XMAR vs. UJB
Compare and contrast key facts about FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) and ProShares Ultra High Yield (UJB).
XMAR and UJB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMAR is an actively managed fund by FT Vest. It was launched on Mar 16, 2023. UJB is a passively managed fund by ProShares that tracks the performance of the iBoxx $ Liquid High Yield Index (200%). It was launched on Apr 13, 2011.
Performance
XMAR vs. UJB - Performance Comparison
Loading graphics...
XMAR vs. UJB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 1.40% | 10.30% | 10.10% | 10.30% |
UJB ProShares Ultra High Yield | -1.70% | 12.22% | 9.41% | 18.17% |
Returns By Period
In the year-to-date period, XMAR achieves a 1.40% return, which is significantly higher than UJB's -1.70% return.
XMAR
- 1D
- 1.20%
- 1M
- 0.60%
- YTD
- 1.40%
- 6M
- 3.23%
- 1Y
- 10.19%
- 3Y*
- 10.11%
- 5Y*
- —
- 10Y*
- —
UJB
- 1D
- 1.90%
- 1M
- -2.13%
- YTD
- -1.70%
- 6M
- -0.35%
- 1Y
- 8.89%
- 3Y*
- 10.23%
- 5Y*
- 2.83%
- 10Y*
- 6.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XMAR vs. UJB - Expense Ratio Comparison
XMAR has a 0.85% expense ratio, which is lower than UJB's 1.27% expense ratio.
Return for Risk
XMAR vs. UJB — Risk / Return Rank
XMAR
UJB
XMAR vs. UJB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) and ProShares Ultra High Yield (UJB). 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.
| XMAR | UJB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.82 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.26 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.19 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.16 | +0.36 |
Martin ratioReturn relative to average drawdown | 10.40 | 5.81 | +4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XMAR | UJB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.82 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.19 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.90 | 0.32 | +1.57 |
Correlation
The correlation between XMAR and UJB is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XMAR vs. UJB - Dividend Comparison
XMAR has not paid dividends to shareholders, while UJB's dividend yield for the trailing twelve months is around 3.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UJB ProShares Ultra High Yield | 3.44% | 2.61% | 3.02% | 3.92% | 0.05% | 0.63% | 2.88% | 3.95% | 3.22% | 2.67% | 2.35% | 3.62% |
Drawdowns
XMAR vs. UJB - Drawdown Comparison
The maximum XMAR drawdown since its inception was -7.29%, smaller than the maximum UJB drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for XMAR and UJB.
Loading graphics...
Drawdown Indicators
| XMAR | UJB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.29% | -40.14% | +32.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -7.86% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.14% | — |
Current DrawdownCurrent decline from peak | -0.27% | -2.92% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -0.32% | -6.23% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.57% | -0.57% |
Volatility
XMAR vs. UJB - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) is 1.73%, while ProShares Ultra High Yield (UJB) has a volatility of 4.39%. This indicates that XMAR experiences smaller price fluctuations and is considered to be less risky than UJB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XMAR | UJB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 4.39% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 5.63% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 10.87% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 14.63% | -8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.64% | 18.52% | -12.88% |