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USTB vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USTB vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Short-Term Bond ETF (USTB) and ProShares Ultra Bloomberg Crude Oil (UCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USTB achieves a 1.23% return, which is significantly lower than UCO's 142.55% return.


USTB

1D
0.04%
1M
0.28%
YTD
1.23%
6M
1.66%
1Y
4.79%
3Y*
6.14%
5Y*
3.52%
10Y*

UCO

1D
2.52%
1M
0.21%
YTD
142.55%
6M
133.13%
1Y
118.05%
3Y*
24.78%
5Y*
21.76%
10Y*
-11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USTB vs. UCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTB
VictoryShares Short-Term Bond ETF
1.23%6.08%6.49%6.69%-2.82%0.90%5.12%5.10%1.08%0.35%
UCO
ProShares Ultra Bloomberg Crude Oil
142.55%-29.75%5.36%-13.89%39.71%139.26%-92.91%53.83%-43.26%28.37%

Correlation

The correlation between USTB and UCO is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.35

Correlation (3Y)
Calculated over the trailing 3-year period

-0.16

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

-0.03

Over the past year, the inverse relationship between USTB and UCO has strengthened: their correlation has moved from -0.03 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

USTB vs. UCO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USTB
USTB Risk / Return Rank: 9494
Overall Rank
USTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USTB Sortino Ratio Rank: 9898
Sortino Ratio Rank
USTB Omega Ratio Rank: 9797
Omega Ratio Rank
USTB Calmar Ratio Rank: 8989
Calmar Ratio Rank
USTB Martin Ratio Rank: 9292
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 5656
Overall Rank
UCO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 4949
Sortino Ratio Rank
UCO Omega Ratio Rank: 5050
Omega Ratio Rank
UCO Calmar Ratio Rank: 7474
Calmar Ratio Rank
UCO Martin Ratio Rank: 4444
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.

USTB vs. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Short-Term Bond ETF (USTB) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.


USTBUCODifference

Sharpe ratio

Return per unit of total volatility

3.96

2.08

+1.88

Sortino ratio

Return per unit of downside risk

6.76

2.43

+4.33

Omega ratio

Gain probability vs. loss probability

1.89

1.32

+0.58

Calmar ratio

Return relative to maximum drawdown

5.28

3.78

+1.50

Martin ratio

Return relative to average drawdown

24.05

7.17

+16.88

USTB vs. UCO - Sharpe Ratio Comparison

The current USTB Sharpe Ratio is 3.96, which is higher than the UCO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of USTB and UCO, 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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Sharpe Ratios by Period


USTBUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

2.08

+1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.76

0.37

+1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.73

-0.34

+2.08

Drawdowns

USTB vs. UCO - Drawdown Comparison

The maximum USTB drawdown since its inception was -5.32%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for USTB and UCO.


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Drawdown Indicators


USTBUCODifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-99.95%

+94.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-34.77%

+33.93%

Max Drawdown (3Y)

Largest decline over 3 years

-1.02%

-50.38%

+49.36%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

-67.24%

+62.28%

Max Drawdown (10Y)

Largest decline over 10 years

-98.75%

Current Drawdown

Current decline from peak

0.00%

-99.25%

+99.25%

Average Drawdown

Average peak-to-trough decline

-0.66%

-85.48%

+84.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

18.32%

-18.13%

Volatility

USTB vs. UCO - Volatility Comparison

The current volatility for VictoryShares Short-Term Bond ETF (USTB) is 0.34%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 22.10%. This indicates that USTB experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTBUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

22.10%

-21.76%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

46.40%

-45.56%

Volatility (1Y)

Calculated over the trailing 1-year period

1.26%

57.35%

-56.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.01%

59.77%

-57.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

71.36%

-69.35%

USTB vs. UCO - Expense Ratio Comparison

USTB has a 0.34% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

USTB vs. UCO - Dividend Comparison

USTB's dividend yield for the trailing twelve months is around 4.58%, while UCO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USTB
VictoryShares Short-Term Bond ETF
4.58%4.62%5.05%4.49%2.54%1.84%2.59%2.69%2.32%0.43%

Frequently Asked Questions


USTB and UCO have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCO has higher volatility (22.10%) compared to USTB (0.34%). In terms of maximum drawdown, USTB dropped -5.32% vs UCO's -99.95%.

On 5-year performance, UCO leads with 21.76% vs 3.52% for USTB. On fees, USTB is cheaper at 0.34% per year. On volatility, USTB has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UCO has performed better with a 21.76% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USTB is cheaper with a 0.34% expense ratio, compared with 0.95% for UCO.

USTB has the higher dividend yield at 4.58%, compared with 0.00% for UCO.

USTB is categorized as Short-Term Bond, while UCO is Leveraged Commodities. USTB tracks Bloomberg 1–3 Year Credit Index, while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%). They also come from different issuers: Victory and ProShares. Their fees differ too: 0.34% for USTB and 0.95% for UCO.

USTB currently has the higher Sharpe Ratio (3.96 vs 2.08), 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 USTB and UCO

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