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ProShares Short 20+ Year Treasury (TBF)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74347X8496
CUSIP
74347X849
Issuer
ProShares
Inception Date
Aug 20, 2009
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
U.S. Treasury 20+ Year Index (-100%)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Short 20+ Year Treasury, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

ProShares Short 20+ Year Treasury (TBF) has returned 0.84% so far this year and 5.68% over the past 12 months. Over the last ten years, TBF has returned 2.34% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


ProShares Short 20+ Year Treasury

1D
0.00%
1M
4.48%
YTD
0.84%
6M
3.47%
1Y
5.68%
3Y*
8.96%
5Y*
9.16%
10Y*
2.34%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 20, 2009, TBF's average daily return is -0.01%, while the average monthly return is -0.20%.

Historically, 50% of months were positive and 51% were negative. The best month was Apr 2022 with a return of +10.3%, while the worst month was Sep 2011 at -12.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TBF closed higher 47% of trading days. The best single day was Mar 17, 2020 with a return of +6.3%, while the worst single day was Mar 20, 2020 at -7.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.37%-3.84%4.48%0.84%
2025-0.08%-4.79%1.57%1.74%3.67%-2.21%1.78%0.41%-3.10%-0.80%0.34%3.09%1.27%
20243.26%2.50%-0.17%7.55%-2.25%-1.30%-2.86%-1.73%-1.22%6.37%-1.66%7.58%16.33%
2023-6.88%5.68%-4.42%-0.00%3.55%0.44%3.18%3.84%9.19%6.16%-8.80%-7.56%2.43%
20223.94%1.32%5.05%10.29%1.79%0.96%-2.54%4.76%8.94%6.46%-6.61%2.69%42.37%
20213.17%5.71%5.29%-2.37%-0.06%-4.52%-3.97%0.06%2.84%-2.76%-2.90%1.52%1.33%

Benchmark Metrics

ProShares Short 20+ Year Treasury has an annualized alpha of -5.29%, beta of 0.25, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since August 21, 2009.

  • This ETF participated in 19.72% of S&P 500 Index downside but only -2.80% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.25 may look defensive, but with R² of 0.09 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.09 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-5.29%
Beta
0.25
0.09
Upside Capture
-2.80%
Downside Capture
19.72%

Expense Ratio

TBF has a high expense ratio of 0.94%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TBF ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TBF Risk / Return Rank: 2424
Overall Rank
TBF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TBF Sortino Ratio Rank: 2727
Sortino Ratio Rank
TBF Omega Ratio Rank: 2323
Omega Ratio Rank
TBF Calmar Ratio Rank: 2525
Calmar Ratio Rank
TBF Martin Ratio Rank: 2020
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares Short 20+ Year Treasury (TBF) and compare them to a chosen benchmark (S&P 500 Index).


TBFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.90

-0.38

Sortino ratio

Return per unit of downside risk

0.84

1.39

-0.54

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.12

Calmar ratio

Return relative to maximum drawdown

0.59

1.40

-0.81

Martin ratio

Return relative to average drawdown

1.18

6.61

-5.43

Explore TBF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

ProShares Short 20+ Year Treasury provided a 2.88% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.70$0.82$1.00$1.10$0.08$0.00$0.04$0.33$0.20

Dividend yield

2.88%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Short 20+ Year Treasury. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.09
2025$0.00$0.00$0.21$0.00$0.00$0.17$0.00$0.00$0.22$0.00$0.00$0.22$0.82
2024$0.00$0.00$0.17$0.00$0.00$0.31$0.00$0.00$0.25$0.00$0.00$0.26$1.00
2023$0.00$0.00$0.21$0.00$0.00$0.28$0.00$0.00$0.22$0.00$0.00$0.40$1.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Short 20+ Year Treasury. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares Short 20+ Year Treasury was 70.40%, occurring on Aug 4, 2020. The portfolio has not yet recovered.

The current ProShares Short 20+ Year Treasury drawdown is 44.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.4%Jan 12, 20102659Aug 4, 2020
-6.94%Aug 24, 200928Oct 1, 200957Dec 22, 200985
-1.59%Dec 29, 20095Jan 5, 20104Jan 11, 20109

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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