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UST vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UST achieves a -4.75% return, which is significantly lower than SPY's 11.70% return. Over the past 10 years, UST has underperformed SPY with an annualized return of -2.53%, while SPY has yielded a comparatively higher 15.09% annualized return.


UST

1D
0.56%
1M
-2.55%
6M
-3.81%
YTD
-4.75%
1Y
-2.66%
3Y*
0.46%
5Y*
-8.21%
10Y*
-2.53%
ALL TIME*
2.37%

SPY

1D
1.42%
1M
1.73%
6M
9.53%
YTD
11.70%
1Y
23.22%
3Y*
20.74%
5Y*
13.05%
10Y*
15.09%
ALL TIME*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$38.19B$36.17B$39.59B
$493.89K$437.03K$327.72K

UST vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UST
ProShares Ultra 7-10 Year Treasury
-4.75%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
SPY
State Street SPDR S&P 500 ETF
11.70%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between UST and SPY is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.08

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2010

-0.23

The correlation between UST and SPY shifts across timeframes, from -0.23 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UST vs. SPY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UST
UST Risk / Return Rank: 77
Overall Rank
UST Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UST Sortino Ratio Rank: 77
Sortino Ratio Rank
UST Omega Ratio Rank: 77
Omega Ratio Rank
UST Calmar Ratio Rank: 77
Calmar Ratio Rank
UST Martin Ratio Rank: 77
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 7878
Overall Rank
SPY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPY Omega Ratio Rank: 7777
Omega Ratio Rank
SPY Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPY Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UST vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and State Street SPDR S&P 500 ETF (SPY). 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.


USTSPYDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.86

Omega ratioGain probability vs. loss probability

0.96

1.32

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.30

2.62

-2.93

Martin ratioReturn relative to average drawdown

-0.66

11.20

-11.85

UST vs. SPY - Sharpe Ratio Comparison

The current UST Sharpe Ratio is -0.30, which is lower than the SPY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of UST and SPY, 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

UST vs. SPY - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UST and SPY.


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Drawdown Indicators


USTSPYDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-55.19%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-8.88%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.85%

-18.76%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-43.53%

-24.50%

-19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-33.72%

-14.27%

Current Drawdown

Current decline from peak

-39.52%

0.00%

-39.52%

Average Drawdown

Average peak-to-trough decline

-15.35%

-9.01%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.08%

+1.99%

Volatility

UST vs. SPY - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 2.65%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 3.84%. This indicates that UST experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.84%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

10.23%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

9.01%

12.87%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

17.19%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

17.96%

-4.81%

UST vs. SPY - Expense Ratio Comparison

UST has a 0.95% expense ratio, which is higher than SPY's 0.09% expense ratio.


Dividends

UST vs. SPY - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.63%, more than SPY's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF
0.99%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
UST
ProShares Ultra 7-10 Year Treasury
3.63%3.65%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%

Frequently Asked Questions


UST and SPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPY has higher volatility (3.84%) compared to UST (2.65%). In terms of maximum drawdown, UST dropped -47.99% vs SPY's -55.19%.

On 10-year performance, SPY leads with 15.09% vs -2.53% for UST. On fees, SPY is cheaper at 0.09% per year. On volatility, UST has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPY has performed better with a 15.09% return vs -2.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPY is cheaper with a 0.09% expense ratio, compared with 0.95% for UST.

UST has the higher dividend yield at 3.63%, compared with 0.99% for SPY.

UST is categorized as Leveraged Bonds, while SPY is S&P 500. UST tracks ICE U.S. Treasury 7-10 Year Bond Index, while SPY tracks S&P 500 Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.95% for UST and 0.09% for SPY.

SPY currently has the higher Sharpe Ratio (1.82 vs -0.30), 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 UST and SPY

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