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UJB vs. UPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJB vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and ProShares UltraPro S&P 500 (UPRO). 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 1.19% return, which is significantly lower than UPRO's 22.44% return. Over the past 10 years, UJB has underperformed UPRO with an annualized return of 5.52%, while UPRO has yielded a comparatively higher 30.75% annualized return.


UJB

1D
-0.11%
1M
0.73%
YTD
1.19%
6M
1.66%
1Y
7.89%
3Y*
12.22%
5Y*
2.91%
10Y*
5.52%

UPRO

1D
-0.97%
1M
-1.16%
YTD
22.44%
6M
20.56%
1Y
74.57%
3Y*
48.38%
5Y*
21.85%
10Y*
30.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UJB vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJB
ProShares Ultra High Yield
1.19%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-6.08%11.77%
UPRO
ProShares UltraPro S&P 500
22.44%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Correlation

The correlation between UJB and UPRO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

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

0.69

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

0.71

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

0.59

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

0.49

Over the past year, UJB and UPRO have become more correlated (0.77) than their long-term average of 0.49, meaning their price movements have been converging.

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Return for Risk

UJB vs. UPRO — Risk / Return Rank

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

UJB
UJB Risk / Return Rank: 3333
Overall Rank
UJB Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 3131
Sortino Ratio Rank
UJB Omega Ratio Rank: 3030
Omega Ratio Rank
UJB Calmar Ratio Rank: 3232
Calmar Ratio Rank
UJB Martin Ratio Rank: 4242
Martin Ratio Rank

UPRO
UPRO Risk / Return Rank: 5959
Overall Rank
UPRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 5353
Sortino Ratio Rank
UPRO Omega Ratio Rank: 5555
Omega Ratio Rank
UPRO Calmar Ratio Rank: 5858
Calmar Ratio Rank
UPRO Martin Ratio Rank: 6565
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. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and ProShares UltraPro S&P 500 (UPRO). 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.


UJBUPRODifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.58

2.80

-1.22

Martin ratioReturn relative to average drawdown

6.65

11.45

-4.79

UJB vs. UPRO - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 1.08, which is lower than the UPRO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of UJB and UPRO, 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. UPRO - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for UJB and UPRO.


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Drawdown Indicators


UJBUPRODifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-76.82%

+36.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-26.78%

+21.77%

Max Drawdown (3Y)

Largest decline over 3 years

-9.47%

-48.87%

+39.40%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

-63.94%

+33.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-76.82%

+36.68%

Current Drawdown

Current decline from peak

-0.47%

-6.26%

+5.79%

Average Drawdown

Average peak-to-trough decline

-6.15%

-14.39%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

6.53%

-5.34%

Volatility

UJB vs. UPRO - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 1.95%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 14.03%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

14.03%

-12.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

29.21%

-23.29%

Volatility (1Y)

Calculated over the trailing 1-year period

7.38%

37.15%

-29.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

50.59%

-35.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

53.89%

-35.87%

UJB vs. UPRO - Expense Ratio Comparison

UJB has a 0.95% expense ratio, which is higher than UPRO's 0.89% expense ratio.


Dividends

UJB vs. UPRO - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.34%, more than UPRO's 0.71% yield.


PositionTTM20252024202320222021202020192018201720162015
UJB
ProShares Ultra High Yield
3.34%2.61%3.02%3.92%0.05%0.63%2.88%3.95%3.22%2.67%2.35%3.62%
UPRO
ProShares UltraPro S&P 500
0.71%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Frequently Asked Questions


UJB and UPRO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPRO has higher volatility (14.03%) compared to UJB (1.95%). In terms of maximum drawdown, UJB dropped -40.14% vs UPRO's -76.82%.

On 10-year performance, UPRO leads with 30.75% vs 5.52% for UJB. On fees, UPRO is cheaper at 0.89% per year. On volatility, UJB has been the lower-risk option at 1.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPRO has performed better with a 30.75% return vs 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UPRO is cheaper with a 0.89% expense ratio, compared with 0.95% for UJB.

UJB has the higher dividend yield at 3.34%, compared with 0.71% for UPRO.

UJB is categorized as Leveraged Bonds, while UPRO is Leveraged Equities. UJB tracks Markit iBoxx $ Liquid High Yield Index, while UPRO tracks S&P 500. Their fees differ too: 0.95% for UJB and 0.89% for UPRO.

UPRO currently has the higher Sharpe Ratio (2.02 vs 1.08), 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 UPRO

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