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UBT vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) and Simplify Interest Rate Hedge ETF (PFIX). 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 -4.99% return, which is significantly lower than PFIX's -1.18% return.


UBT

1D
0.39%
1M
-3.02%
6M
-6.32%
YTD
-4.99%
1Y
0.10%
3Y*
-10.50%
5Y*
-20.31%
10Y*
-9.22%

PFIX

1D
-0.23%
1M
2.86%
6M
2.06%
YTD
-1.18%
1Y
-11.25%
3Y*
16.36%
5Y*
21.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UBT
ProShares Ultra 20+ Year Treasury
-4.99%2.03%-21.81%-3.68%-55.54%15.06%
PFIX
Simplify Interest Rate Hedge ETF
-1.18%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between UBT and PFIX is -0.77, 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

-0.77

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

-0.88

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

-0.85

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.85

The correlation between UBT and PFIX shifts across timeframes, from -0.88 (3 years) to -0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UBT vs. PFIX — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 99
Overall Rank
UBT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 99
Sortino Ratio Rank
UBT Omega Ratio Rank: 99
Omega Ratio Rank
UBT Calmar Ratio Rank: 99
Calmar Ratio Rank
UBT Martin Ratio Rank: 99
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 66
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 66
Sortino Ratio Rank
PFIX Omega Ratio Rank: 66
Omega Ratio Rank
PFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
PFIX Martin Ratio Rank: 66
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. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and Simplify Interest Rate Hedge ETF (PFIX). 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.


UBTPFIXDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.02

0.96

+0.06

Calmar ratioReturn relative to maximum drawdown

0.01

-0.44

+0.45

Martin ratioReturn relative to average drawdown

0.01

-0.65

+0.66

UBT vs. PFIX - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is 0.01, which is higher than the PFIX Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of UBT and PFIX, 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. PFIX - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for UBT and PFIX.


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Drawdown Indicators


UBTPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-36.17%

-42.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-25.64%

+8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-35.81%

-36.17%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-36.17%

-36.32%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

Current Drawdown

Current decline from peak

-77.21%

-18.52%

-58.69%

Average Drawdown

Average peak-to-trough decline

-32.58%

-17.21%

-15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.78%

17.33%

-9.55%

Volatility

UBT vs. PFIX - Volatility Comparison

The current volatility for ProShares Ultra 20+ Year Treasury (UBT) is 5.20%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 9.03%. This indicates that UBT experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

9.03%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

22.11%

-8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.71%

29.28%

-10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.18%

38.54%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

38.18%

-9.01%

UBT vs. PFIX - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is higher than PFIX's 0.50% expense ratio.


Dividends

UBT vs. PFIX - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.61%, less than PFIX's 9.81% yield.


PositionTTM20252024202320222021202020192018201720162015
PFIX
Simplify Interest Rate Hedge ETF
9.81%9.92%3.40%87.92%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.61%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 PFIX have a correlation of -0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (9.03%) compared to UBT (5.20%). In terms of maximum drawdown, UBT dropped -78.90% vs PFIX's -36.17%.

On 5-year performance, PFIX leads with 21.11% vs -20.31% for UBT. On fees, PFIX is cheaper at 0.50% per year. On volatility, UBT has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFIX has performed better with a 21.11% return vs -20.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFIX is cheaper with a 0.50% expense ratio, compared with 0.95% for UBT.

PFIX has the higher dividend yield at 9.81%, compared with 3.61% for UBT.

UBT is categorized as Leveraged Bonds, while PFIX is Hedge Fund. They also come from different issuers: ProShares and Simplify. Their fees differ too: 0.95% for UBT and 0.50% for PFIX.

UBT currently has the higher Sharpe Ratio (0.01 vs -0.39), 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

Find the right allocation for UBT and PFIX

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