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UJB vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJB vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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 1.03% return, which is significantly higher than TYD's -9.55% return. Over the past 10 years, UJB has outperformed TYD with an annualized return of 5.79%, while TYD has yielded a comparatively lower -5.67% annualized return.


UJB

1D
0.58%
1M
-0.40%
6M
0.07%
YTD
1.03%
1Y
5.82%
3Y*
11.10%
5Y*
2.79%
10Y*
5.79%
ALL TIME*
6.66%

TYD

1D
0.53%
1M
-4.13%
6M
-7.55%
YTD
-9.55%
1Y
-8.36%
3Y*
-3.71%
5Y*
-15.05%
10Y*
-5.67%
ALL TIME*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$422.10K$413.29K$510.67K
$319.40K$2.11M$1.46M

UJB vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJB
ProShares Ultra High Yield
1.03%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-6.08%11.77%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-9.55%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between UJB and TYD is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.45

Correlation (10Y)
Provides a long-term view across more market conditions.

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2011

0.10

Over the past year, UJB and TYD have become more correlated (0.52) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

UJB vs. TYD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UJB
UJB Risk / Return Rank: 3434
Overall Rank
UJB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 3131
Sortino Ratio Rank
UJB Omega Ratio Rank: 3131
Omega Ratio Rank
UJB Calmar Ratio Rank: 3434
Calmar Ratio Rank
UJB Martin Ratio Rank: 4343
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 44
Overall Rank
TYD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 44
Sortino Ratio Rank
TYD Omega Ratio Rank: 44
Omega Ratio Rank
TYD Calmar Ratio Rank: 55
Calmar Ratio Rank
TYD Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UJB vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


UJBTYDDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.15

0.91

+0.24

Calmar ratioReturn relative to maximum drawdown

1.17

-0.58

+1.75

Martin ratioReturn relative to average drawdown

4.79

-1.24

+6.03

UJB vs. TYD - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 0.80, which is higher than the TYD Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of UJB and TYD, 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

UJB vs. TYD - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for UJB and TYD.


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Drawdown Indicators


UJBTYDDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-64.28%

+24.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-14.41%

+9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-9.47%

-22.32%

+12.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

-59.35%

+29.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-64.28%

+24.14%

Current Drawdown

Current decline from peak

-0.73%

-60.69%

+59.96%

Average Drawdown

Average peak-to-trough decline

-6.11%

-22.30%

+16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

6.75%

-5.53%

Volatility

UJB vs. TYD - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 1.67%, while Direxion Daily 7-10 Year Treasury Bull 3X (TYD) has a volatility of 3.51%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

3.51%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

10.39%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

7.37%

13.25%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

22.92%

-8.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

20.17%

-2.59%

UJB vs. TYD - Expense Ratio Comparison

UJB has a 0.95% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

UJB vs. TYD - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.20%, less than TYD's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.41%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%
UJB
ProShares Ultra High Yield
3.20%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 TYD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TYD has higher volatility (3.51%) compared to UJB (1.67%). In terms of maximum drawdown, UJB dropped -40.14% vs TYD's -64.28%.

On 10-year performance, UJB leads with 5.79% vs -5.67% for TYD. On fees, UJB is cheaper at 0.95% per year. On volatility, UJB has been the lower-risk option at 1.67%. 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 5.79% return vs -5.67%. 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 1.09% for TYD.

TYD has the higher dividend yield at 3.41%, compared with 3.20% for UJB.

UJB tracks Markit iBoxx $ Liquid High Yield Index, while TYD tracks NYSE 7-10 Year Treasury Bond Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UJB and 1.09% for TYD.

UJB currently has the higher Sharpe Ratio (0.80 vs -0.63), 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

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