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UST vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UST and SCHD is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

UST vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.56%
7.54%
UST
SCHD

Key characteristics

Sharpe Ratio

UST:

-0.53

SCHD:

1.15

Sortino Ratio

UST:

-0.66

SCHD:

1.70

Omega Ratio

UST:

0.93

SCHD:

1.20

Calmar Ratio

UST:

-0.16

SCHD:

1.63

Martin Ratio

UST:

-1.09

SCHD:

5.55

Ulcer Index

UST:

6.78%

SCHD:

2.33%

Daily Std Dev

UST:

13.92%

SCHD:

11.24%

Max Drawdown

UST:

-47.99%

SCHD:

-33.37%

Current Drawdown

UST:

-43.25%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, UST achieves a -7.57% return, which is significantly lower than SCHD's 11.86% return. Over the past 10 years, UST has underperformed SCHD with an annualized return of -1.62%, while SCHD has yielded a comparatively higher 10.89% annualized return.


UST

YTD

-7.57%

1M

-2.49%

6M

-3.22%

1Y

-7.04%

5Y*

-6.69%

10Y*

-1.62%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UST vs. SCHD - Expense Ratio Comparison

UST has a 0.95% expense ratio, which is higher than SCHD's 0.06% expense ratio.


UST
ProShares Ultra 7-10 Year Treasury
Expense ratio chart for UST: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

UST vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for UST, currently valued at -0.53, compared to the broader market0.002.004.00-0.531.15
The chart of Sortino ratio for UST, currently valued at -0.66, compared to the broader market-2.000.002.004.006.008.0010.00-0.661.70
The chart of Omega ratio for UST, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.20
The chart of Calmar ratio for UST, currently valued at -0.16, compared to the broader market0.005.0010.0015.00-0.161.63
The chart of Martin ratio for UST, currently valued at -1.09, compared to the broader market0.0020.0040.0060.0080.00100.00-1.095.55
UST
SCHD

The current UST Sharpe Ratio is -0.53, which is lower than the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of UST and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.53
1.15
UST
SCHD

Dividends

UST vs. SCHD - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 4.15%, more than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
UST
ProShares Ultra 7-10 Year Treasury
4.15%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%4.91%0.00%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

UST vs. SCHD - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for UST and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.25%
-6.45%
UST
SCHD

Volatility

UST vs. SCHD - Volatility Comparison

ProShares Ultra 7-10 Year Treasury (UST) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.62% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.73%
UST
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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