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PST vs. PULS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PST and PULS is -0.24. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

PST vs. PULS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and PGIM Ultra Short Bond ETF (PULS). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.99%
23.92%
PST
PULS

Key characteristics

Sharpe Ratio

PST:

-0.27

PULS:

11.07

Sortino Ratio

PST:

-0.29

PULS:

25.22

Omega Ratio

PST:

0.97

PULS:

6.26

Calmar Ratio

PST:

-0.05

PULS:

55.00

Martin Ratio

PST:

-0.55

PULS:

321.47

Ulcer Index

PST:

6.64%

PULS:

0.02%

Daily Std Dev

PST:

13.44%

PULS:

0.50%

Max Drawdown

PST:

-79.25%

PULS:

-5.85%

Current Drawdown

PST:

-66.77%

PULS:

-0.06%

Returns By Period

In the year-to-date period, PST achieves a -7.41% return, which is significantly lower than PULS's 1.13% return.


PST

YTD

-7.41%

1M

-4.55%

6M

0.44%

1Y

-3.02%

5Y*

9.18%

10Y*

0.55%

PULS

YTD

1.13%

1M

0.28%

6M

2.43%

1Y

5.53%

5Y*

3.83%

10Y*

N/A

*Annualized

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PST vs. PULS - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is higher than PULS's 0.15% expense ratio.


Expense ratio chart for PST: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PST: 0.95%
Expense ratio chart for PULS: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PULS: 0.15%

Risk-Adjusted Performance

PST vs. PULS — Risk-Adjusted Performance Rank

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

PST
The Risk-Adjusted Performance Rank of PST is 2020
Overall Rank
The Sharpe Ratio Rank of PST is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of PST is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PST is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PST is 2828
Calmar Ratio Rank
The Martin Ratio Rank of PST is 2222
Martin Ratio Rank

PULS
The Risk-Adjusted Performance Rank of PULS is 9999
Overall Rank
The Sharpe Ratio Rank of PULS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of PULS is 9999
Sortino Ratio Rank
The Omega Ratio Rank of PULS is 9999
Omega Ratio Rank
The Calmar Ratio Rank of PULS is 100100
Calmar Ratio Rank
The Martin Ratio Rank of PULS is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PST vs. PULS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and PGIM Ultra Short Bond ETF (PULS). 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.


The chart of Sharpe ratio for PST, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.005.00
PST: -0.27
PULS: 11.07
The chart of Sortino ratio for PST, currently valued at -0.29, compared to the broader market-2.000.002.004.006.008.0010.00
PST: -0.29
PULS: 25.22
The chart of Omega ratio for PST, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
PST: 0.97
PULS: 6.26
The chart of Calmar ratio for PST, currently valued at -0.22, compared to the broader market0.005.0010.0015.00
PST: -0.22
PULS: 55.00
The chart of Martin ratio for PST, currently valued at -0.55, compared to the broader market0.0020.0040.0060.0080.00100.00
PST: -0.55
PULS: 321.47

The current PST Sharpe Ratio is -0.27, which is lower than the PULS Sharpe Ratio of 11.07. The chart below compares the historical Sharpe Ratios of PST and PULS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00NovemberDecember2025FebruaryMarchApril
-0.27
11.07
PST
PULS

Dividends

PST vs. PULS - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.93%, less than PULS's 5.35% yield.


TTM2024202320222021202020192018
PST
ProShares UltraShort 7-10 Year Treasury
3.93%3.60%3.70%0.02%0.00%0.11%1.86%0.67%
PULS
PGIM Ultra Short Bond ETF
5.35%5.62%5.48%2.30%1.19%1.85%2.92%1.87%

Drawdowns

PST vs. PULS - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for PST and PULS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.19%
-0.06%
PST
PULS

Volatility

PST vs. PULS - Volatility Comparison

ProShares UltraShort 7-10 Year Treasury (PST) has a higher volatility of 4.19% compared to PGIM Ultra Short Bond ETF (PULS) at 0.14%. This indicates that PST's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.19%
0.14%
PST
PULS