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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 -2.41% return, which is significantly lower than UJB's 1.03% return.


PFFL

1D
1.44%
1M
0.14%
6M
-5.93%
YTD
-2.41%
1Y
-0.58%
3Y*
3.20%
5Y*
-6.94%
10Y*
ALL TIME*
-3.94%

UJB

1D
0.58%
1M
-0.40%
6M
0.07%
YTD
1.03%
1Y
5.82%
3Y*
11.10%
5Y*
2.79%
10Y*
5.79%
ALL TIME*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.02K$14.94K$17.61K
$319.40K$2.11M$1.46M

PFFL vs. UJB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
-2.41%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-10.77%
UJB
ProShares Ultra High Yield
1.03%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-8.95%

Correlation

The correlation between PFFL and UJB is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.56

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

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 0.56 to 0.63 - a consistent structural relationship.

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Return for Risk

PFFL vs. UJB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFFL
PFFL Risk / Return Rank: 1010
Overall Rank
PFFL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1010
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1010
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1010
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1010
Martin Ratio Rank

UJB
UJB Risk / Return Rank: 3434
Overall Rank
UJB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 3131
Sortino Ratio Rank
UJB Omega Ratio Rank: 3131
Omega Ratio Rank
UJB Calmar Ratio Rank: 3434
Calmar Ratio Rank
UJB Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-0.83

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.01

1.15

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.05

1.17

-1.21

Martin ratioReturn relative to average drawdown

-0.10

4.79

-4.88

PFFL vs. UJB - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is -0.04, which is lower than the UJB Sharpe Ratio of 0.80. 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

-39.88%

-0.73%

-39.15%

Average Drawdown

Average peak-to-trough decline

-28.76%

-6.11%

-22.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

1.22%

+4.86%

Volatility

PFFL vs. UJB - Volatility Comparison

ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) has a higher volatility of 4.68% compared to ProShares Ultra High Yield (UJB) at 1.67%. 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

4.68%

1.67%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

6.03%

+5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

7.37%

+8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

14.67%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.80%

17.58%

+37.22%

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 12.61%, more than UJB's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
12.61%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
3.20%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 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFL has higher volatility (4.68%) compared to UJB (1.67%). In terms of maximum drawdown, PFFL dropped -80.68% vs UJB's -40.14%.

On 5-year performance, UJB leads with 2.79% vs -6.94% for PFFL. On fees, PFFL is cheaper at 0.85% per year. On volatility, UJB has been the lower-risk option at 1.67%. 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 2.79% return vs -6.94%. 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 12.61%, compared with 3.20% for UJB.

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 (0.80 vs -0.04), 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

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