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

Correlation

The correlation between PST and UBT is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

PST vs. UBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and ProShares Ultra 20+ Year Treasury (UBT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-50.52%
14.84%
PST
UBT

Key characteristics

Sharpe Ratio

PST:

-0.27

UBT:

0.02

Sortino Ratio

PST:

-0.29

UBT:

0.23

Omega Ratio

PST:

0.97

UBT:

1.03

Calmar Ratio

PST:

-0.05

UBT:

0.01

Martin Ratio

PST:

-0.54

UBT:

0.04

Ulcer Index

PST:

6.82%

UBT:

15.64%

Daily Std Dev

PST:

13.66%

UBT:

28.41%

Max Drawdown

PST:

-79.25%

UBT:

-78.90%

Current Drawdown

PST:

-65.43%

UBT:

-75.75%

Returns By Period

In the year-to-date period, PST achieves a -3.69% return, which is significantly lower than UBT's 3.17% return. Over the past 10 years, PST has outperformed UBT with an annualized return of 0.84%, while UBT has yielded a comparatively lower -6.88% annualized return.


PST

YTD

-3.69%

1M

-1.67%

6M

0.35%

1Y

-4.93%

5Y*

10.17%

10Y*

0.84%

UBT

YTD

3.17%

1M

-1.14%

6M

-6.53%

1Y

3.49%

5Y*

-23.70%

10Y*

-6.88%

*Annualized

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PST vs. UBT - Expense Ratio Comparison

Both PST and UBT have an expense ratio of 0.95%.


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 UBT: 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%
UBT: 0.95%

Risk-Adjusted Performance

PST vs. UBT — 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 1010
Overall Rank
The Sharpe Ratio Rank of PST is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PST is 88
Sortino Ratio Rank
The Omega Ratio Rank of PST is 88
Omega Ratio Rank
The Calmar Ratio Rank of PST is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PST is 1010
Martin Ratio Rank

UBT
The Risk-Adjusted Performance Rank of UBT is 2121
Overall Rank
The Sharpe Ratio Rank of UBT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of UBT is 2323
Sortino Ratio Rank
The Omega Ratio Rank of UBT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of UBT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of UBT is 2020
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. UBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and ProShares Ultra 20+ Year Treasury (UBT). 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-1.000.001.002.003.004.00
PST: -0.27
UBT: 0.02
The chart of Sortino ratio for PST, currently valued at -0.29, compared to the broader market-2.000.002.004.006.008.00
PST: -0.29
UBT: 0.23
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
UBT: 1.03
The chart of Calmar ratio for PST, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00
PST: -0.07
UBT: 0.01
The chart of Martin ratio for PST, currently valued at -0.54, compared to the broader market0.0020.0040.0060.00
PST: -0.54
UBT: 0.04

The current PST Sharpe Ratio is -0.27, which is lower than the UBT Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of PST and UBT, 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.27
0.02
PST
UBT

Dividends

PST vs. UBT - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.78%, less than UBT's 4.32% yield.


TTM20242023202220212020201920182017201620152014
PST
ProShares UltraShort 7-10 Year Treasury
3.78%3.60%3.70%0.02%0.00%0.11%1.86%0.67%0.00%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
4.32%4.50%3.53%0.30%0.00%0.26%1.50%1.55%1.37%1.04%1.56%0.79%

Drawdowns

PST vs. UBT - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, roughly equal to the maximum UBT drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for PST and UBT. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%NovemberDecember2025FebruaryMarchApril
-51.58%
-75.75%
PST
UBT

Volatility

PST vs. UBT - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 5.81%, while ProShares Ultra 20+ Year Treasury (UBT) has a volatility of 11.53%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than UBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
5.81%
11.53%
PST
UBT