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UBT vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 higher than UVXY's -22.07% return. Over the past 10 years, UBT has outperformed UVXY with an annualized return of -8.42%, while UVXY has yielded a comparatively lower -73.85% 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%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. UVXY - 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%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UBT and UVXY is -0.11, 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

-0.11

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

-0.10

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

-0.01

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.21

The correlation between UBT and UVXY shifts across timeframes, from -0.11 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBT vs. UVXY — 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

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


UBTUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.03

0.81

+0.22

Calmar ratioReturn relative to maximum drawdown

0.14

-1.01

+1.15

Martin ratioReturn relative to average drawdown

0.31

-1.45

+1.76

UBT vs. UVXY - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is 0.12, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of UBT and UVXY, 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. UVXY - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UBT and UVXY.


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Drawdown Indicators


UBTUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-100.00%

+21.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-73.51%

+56.65%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

-94.93%

+58.46%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-99.71%

+27.22%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

-100.00%

+21.10%

Current Drawdown

Current decline from peak

-76.16%

-100.00%

+23.84%

Average Drawdown

Average peak-to-trough decline

-32.43%

-98.75%

+66.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.44%

55.34%

-47.90%

Volatility

UBT vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra 20+ Year Treasury (UBT) is 4.40%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that UBT experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

25.85%

-21.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

66.46%

-53.42%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

85.46%

-66.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

103.96%

-72.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.28%

112.39%

-83.11%

UBT vs. UVXY - Expense Ratio Comparison

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


Dividends

UBT vs. UVXY - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.91%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UBT and UVXY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to UBT (4.40%). In terms of maximum drawdown, UBT dropped -78.90% vs UVXY's -100.00%.

On 10-year performance, UBT leads with -8.42% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UBT has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UBT has performed better with a -8.42% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UBT and UVXY have the same expense ratio: 0.95% per year.

UBT has the higher dividend yield at 3.91%, compared with 0.00% for UVXY.

UBT is categorized as Leveraged Bonds, while UVXY is Volatility. UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UBT currently has the higher Sharpe Ratio (0.12 vs -0.87), 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 UVXY

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