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

Correlation

The correlation between UBT and KMLM is -0.12. 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.


Performance

UBT vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) and KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UBT:

-0.38

KMLM:

-1.04

Sortino Ratio

UBT:

-0.40

KMLM:

-1.32

Omega Ratio

UBT:

0.95

KMLM:

0.85

Calmar Ratio

UBT:

-0.15

KMLM:

-0.35

Martin Ratio

UBT:

-0.69

KMLM:

-1.45

Ulcer Index

UBT:

16.86%

KMLM:

7.01%

Daily Std Dev

UBT:

28.41%

KMLM:

10.32%

Max Drawdown

UBT:

-78.90%

KMLM:

-29.26%

Current Drawdown

UBT:

-77.13%

KMLM:

-28.86%

Returns By Period

In the year-to-date period, UBT achieves a -2.74% return, which is significantly higher than KMLM's -6.94% return.


UBT

YTD

-2.74%

1M

-2.63%

6M

-8.03%

1Y

-10.61%

3Y*

-20.15%

5Y*

-23.32%

10Y*

-6.38%

KMLM

YTD

-6.94%

1M

-0.30%

6M

-5.74%

1Y

-10.69%

3Y*

-7.22%

5Y*

N/A

10Y*

N/A

*Annualized

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ProShares Ultra 20+ Year Treasury

UBT vs. KMLM - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is higher than KMLM's 0.90% expense ratio.


Risk-Adjusted Performance

UBT vs. KMLM — Risk-Adjusted Performance Rank

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

UBT
The Risk-Adjusted Performance Rank of UBT is 77
Overall Rank
The Sharpe Ratio Rank of UBT is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of UBT is 66
Sortino Ratio Rank
The Omega Ratio Rank of UBT is 66
Omega Ratio Rank
The Calmar Ratio Rank of UBT is 99
Calmar Ratio Rank
The Martin Ratio Rank of UBT is 77
Martin Ratio Rank

KMLM
The Risk-Adjusted Performance Rank of KMLM is 11
Overall Rank
The Sharpe Ratio Rank of KMLM is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of KMLM is 11
Sortino Ratio Rank
The Omega Ratio Rank of KMLM is 11
Omega Ratio Rank
The Calmar Ratio Rank of KMLM is 44
Calmar Ratio Rank
The Martin Ratio Rank of KMLM is 11
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.

UBT vs. KMLM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and KFA Mount Lucas Index Strategy ETF (KMLM). 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 current UBT Sharpe Ratio is -0.38, which is higher than the KMLM Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of UBT and KMLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

UBT vs. KMLM - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 4.59%, more than KMLM's 0.88% yield.


TTM20242023202220212020201920182017201620152014
UBT
ProShares Ultra 20+ Year Treasury
4.59%4.50%3.53%0.30%0.00%0.26%1.50%1.55%1.37%1.04%1.56%0.79%
KMLM
KFA Mount Lucas Index Strategy ETF
0.88%0.82%0.00%8.12%6.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UBT vs. KMLM - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, which is greater than KMLM's maximum drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for UBT and KMLM. For additional features, visit the drawdowns tool.


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Volatility

UBT vs. KMLM - Volatility Comparison

ProShares Ultra 20+ Year Treasury (UBT) has a higher volatility of 7.17% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 2.07%. This indicates that UBT's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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