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UJB vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJB vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 0.83% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, UJB has outperformed UVXY with an annualized return of 5.85%, while UVXY has yielded a comparatively lower -72.05% annualized return.


UJB

1D
-0.46%
1M
-0.38%
6M
0.04%
YTD
0.83%
1Y
6.23%
3Y*
10.82%
5Y*
2.64%
10Y*
5.85%

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UJB vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UJB
ProShares Ultra High Yield
0.83%12.22%9.41%17.70%-23.27%6.96%5.19%26.68%-6.08%11.77%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-32.31%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UJB and UVXY is -0.62, 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

-0.62

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

-0.58

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

-0.58

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

-0.47

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.37

Over the past year, the inverse relationship between UJB and UVXY has strengthened: their correlation has moved from -0.37 to -0.62, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UJB vs. UVXY — Risk / Return Rank

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

UJB
UJB Risk / Return Rank: 3232
Overall Rank
UJB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UJB Sortino Ratio Rank: 2828
Sortino Ratio Rank
UJB Omega Ratio Rank: 2828
Omega Ratio Rank
UJB Calmar Ratio Rank: 3131
Calmar Ratio Rank
UJB Martin Ratio Rank: 4242
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


UJBUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.16

0.83

+0.33

Calmar ratioReturn relative to maximum drawdown

1.25

-0.98

+2.22

Martin ratioReturn relative to average drawdown

5.27

-1.46

+6.73

UJB vs. UVXY - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 0.86, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of UJB and UVXY, 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. UVXY - Drawdown Comparison

The maximum UJB drawdown since its inception was -40.14%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UJB and UVXY.


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Drawdown Indicators


UJBUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-40.14%

-100.00%

+59.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-73.42%

+68.41%

Max Drawdown (3Y)

Largest decline over 3 years

-9.47%

-95.32%

+85.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.14%

-99.74%

+69.60%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

-100.00%

+59.86%

Current Drawdown

Current decline from peak

-0.93%

-100.00%

+99.07%

Average Drawdown

Average peak-to-trough decline

-6.13%

-98.75%

+92.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

48.91%

-47.73%

Volatility

UJB vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra High Yield (UJB) is 1.59%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that UJB experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UJBUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

21.23%

-19.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

66.69%

-60.78%

Volatility (1Y)

Calculated over the trailing 1-year period

7.28%

85.49%

-78.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

103.84%

-89.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

112.03%

-94.34%

UJB vs. UVXY - Expense Ratio Comparison

Both UJB and UVXY have an expense ratio of 0.95%.


Dividends

UJB vs. UVXY - Dividend Comparison

UJB's dividend yield for the trailing twelve months is around 3.20%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
UVXY
ProShares Ultra VIX Short-Term Futures 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%

Frequently Asked Questions


UJB and UVXY have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to UJB (1.59%). In terms of maximum drawdown, UJB dropped -40.14% vs UVXY's -100.00%.

On 10-year performance, UJB leads with 5.85% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UJB has been the lower-risk option at 1.59%. 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 5.85% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UJB and UVXY have the same expense ratio: 0.95% per year.

UJB has the higher dividend yield at 3.20%, compared with 0.00% for UVXY.

UJB is categorized as Leveraged Bonds, while UVXY is Volatility. UJB tracks Markit iBoxx $ Liquid High Yield Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UJB currently has the higher Sharpe Ratio (0.86 vs -0.84), 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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