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PST vs. ERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PST vs. ERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and Direxion Daily Energy Bear 2X Shares (ERY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PST achieves a 4.57% return, which is significantly higher than ERY's -44.49% return. Over the past 10 years, PST has outperformed ERY with an annualized return of 2.47%, while ERY has yielded a comparatively lower -34.29% annualized return.


PST

1D
0.51%
1M
0.80%
YTD
4.57%
6M
6.73%
1Y
1.08%
3Y*
5.59%
5Y*
9.21%
10Y*
2.47%

ERY

1D
-2.75%
1M
1.29%
YTD
-44.49%
6M
-42.45%
1Y
-53.20%
3Y*
-27.86%
5Y*
-38.03%
10Y*
-34.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. ERY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PST
ProShares UltraShort 7-10 Year Treasury
4.57%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%
ERY
Direxion Daily Energy Bear 2X Shares
-44.49%-18.54%-5.58%-0.35%-73.61%-68.00%-11.94%-38.67%45.61%-5.67%

Correlation

The correlation between PST and ERY is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.11

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

-0.15

Correlation (10Y)
Calculated over the trailing 10-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

-0.30

The correlation between PST and ERY shifts across timeframes, from -0.30 (all time) to -0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PST vs. ERY — Risk / Return Rank

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

PST
PST Risk / Return Rank: 1010
Overall Rank
PST Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PST Sortino Ratio Rank: 99
Sortino Ratio Rank
PST Omega Ratio Rank: 99
Omega Ratio Rank
PST Calmar Ratio Rank: 1010
Calmar Ratio Rank
PST Martin Ratio Rank: 1010
Martin Ratio Rank

ERY
ERY Risk / Return Rank: 11
Overall Rank
ERY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ERY Sortino Ratio Rank: 00
Sortino Ratio Rank
ERY Omega Ratio Rank: 11
Omega Ratio Rank
ERY Calmar Ratio Rank: 11
Calmar Ratio Rank
ERY Martin Ratio Rank: 11
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.

PST vs. ERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and Direxion Daily Energy Bear 2X Shares (ERY). 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.


PSTERYDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.03

0.77

+0.26

Calmar ratioReturn relative to maximum drawdown

0.15

-0.89

+1.04

Martin ratioReturn relative to average drawdown

0.26

-1.60

+1.86

PST vs. ERY - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.11, which is higher than the ERY Sharpe Ratio of -1.31. The chart below compares the historical Sharpe Ratios of PST and ERY, 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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Sharpe Ratios by Period


PSTERYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

-1.31

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.74

+1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

-0.49

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

-0.55

+0.17

Drawdowns

PST vs. ERY - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, smaller than the maximum ERY drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for PST and ERY.


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Drawdown Indicators


PSTERYDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-99.99%

+20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-59.79%

+52.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-67.94%

+51.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-94.04%

+77.85%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-99.66%

+63.59%

Current Drawdown

Current decline from peak

-64.13%

-99.99%

+35.86%

Average Drawdown

Average peak-to-trough decline

-61.48%

-96.92%

+35.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

33.29%

-29.13%

Volatility

PST vs. ERY - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 3.19%, while Direxion Daily Energy Bear 2X Shares (ERY) has a volatility of 16.11%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than ERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

16.11%

-12.92%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

32.78%

-26.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

40.86%

-31.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

51.89%

-36.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

70.64%

-57.32%

PST vs. ERY - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than ERY's 1.07% expense ratio.


Dividends

PST vs. ERY - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.08%, less than ERY's 3.75% yield.


PositionTTM20252024202320222021202020192018
ERY
Direxion Daily Energy Bear 2X Shares
3.75%3.48%4.13%4.14%0.32%0.00%0.43%1.50%0.56%
PST
ProShares UltraShort 7-10 Year Treasury
3.08%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%

Frequently Asked Questions


PST and ERY have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ERY has higher volatility (16.11%) compared to PST (3.19%). In terms of maximum drawdown, PST dropped -79.25% vs ERY's -99.99%.

On 10-year performance, PST leads with 2.47% vs -34.29% for ERY. On fees, PST is cheaper at 0.95% per year. On volatility, PST has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PST has performed better with a 2.47% return vs -34.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PST is cheaper with a 0.95% expense ratio, compared with 1.07% for ERY.

ERY has the higher dividend yield at 3.75%, compared with 3.08% for PST.

PST is categorized as Inverse Bonds, while ERY is Leveraged Equities. PST tracks ICE U.S. Treasury 7-10 Year Bond Index, while ERY tracks Energy Select Sector Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for PST and 1.07% for ERY.

PST currently has the higher Sharpe Ratio (0.11 vs -1.31), 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.

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