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UJB vs. XMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UJB vs. XMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra High Yield (UJB) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR). The values are adjusted to include any dividend payments, if applicable.

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UJB vs. XMAR - Yearly Performance Comparison


2026 (YTD)202520242023
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

XMAR
XMAR Risk / Return Rank: 7777
Overall Rank
XMAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XMAR Sortino Ratio Rank: 7575
Sortino Ratio Rank
XMAR Omega Ratio Rank: 9595
Omega Ratio Rank
XMAR Calmar Ratio Rank: 5757
Calmar Ratio Rank
XMAR Martin Ratio Rank: 8686
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. 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.


UJBXMARDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.30

-0.48

Sortino ratio

Return per unit of downside risk

1.26

1.96

-0.70

Omega ratio

Gain probability vs. loss probability

1.19

1.47

-0.27

Calmar ratio

Return relative to maximum drawdown

1.16

1.52

-0.36

Martin ratio

Return relative to average drawdown

5.81

10.40

-4.59

UJB vs. XMAR - Sharpe Ratio Comparison

The current UJB Sharpe Ratio is 0.82, which is lower than the XMAR Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of UJB and XMAR, 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


UJBXMARDifference

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.


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%
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


UJBXMARDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.92%

-0.27%

-2.65%

Average Drawdown

Average peak-to-trough decline

-6.23%

-0.32%

-5.91%

Ulcer Index

Depth 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


UJBXMARDifference

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%