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UBT vs. UJB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBT vs. UJB - Performance Comparison

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

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UBT vs. UJB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBT
ProShares Ultra 20+ Year Treasury
-1.06%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%
UJB
ProShares Ultra High Yield
-1.70%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-6.08%11.77%

Returns By Period

In the year-to-date period, UBT achieves a -1.06% return, which is significantly higher than UJB's -1.70% return. Over the past 10 years, UBT has underperformed UJB with an annualized return of -7.69%, while UJB has yielded a comparatively higher 6.73% annualized return.


UBT

1D
-0.31%
1M
-8.62%
YTD
-1.06%
6M
-4.20%
1Y
-6.78%
3Y*
-12.29%
5Y*
-17.12%
10Y*
-7.69%

UJB

1D
1.90%
1M
-2.13%
YTD
-1.70%
6M
-0.35%
1Y
8.89%
3Y*
10.23%
5Y*
2.83%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBT vs. UJB - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is lower than UJB's 1.27% expense ratio.


Return for Risk

UBT vs. UJB — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 77
Overall Rank
UBT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 66
Sortino Ratio Rank
UBT Omega Ratio Rank: 77
Omega Ratio Rank
UBT Calmar Ratio Rank: 88
Calmar Ratio Rank
UBT Martin Ratio Rank: 88
Martin Ratio Rank

UJB
UJB Risk / Return Rank: 5151
Overall Rank
UJB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 4848
Sortino Ratio Rank
UJB Omega Ratio Rank: 5353
Omega Ratio Rank
UJB Calmar Ratio Rank: 4848
Calmar Ratio Rank
UJB Martin Ratio Rank: 6161
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. UJB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and ProShares Ultra High Yield (UJB). 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.


UBTUJBDifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.82

-1.12

Sortino ratio

Return per unit of downside risk

-0.27

1.26

-1.53

Omega ratio

Gain probability vs. loss probability

0.97

1.19

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.28

1.16

-1.44

Martin ratio

Return relative to average drawdown

-0.52

5.81

-6.32

UBT vs. UJB - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is -0.30, which is lower than the UJB Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of UBT and UJB, 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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Sharpe Ratios by Period


UBTUJBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.82

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.19

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

0.36

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.32

-0.30

Correlation

The correlation between UBT and UJB is 0.06, 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.


Dividends

UBT vs. UJB - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.93%, more than UJB's 3.44% yield.


TTM20252024202320222021202020192018201720162015
UBT
ProShares Ultra 20+ Year Treasury
3.93%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%
UJB
ProShares Ultra High Yield
3.44%2.61%3.02%3.92%0.05%0.63%2.88%3.95%3.22%2.67%2.35%3.62%

Drawdowns

UBT vs. UJB - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, which is greater than UJB's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for UBT and UJB.


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Drawdown Indicators


UBTUJBDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-40.14%

-38.76%

Max Drawdown (1Y)

Largest decline over 1 year

-18.64%

-7.86%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-30.14%

-42.35%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

-40.14%

-38.76%

Current Drawdown

Current decline from peak

-76.27%

-2.92%

-73.35%

Average Drawdown

Average peak-to-trough decline

-31.82%

-6.23%

-25.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

1.57%

+8.54%

Volatility

UBT vs. UJB - Volatility Comparison

ProShares Ultra 20+ Year Treasury (UBT) has a higher volatility of 7.28% compared to ProShares Ultra High Yield (UJB) at 4.39%. This indicates that UBT's price experiences larger fluctuations and is considered to be riskier than UJB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTUJBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

4.39%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

5.63%

+7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

10.87%

+11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.38%

14.63%

+16.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.38%

18.52%

+10.86%