PST vs. SKOR
PST (ProShares UltraShort 7-10 Year Treasury) and SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) are both exchange-traded funds - PST is a Inverse Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index. Both are passively managed. Over the past 10 years, PST returned 2.73%/yr vs 2.82%/yr for SKOR. At a correlation of -0.70, they often move in opposite directions. PST charges 0.95%/yr vs 0.22%/yr for SKOR.
Performance
PST vs. SKOR - Performance Comparison
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Returns By Period
In the year-to-date period, PST achieves a 4.69% return, which is significantly higher than SKOR's 0.45% return. Both investments have delivered pretty close results over the past 10 years, with PST having a 2.73% annualized return and SKOR not far ahead at 2.82%.
PST
- 1D
- -0.27%
- 1M
- -0.60%
- YTD
- 4.69%
- 6M
- 5.06%
- 1Y
- 3.06%
- 3Y*
- 5.23%
- 5Y*
- 9.44%
- 10Y*
- 2.73%
SKOR
- 1D
- 0.09%
- 1M
- 0.48%
- YTD
- 0.45%
- 6M
- 0.66%
- 1Y
- 4.54%
- 3Y*
- 5.99%
- 5Y*
- 1.78%
- 10Y*
- 2.82%
PST vs. SKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PST ProShares UltraShort 7-10 Year Treasury | 4.69% | -4.42% | 12.27% | 3.17% | 38.55% | 4.01% | -18.67% | -11.03% | 1.72% | -4.52% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.45% | 7.99% | 4.42% | 7.64% | -9.88% | -1.40% | 8.84% | 10.69% | -1.25% | 4.38% |
Correlation
The correlation between PST and SKOR is -0.91, 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 | -0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014 | -0.70 |
Over the past year, the inverse relationship between PST and SKOR has strengthened: their correlation has moved from -0.70 to -0.91, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
PST vs. SKOR — Risk / Return Rank
PST
SKOR
PST vs. SKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.
| PST | SKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.31 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.18 | -1.74 |
| Martin ratioReturn relative to average drawdown | 0.80 | 7.51 | -6.71 |
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Drawdowns
PST vs. SKOR - Drawdown Comparison
The maximum PST drawdown since its inception was -79.25%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for PST and SKOR.
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Drawdown Indicators
| PST | SKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.25% | -15.98% | -63.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -2.09% | -4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -3.11% | -13.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.19% | -15.13% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -15.98% | -20.09% |
Current DrawdownCurrent decline from peak | -64.08% | -0.67% | -63.41% |
Average DrawdownAverage peak-to-trough decline | -61.48% | -2.64% | -58.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 0.61% | +3.22% |
Volatility
PST vs. SKOR - Volatility Comparison
ProShares UltraShort 7-10 Year Treasury (PST) has a higher volatility of 2.73% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.84%. This indicates that PST's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PST | SKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 0.84% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | 2.07% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.49% | 2.72% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 4.43% | +11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 4.90% | +8.40% |
PST vs. SKOR - Expense Ratio Comparison
PST has a 0.95% expense ratio, which is higher than SKOR's 0.22% expense ratio.
Dividends
PST vs. SKOR - Dividend Comparison
PST's dividend yield for the trailing twelve months is around 3.08%, less than SKOR's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.66% | 4.70% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% |
Frequently Asked Questions
PST and SKOR have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PST has higher volatility (2.73%) compared to SKOR (0.84%). In terms of maximum drawdown, PST dropped -79.25% vs SKOR's -15.98%.
On 10-year performance, SKOR leads with 2.82% vs 2.73% for PST. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SKOR has performed better with a 2.82% return vs 2.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SKOR is cheaper with a 0.22% expense ratio, compared with 0.95% for PST.
SKOR has the higher dividend yield at 4.66%, compared with 3.08% for PST.
PST is categorized as Inverse Bonds, while SKOR is Corporate Bonds. PST tracks ICE U.S. Treasury 7-10 Year Bond Index, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: ProShares and Northern Trust. Their fees differ too: 0.95% for PST and 0.22% for SKOR.
SKOR currently has the higher Sharpe Ratio (1.68 vs 0.32), 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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