UST vs. VTI
Compare and contrast key facts about ProShares Ultra 7-10 Year Treasury (UST) and Vanguard Total Stock Market ETF (VTI).
UST and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UST is a passively managed fund by ProShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Index (200%). It was launched on Jan 19, 2010. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both UST and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UST or VTI.
Key characteristics
| UST | VTI | |
|---|---|---|
| YTD Return | -9.19% | 5.99% |
| 1Y Return | -16.33% | 25.64% |
| 3Y Return (Ann) | -13.58% | 6.43% |
| 5Y Return (Ann) | -5.22% | 12.52% |
| 10Y Return (Ann) | -1.04% | 11.86% |
| Sharpe Ratio | -0.93 | 2.07 |
| Daily Std Dev | 16.35% | 12.02% |
| Max Drawdown | -47.99% | -55.45% |
| Current Drawdown | -44.24% | -3.59% |
Correlation
The correlation between UST and VTI is -0.28. 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.
Performance
UST vs. VTI - Performance Comparison
In the year-to-date period, UST achieves a -9.19% return, which is significantly lower than VTI's 5.99% return. Over the past 10 years, UST has underperformed VTI with an annualized return of -1.04%, while VTI has yielded a comparatively higher 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UST vs. VTI - Expense Ratio Comparison
UST has a 0.95% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
UST vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
UST vs. VTI - Dividend Comparison
UST's dividend yield for the trailing twelve months is around 4.43%, more than VTI's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UST ProShares Ultra 7-10 Year Treasury | 4.43% | 3.49% | 0.47% | 0.27% | 0.53% | 1.42% | 1.71% | 0.84% | 0.64% | 0.75% | 4.91% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.41% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
UST vs. VTI - Drawdown Comparison
The maximum UST drawdown since its inception was -47.99%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for UST and VTI. For additional features, visit the drawdowns tool.
Volatility
UST vs. VTI - Volatility Comparison
ProShares Ultra 7-10 Year Treasury (UST) has a higher volatility of 4.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that UST's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.