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

Correlation

The correlation between UBT and VT is -0.27. 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.


-0.50.00.51.0-0.3

Performance

UBT vs. VT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-13.60%
6.47%
UBT
VT

Key characteristics

Sharpe Ratio

UBT:

-0.77

VT:

1.59

Sortino Ratio

UBT:

-0.97

VT:

2.16

Omega Ratio

UBT:

0.89

VT:

1.29

Calmar Ratio

UBT:

-0.28

VT:

2.30

Martin Ratio

UBT:

-1.47

VT:

9.97

Ulcer Index

UBT:

14.67%

VT:

1.88%

Daily Std Dev

UBT:

27.96%

VT:

11.82%

Max Drawdown

UBT:

-78.90%

VT:

-50.27%

Current Drawdown

UBT:

-76.41%

VT:

-2.78%

Returns By Period

In the year-to-date period, UBT achieves a -21.53% return, which is significantly lower than VT's 17.76% return. Over the past 10 years, UBT has underperformed VT with an annualized return of -6.70%, while VT has yielded a comparatively higher 9.29% annualized return.


UBT

YTD

-21.53%

1M

-5.78%

6M

-13.09%

1Y

-21.04%

5Y*

-17.57%

10Y*

-6.70%

VT

YTD

17.76%

1M

-0.78%

6M

6.68%

1Y

18.52%

5Y*

10.29%

10Y*

9.29%

Compare stocks, funds, or ETFs

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UBT vs. VT - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is higher than VT's 0.07% expense ratio.


UBT
ProShares Ultra 20+ Year Treasury
Expense ratio chart for UBT: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

UBT vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratio
The chart of Sharpe ratio for UBT, currently valued at -0.77, compared to the broader market0.002.004.00-0.771.59
The chart of Sortino ratio for UBT, currently valued at -0.97, compared to the broader market-2.000.002.004.006.008.0010.00-0.972.16
The chart of Omega ratio for UBT, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.29
The chart of Calmar ratio for UBT, currently valued at -0.28, compared to the broader market0.005.0010.0015.00-0.282.30
The chart of Martin ratio for UBT, currently valued at -1.47, compared to the broader market0.0020.0040.0060.0080.00100.00-1.479.97
UBT
VT

The current UBT Sharpe Ratio is -0.77, which is lower than the VT Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of UBT and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.77
1.59
UBT
VT

Dividends

UBT vs. VT - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 4.48%, more than VT's 1.93% yield.


TTM20232022202120202019201820172016201520142013
UBT
ProShares Ultra 20+ Year Treasury
4.48%3.53%0.30%0.00%0.26%1.50%1.55%1.37%1.04%1.56%0.79%0.18%
VT
Vanguard Total World Stock ETF
1.93%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

UBT vs. VT - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for UBT and VT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-76.41%
-2.78%
UBT
VT

Volatility

UBT vs. VT - Volatility Comparison

ProShares Ultra 20+ Year Treasury (UBT) has a higher volatility of 8.84% compared to Vanguard Total World Stock ETF (VT) at 3.67%. This indicates that UBT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.84%
3.67%
UBT
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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