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UBT vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBT achieves a -0.63% return, which is significantly lower than PDBC's 22.11% return. Over the past 10 years, UBT has underperformed PDBC with an annualized return of -8.42%, while PDBC has yielded a comparatively higher 7.59% annualized return.


UBT

1D
0.37%
1M
4.60%
YTD
-0.63%
6M
-1.74%
1Y
2.30%
3Y*
-10.34%
5Y*
-18.46%
10Y*
-8.42%

PDBC

1D
-1.10%
1M
-11.10%
YTD
22.11%
6M
20.75%
1Y
25.24%
3Y*
10.03%
5Y*
9.92%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBT
ProShares Ultra 20+ Year Treasury
-0.63%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
22.11%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between UBT and PDBC is -0.33, 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

-0.33

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

-0.16

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

-0.15

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

-0.18

The correlation between UBT and PDBC shifts across timeframes, from -0.33 (1 year) to -0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UBT vs. PDBC — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 1010
Overall Rank
UBT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 1010
Sortino Ratio Rank
UBT Omega Ratio Rank: 1010
Omega Ratio Rank
UBT Calmar Ratio Rank: 1010
Calmar Ratio Rank
UBT Martin Ratio Rank: 1010
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 4040
Overall Rank
PDBC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 3939
Sortino Ratio Rank
PDBC Omega Ratio Rank: 3939
Omega Ratio Rank
PDBC Calmar Ratio Rank: 3737
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4747
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.

UBT vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.


UBTPDBCDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.03

1.24

-0.21

Calmar ratioReturn relative to maximum drawdown

0.14

1.76

-1.62

Martin ratioReturn relative to average drawdown

0.31

7.71

-7.40

UBT vs. PDBC - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is 0.12, which is lower than the PDBC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UBT and PDBC, 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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Drawdowns

UBT vs. PDBC - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for UBT and PDBC.


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Drawdown Indicators


UBTPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-49.52%

-29.38%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-14.44%

-2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

-14.44%

-22.03%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-27.63%

-44.86%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

-40.73%

-38.17%

Current Drawdown

Current decline from peak

-76.16%

-14.44%

-61.72%

Average Drawdown

Average peak-to-trough decline

-32.43%

-23.14%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.44%

3.31%

+4.13%

Volatility

UBT vs. PDBC - Volatility Comparison

ProShares Ultra 20+ Year Treasury (UBT) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) have volatilities of 4.40% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.42%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

16.20%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

18.73%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

19.15%

+12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.28%

17.77%

+11.51%

UBT vs. PDBC - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

UBT vs. PDBC - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.91%, more than PDBC's 3.14% yield.


PositionTTM20252024202320222021202020192018201720162015
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.14%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.91%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%

Frequently Asked Questions


UBT and PDBC have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (4.42%) compared to UBT (4.40%). In terms of maximum drawdown, UBT dropped -78.90% vs PDBC's -49.52%.

On 10-year performance, PDBC leads with 7.59% vs -8.42% for UBT. On fees, PDBC is cheaper at 0.58% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PDBC has performed better with a 7.59% return vs -8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDBC is cheaper with a 0.58% expense ratio, compared with 0.95% for UBT.

UBT has the higher dividend yield at 3.91%, compared with 3.14% for PDBC.

UBT is categorized as Leveraged Bonds, while PDBC is Commodities. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for UBT and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.38 vs 0.12), 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.

Portfolio Optimizer

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