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UJB vs. TTT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJB vs. TTT - Performance Comparison

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

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UJB vs. TTT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TTT
UltraPro Short 20+ Year Treasury
1.05%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%

Returns By Period

In the year-to-date period, UJB achieves a -1.70% return, which is significantly lower than TTT's 1.05% return. Over the past 10 years, UJB has outperformed TTT with an annualized return of 6.73%, while TTT has yielded a comparatively lower -2.26% annualized return.


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%

TTT

1D
0.49%
1M
14.15%
YTD
1.05%
6M
6.63%
1Y
7.37%
3Y*
12.83%
5Y*
15.07%
10Y*
-2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UJB vs. TTT - Expense Ratio Comparison

UJB has a 1.27% expense ratio, which is higher than TTT's 0.95% expense ratio.


Return for Risk

UJB vs. TTT — Risk / Return Rank

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

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

TTT
TTT Risk / Return Rank: 1818
Overall Rank
TTT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 2222
Sortino Ratio Rank
TTT Omega Ratio Rank: 1919
Omega Ratio Rank
TTT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TTT Martin Ratio Rank: 1515
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. TTT - Risk-Adjusted Trends Comparison

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


UJBTTTDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.22

+0.61

Sortino ratio

Return per unit of downside risk

1.26

0.57

+0.69

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratio

Return relative to maximum drawdown

1.16

0.20

+0.96

Martin ratio

Return relative to average drawdown

5.81

0.34

+5.47

UJB vs. TTT - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 0.82, which is higher than the TTT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of UJB and TTT, 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


UJBTTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.22

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.32

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

-0.05

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.24

+0.56

Correlation

The correlation between UJB and TTT is -0.09. 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.


Dividends

UJB vs. TTT - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.44%, less than TTT's 9.57% yield.


TTM20252024202320222021202020192018201720162015
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%
TTT
UltraPro Short 20+ Year Treasury
9.57%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%0.00%0.00%

Drawdowns

UJB vs. TTT - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for UJB and TTT.


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Drawdown Indicators


UJBTTTDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-94.00%

+53.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-25.97%

+18.11%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

-49.69%

+19.55%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-81.76%

+41.62%

Current Drawdown

Current decline from peak

-2.92%

-78.81%

+75.89%

Average Drawdown

Average peak-to-trough decline

-6.23%

-70.26%

+64.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

15.07%

-13.50%

Volatility

UJB vs. TTT - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 4.39%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 10.81%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

10.81%

-6.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

19.73%

-14.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

34.37%

-23.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

47.26%

-32.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

43.47%

-24.95%