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PST vs. LABD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PST vs. LABD - 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 S&P Biotech Bear 3x Shares (LABD). 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 LABD's -29.83% return. Over the past 10 years, PST has outperformed LABD with an annualized return of 2.47%, while LABD has yielded a comparatively lower -56.11% 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%

LABD

1D
-4.73%
1M
4.70%
YTD
-29.83%
6M
-31.22%
1Y
-80.27%
3Y*
-49.85%
5Y*
-41.45%
10Y*
-56.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. LABD - 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%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-29.83%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-70.80%-6.26%-75.67%

Correlation

The correlation between PST and LABD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

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

0.13

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.04

The correlation between PST and LABD shifts across timeframes, from -0.04 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PST vs. LABD — 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

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 11
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
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. LABD - 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 S&P Biotech Bear 3x Shares (LABD). 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.


PSTLABDDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.03

0.75

+0.28

Calmar ratioReturn relative to maximum drawdown

0.15

-0.97

+1.12

Martin ratioReturn relative to average drawdown

0.26

-1.31

+1.57

PST vs. LABD - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.11, which is higher than the LABD Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of PST and LABD, 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


PSTLABDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

-1.06

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.43

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

-0.59

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

-0.54

+0.17

Drawdowns

PST vs. LABD - Drawdown Comparison

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


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Drawdown Indicators


PSTLABDDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-99.99%

+20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-83.21%

+75.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-95.31%

+79.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-98.24%

+82.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-99.98%

+63.91%

Current Drawdown

Current decline from peak

-64.13%

-99.99%

+35.86%

Average Drawdown

Average peak-to-trough decline

-61.48%

-90.92%

+29.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

61.36%

-57.20%

Volatility

PST vs. LABD - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 3.19%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 27.46%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than LABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

27.46%

-24.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

61.67%

-54.92%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

75.77%

-66.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

96.26%

-80.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

95.93%

-82.61%

PST vs. LABD - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than LABD's 1.06% expense ratio.


Dividends

PST vs. LABD - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.08%, less than LABD's 6.45% yield.


PositionTTM20252024202320222021202020192018
LABD
Direxion Daily S&P Biotech Bear 3x Shares
6.45%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%
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 LABD 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.

LABD has higher volatility (27.46%) compared to PST (3.19%). In terms of maximum drawdown, PST dropped -79.25% vs LABD's -99.99%.

On 10-year performance, PST leads with 2.47% vs -56.11% for LABD. 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 -56.11%. 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 1.06% for LABD.

LABD has the higher dividend yield at 6.45%, compared with 3.08% for PST.

PST is categorized as Inverse Bonds, while LABD is Leveraged Equities. PST tracks ICE U.S. Treasury 7-10 Year Bond Index, while LABD tracks S&P Biotechnology Select Industry Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for PST and 1.06% for LABD.

PST currently has the higher Sharpe Ratio (0.11 vs -1.06), 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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