UJB vs. XMAR
Compare and contrast key facts about ProShares Ultra High Yield (UJB) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR).
UJB and XMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UJB is a passively managed fund by ProShares that tracks the performance of the iBoxx $ Liquid High Yield Index (200%). It was launched on Apr 13, 2011. XMAR is an actively managed fund by FT Vest. It was launched on Mar 16, 2023.
Performance
UJB vs. XMAR - Performance Comparison
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UJB vs. XMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UJB ProShares Ultra High Yield | -1.70% | 12.22% | 9.41% | 18.17% |
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 1.40% | 10.30% | 10.10% | 10.30% |
Returns By Period
In the year-to-date period, UJB achieves a -1.70% return, which is significantly lower than XMAR's 1.40% 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%
XMAR
- 1D
- 1.20%
- 1M
- 0.60%
- YTD
- 1.40%
- 6M
- 3.23%
- 1Y
- 10.19%
- 3Y*
- 10.11%
- 5Y*
- —
- 10Y*
- —
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UJB vs. XMAR - Expense Ratio Comparison
UJB has a 1.27% expense ratio, which is higher than XMAR's 0.85% expense ratio.
Return for Risk
UJB vs. XMAR — Risk / Return Rank
UJB
XMAR
UJB vs. XMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra High Yield (UJB) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR). 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.
| UJB | XMAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.30 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.96 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.52 | -0.36 |
Martin ratioReturn relative to average drawdown | 5.81 | 10.40 | -4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UJB | XMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.30 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.90 | -1.57 |
Correlation
The correlation between UJB and XMAR is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UJB vs. XMAR - Dividend Comparison
UJB's dividend yield for the trailing twelve months is around 3.44%, while XMAR has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UJB vs. XMAR - Drawdown Comparison
The maximum UJB drawdown since its inception was -40.14%, which is greater than XMAR's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for UJB and XMAR.
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Drawdown Indicators
| UJB | XMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.14% | -7.29% | -32.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -6.79% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -30.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.14% | — | — |
Current DrawdownCurrent decline from peak | -2.92% | -0.27% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -0.32% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.00% | +0.57% |
Volatility
UJB vs. XMAR - Volatility Comparison
ProShares Ultra High Yield (UJB) has a higher volatility of 4.39% compared to FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) at 1.73%. This indicates that UJB's price experiences larger fluctuations and is considered to be riskier than XMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UJB | XMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 1.73% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 5.63% | 2.12% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 7.86% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 5.64% | +8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 5.64% | +12.88% |