UJB Calmar Ratio Rank: 3838
Calmar Ratio Rank
UJB Martin Ratio Rank: 4848
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.

PFFL vs. UJB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) 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.

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.


PFFLUJBDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.08

1.21

-0.13

Calmar ratioReturn relative to maximum drawdown

0.54

1.67

-1.14

Martin ratioReturn relative to average drawdown

1.27

7.06

-5.79

PFFL vs. UJB - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is 0.38, which is lower than the UJB Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PFFL and UJB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFFL vs. UJB - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than UJB's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for PFFL and UJB.


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Drawdown Indicators


PFFLUJBDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-40.14%

-40.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-5.01%

-6.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-9.47%

-14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

-30.14%

-18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-38.98%

-0.45%

-38.53%

Average Drawdown

Average peak-to-trough decline

-28.56%

-6.16%

-22.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

1.19%

+3.82%

Volatility

PFFL vs. UJB - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) has a higher volatility of 4.00% compared to ProShares Ultra High Yield (UJB) at 2.39%. This indicates that PFFL'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


PFFLUJBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

2.39%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

5.87%

+4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

7.39%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

14.67%

+8.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.24%

18.00%

+37.24%

PFFL vs. UJB - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is lower than UJB's 0.95% expense ratio.


Dividends

PFFL vs. UJB - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.01%, more than UJB's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
13.01%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%0.00%0.00%0.00%
UJB
ProShares Ultra High Yield
3.34%2.61%3.02%3.92%0.05%0.63%2.88%3.95%3.22%2.67%2.35%3.62%

Frequently Asked Questions


PFFL and UJB have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFL has higher volatility (4.00%) compared to UJB (2.39%). In terms of maximum drawdown, PFFL dropped -80.68% vs UJB's -40.14%.

On 5-year performance, UJB leads with 2.92% vs -6.24% for PFFL. On fees, PFFL is cheaper at 0.85% per year. On volatility, UJB has been the lower-risk option at 2.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UJB has performed better with a 2.92% return vs -6.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFL is cheaper with a 0.85% expense ratio, compared with 0.95% for UJB.

PFFL has the higher dividend yield at 13.01%, compared with 3.34% for UJB.

PFFL is categorized as Preferred Stock/Convertible Bonds, while UJB is Leveraged Bonds. PFFL tracks Solactive Preferred Stock ETF Index, while UJB tracks Markit iBoxx $ Liquid High Yield Index. They also come from different issuers: UBS and ProShares. Their fees differ too: 0.85% for PFFL and 0.95% for UJB.

UJB currently has the higher Sharpe Ratio (1.14 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PFFL and UJB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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