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UST vs. EDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and Vanguard Extended Duration Treasury ETF (EDV). 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 -5.28% return, which is significantly higher than EDV's -6.20% return. Over the past 10 years, UST has outperformed EDV with an annualized return of -2.65%, while EDV has yielded a comparatively lower -4.47% annualized return.


UST

1D
-1.21%
1M
-3.09%
6M
-4.76%
YTD
-5.28%
1Y
-3.20%
3Y*
0.33%
5Y*
-8.23%
10Y*
-2.65%
ALL TIME*
2.33%

EDV

1D
-1.06%
1M
-6.35%
6M
-5.97%
YTD
-6.20%
1Y
-6.00%
3Y*
-5.53%
5Y*
-12.61%
10Y*
-4.47%
ALL TIME*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$89.59M$71.96M$67.10M
$532.69K$437.48K$326.17K

UST vs. EDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UST
ProShares Ultra 7-10 Year Treasury
-5.28%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
EDV
Vanguard Extended Duration Treasury ETF
-6.20%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%

Correlation

The correlation between UST and EDV is 0.84, meaning they have usually moved in the same direction, including during past declines.


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

0.84

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

0.87

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

0.87

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

0.88

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

0.87

The correlation between UST and EDV has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

UST vs. EDV — Risk / Return Rank

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

UST
UST Risk / Return Rank: 99
Overall Rank
UST Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UST Sortino Ratio Rank: 88
Sortino Ratio Rank
UST Omega Ratio Rank: 88
Omega Ratio Rank
UST Calmar Ratio Rank: 99
Calmar Ratio Rank
UST Martin Ratio Rank: 99
Martin Ratio Rank

EDV
EDV Risk / Return Rank: 66
Overall Rank
EDV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 66
Sortino Ratio Rank
EDV Omega Ratio Rank: 66
Omega Ratio Rank
EDV Calmar Ratio Rank: 77
Calmar Ratio Rank
EDV Martin Ratio Rank: 66
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. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and Vanguard Extended Duration Treasury ETF (EDV). 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.


USTEDVDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

0.99

0.96

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.11

-0.33

+0.23

Martin ratioReturn relative to average drawdown

-0.23

-0.70

+0.46

UST vs. EDV - Sharpe Ratio Comparison

The current UST Sharpe Ratio is -0.10, which is higher than the EDV Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of UST and EDV, 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. EDV - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for UST and EDV.


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Drawdown Indicators


USTEDVDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-59.96%

+11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-13.24%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.85%

-22.74%

+7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-55.03%

+11.06%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-59.96%

+11.97%

Current Drawdown

Current decline from peak

-39.85%

-56.96%

+17.11%

Average Drawdown

Average peak-to-trough decline

-15.35%

-23.70%

+8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

6.34%

-2.30%

Volatility

UST vs. EDV - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 2.58%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 3.85%. This indicates that UST experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

3.85%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

10.24%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

14.08%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

21.52%

-6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

19.74%

-6.59%

UST vs. EDV - Expense Ratio Comparison

UST has a 0.95% expense ratio, which is higher than EDV's 0.05% expense ratio.


Dividends

UST vs. EDV - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.65%, less than EDV's 5.45% yield.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
5.45%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
UST
ProShares Ultra 7-10 Year Treasury
3.65%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 EDV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDV has higher volatility (3.85%) compared to UST (2.58%). In terms of maximum drawdown, UST dropped -47.99% vs EDV's -59.96%.

On 10-year performance, UST leads with -2.65% vs -4.47% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, UST has been the lower-risk option at 2.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UST has performed better with a -2.65% return vs -4.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDV is cheaper with a 0.05% expense ratio, compared with 0.95% for UST.

EDV has the higher dividend yield at 5.45%, compared with 3.65% for UST.

UST is categorized as Leveraged Bonds, while EDV is Government Bonds. UST tracks Barclays Capital U.S. 7-10 Year Treasury Index (200%), while EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.95% for UST and 0.05% for EDV.

UST currently has the higher Sharpe Ratio (-0.10 vs -0.31), 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 EDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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