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US Treasury 30 Year Bond ETF (UTHY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74933W5519
Inception Date
Mar 27, 2023
Leveraged
1x (No leverage)
Index Tracked
ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross
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 US Treasury 30 Year Bond ETF, 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

US Treasury 30 Year Bond ETF (UTHY) has returned 0.25% so far this year and -0.70% over the past 12 months.


US Treasury 30 Year Bond ETF

1D
0.01%
1M
-3.80%
YTD
0.25%
6M
-0.52%
1Y
-0.70%
3Y*
-3.06%
5Y*
10Y*

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 Mar 28, 2023, UTHY's average daily return is -0.01%, while the average monthly return is -0.13%.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2023 with a return of +9.4%, while the worst month was Sep 2023 at -7.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, UTHY closed higher 50% of trading days. The best single day was Aug 2, 2024 with a return of +2.9%, while the worst single day was May 1, 2023 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.18%4.39%-3.80%0.25%
20250.29%5.52%-1.30%-1.30%-3.28%2.51%-1.29%-0.15%3.48%1.42%0.21%-2.35%3.47%
2024-2.68%-1.79%0.54%-6.52%2.75%1.88%3.73%2.35%1.82%-5.52%2.10%-6.24%-8.07%
20231.88%0.28%-3.01%0.19%-2.51%-3.14%-7.67%-5.36%9.38%8.63%-2.67%

Benchmark Metrics

US Treasury 30 Year Bond ETF has an annualized alpha of -3.19%, beta of 0.10, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 29, 2023.

  • This ETF participated in 109.94% of S&P 500 Index downside but only 29.53% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R² of 0.01 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 0.01 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
-3.19%
Beta
0.10
0.01
Upside Capture
29.53%
Downside Capture
109.94%

Expense Ratio

UTHY has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

UTHY ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


UTHY Risk / Return Rank: 1111
Overall Rank
UTHY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 99
Sortino Ratio Rank
UTHY Omega Ratio Rank: 99
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1212
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1212
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 US Treasury 30 Year Bond ETF (UTHY) and compare them to a chosen benchmark (S&P 500 Index).


UTHYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.90

-0.96

Sortino ratio

Return per unit of downside risk

-0.01

1.39

-1.40

Omega ratio

Gain probability vs. loss probability

1.00

1.21

-0.21

Calmar ratio

Return relative to maximum drawdown

0.03

1.40

-1.37

Martin ratio

Return relative to average drawdown

0.06

6.61

-6.55

Explore UTHY risk-adjusted metrics in detail

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

Dividends

Dividend History

US Treasury 30 Year Bond ETF provided a 4.97% dividend yield over the last twelve months, with an annual payout of $2.03 per share.


3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$2.03$1.87$1.91$1.33

Dividend yield

4.97%4.53%4.58%2.81%

Monthly Dividends

The table displays the monthly dividend distributions for US Treasury 30 Year Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.16$0.16$0.16$0.48
2025$0.00$0.15$0.16$0.16$0.16$0.15$0.16$0.15$0.16$0.14$0.15$0.32$1.87
2024$0.00$0.18$0.16$0.15$0.14$0.15$0.16$0.17$0.16$0.16$0.15$0.31$1.91
2023$0.15$0.14$0.14$0.14$0.14$0.14$0.13$0.34$1.33

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 US Treasury 30 Year Bond ETF. 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 US Treasury 30 Year Bond ETF was 21.86%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current US Treasury 30 Year Bond ETF drawdown is 10.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.86%Apr 10, 2023135Oct 19, 2023
-0.17%Mar 29, 20231Mar 29, 20231Mar 30, 20232

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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