UJB vs. ASTX
UJB (ProShares Ultra High Yield) and ASTX (Tradr 2X Long ASTS Daily ETF) are both exchange-traded funds - UJB is a Leveraged Bonds fund tracking the Markit iBoxx $ Liquid High Yield Index, while ASTX is a Leveraged Equities fund actively managed by Tradr. UJB is passively managed, while ASTX is actively managed. Over the past year, UJB returned 7.12% vs -72.09% for ASTX. At a 0.29 correlation, their price movements are largely independent. UJB charges 0.95%/yr vs 1.30%/yr for ASTX.
Performance
UJB vs. ASTX - Performance Comparison
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Returns By Period
In the year-to-date period, UJB achieves a 1.71% return, which is significantly higher than ASTX's -75.95% return.
UJB
- 1D
- 0.22%
- 1M
- 0.20%
- 6M
- 0.86%
- YTD
- 1.71%
- 1Y
- 7.12%
- 3Y*
- 10.99%
- 5Y*
- 2.88%
- 10Y*
- 5.93%
ASTX
- 1D
- -34.05%
- 1M
- -61.30%
- 6M
- -86.67%
- YTD
- -75.95%
- 1Y
- -72.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UJB vs. ASTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UJB ProShares Ultra High Yield | 1.71% | 4.98% |
ASTX Tradr 2X Long ASTS Daily ETF | -75.95% | 63.68% |
Correlation
The correlation between UJB and ASTX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025 | 0.29 |
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Return for Risk
UJB vs. ASTX — Risk / Return Rank
UJB
ASTX
UJB vs. ASTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and Tradr 2X Long ASTS Daily ETF (ASTX). 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.
| UJB | ASTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.08 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | -0.80 | +2.23 |
| Martin ratioReturn relative to average drawdown | 6.02 | -1.35 | +7.38 |
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Drawdowns
UJB vs. ASTX - Drawdown Comparison
The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum ASTX drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for UJB and ASTX.
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Drawdown Indicators
| UJB | ASTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.14% | -90.27% | +50.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -90.27% | +85.26% |
Max Drawdown (3Y)Largest decline over 3 years | -9.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.14% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -90.27% | +90.20% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -47.79% | +41.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 53.28% | -52.10% |
Volatility
UJB vs. ASTX - Volatility Comparison
The current volatility for ProShares Ultra High Yield (UJB) is 1.28%, while Tradr 2X Long ASTS Daily ETF (ASTX) has a volatility of 69.77%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than ASTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UJB | ASTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 69.77% | -68.49% |
Volatility (6M)Calculated over the trailing 6-month period | 5.93% | 167.24% | -161.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 217.86% | -210.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.68% | 217.27% | -202.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 217.27% | -199.59% |
UJB vs. ASTX - Expense Ratio Comparison
UJB has a 0.95% expense ratio, which is lower than ASTX's 1.30% expense ratio.
Dividends
UJB vs. ASTX - Dividend Comparison
UJB's dividend yield for the trailing twelve months is around 3.17%, while ASTX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASTX Tradr 2X Long ASTS Daily 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% |
UJB ProShares Ultra High Yield | 3.17% | 2.61% | 3.02% | 3.92% | 0.05% | 0.63% | 2.88% | 3.95% | 3.22% | 2.67% | 2.35% | 3.62% |
Frequently Asked Questions
UJB and ASTX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASTX has higher volatility (69.77%) compared to UJB (1.28%). In terms of maximum drawdown, UJB dropped -40.14% vs ASTX's -90.27%.
On 1-year performance, UJB leads with 7.12% vs -72.09% for ASTX. On fees, UJB is cheaper at 0.95% per year. On volatility, UJB has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, UJB has performed better with a 7.12% return vs -72.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UJB is cheaper with a 0.95% expense ratio, compared with 1.30% for ASTX.
UJB has the higher dividend yield at 3.17%, compared with 0.00% for ASTX.
UJB is categorized as Leveraged Bonds, while ASTX is Leveraged Equities. They also come from different issuers: ProShares and Tradr. Their fees differ too: 0.95% for UJB and 1.30% for ASTX.
UJB currently has the higher Sharpe Ratio (0.99 vs -0.33), 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.
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