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UJB vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJB vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and Direxion Daily 20-Year Treasury Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UJB achieves a 0.81% return, which is significantly lower than TMV's 4.73% return. Over the past 10 years, UJB has outperformed TMV with an annualized return of 6.36%, while TMV has yielded a comparatively lower -0.80% annualized return.


UJB

1D
-0.45%
1M
0.33%
YTD
0.81%
6M
1.28%
1Y
8.44%
3Y*
11.49%
5Y*
3.01%
10Y*
6.36%

TMV

1D
1.13%
1M
-1.68%
YTD
4.73%
6M
11.42%
1Y
-4.33%
3Y*
12.83%
5Y*
19.12%
10Y*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UJB vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJB
ProShares Ultra High Yield
0.81%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-6.08%11.77%
TMV
Direxion Daily 20-Year Treasury Bear 3X
4.73%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%3.99%-26.48%

Correlation

The correlation between UJB and TMV is -0.46, 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

-0.46

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

-0.53

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

-0.40

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2011

-0.07

Over the past year, the inverse relationship between UJB and TMV has strengthened: their correlation has moved from -0.07 to -0.46, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UJB vs. TMV — Risk / Return Rank

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

UJB
UJB Risk / Return Rank: 3535
Overall Rank
UJB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 3232
Sortino Ratio Rank
UJB Omega Ratio Rank: 3232
Omega Ratio Rank
UJB Calmar Ratio Rank: 3434
Calmar Ratio Rank
UJB Martin Ratio Rank: 4444
Martin Ratio Rank

TMV
TMV Risk / Return Rank: 77
Overall Rank
TMV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 77
Sortino Ratio Rank
TMV Omega Ratio Rank: 77
Omega Ratio Rank
TMV Calmar Ratio Rank: 77
Calmar Ratio Rank
TMV Martin Ratio Rank: 77
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.

UJB vs. TMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and Direxion Daily 20-Year Treasury Bear 3X (TMV). 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.


UJBTMVDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.22

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

1.69

-0.20

+1.89

Martin ratioReturn relative to average drawdown

7.20

-0.40

+7.60

UJB vs. TMV - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 1.16, which is higher than the TMV Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of UJB and TMV, 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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Sharpe Ratios by Period


UJBTMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

-0.15

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.41

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

-0.02

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.33

+0.66

Drawdowns

UJB vs. TMV - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for UJB and TMV.


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Drawdown Indicators


UJBTMVDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-98.96%

+58.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-21.62%

+16.61%

Max Drawdown (3Y)

Largest decline over 3 years

-9.47%

-48.49%

+39.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

-48.49%

+18.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-82.31%

+42.17%

Current Drawdown

Current decline from peak

-0.85%

-95.94%

+95.09%

Average Drawdown

Average peak-to-trough decline

-6.17%

-86.60%

+80.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

11.13%

-9.96%

Volatility

UJB vs. TMV - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 2.29%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 8.15%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

8.15%

-5.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

19.18%

-13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

29.12%

-21.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

47.21%

-32.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

44.44%

-26.16%

UJB vs. TMV - Expense Ratio Comparison

UJB has a 0.95% expense ratio, which is lower than TMV's 1.04% expense ratio.


Dividends

UJB vs. TMV - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.35%, more than TMV's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.62%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%0.00%0.00%0.00%
UJB
ProShares Ultra High Yield
3.35%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 TMV have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMV has higher volatility (8.15%) compared to UJB (2.29%). In terms of maximum drawdown, UJB dropped -40.14% vs TMV's -98.96%.

On 10-year performance, UJB leads with 6.36% vs -0.80% for TMV. On fees, UJB is cheaper at 0.95% per year. On volatility, UJB has been the lower-risk option at 2.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UJB has performed better with a 6.36% return vs -0.80%. 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 1.04% for TMV.

UJB has the higher dividend yield at 3.35%, compared with 2.62% for TMV.

UJB tracks Markit iBoxx $ Liquid High Yield Index, while TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UJB and 1.04% for TMV.

UJB currently has the higher Sharpe Ratio (1.16 vs -0.15), 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 UJB and TMV

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