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IIGD vs. TTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIGD vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Investment Grade Defensive ETF (IIGD) and UltraPro Short 20+ Year Treasury (TTT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IIGD achieves a 0.47% return, which is significantly lower than TTT's 7.59% return.


IIGD

1D
-0.03%
1M
-0.01%
6M
0.39%
YTD
0.47%
1Y
3.62%
3Y*
5.10%
5Y*
1.64%
10Y*

TTT

1D
0.27%
1M
7.04%
6M
11.68%
YTD
7.59%
1Y
-2.74%
3Y*
10.58%
5Y*
22.85%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIGD vs. TTT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IIGD
Invesco Investment Grade Defensive ETF
0.47%7.11%3.90%5.71%-7.27%-1.42%6.30%7.40%0.86%
TTT
UltraPro Short 20+ Year Treasury
7.59%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%-4.75%

Correlation

The correlation between IIGD and TTT is -0.71, 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

-0.71

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

-0.75

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

-0.73

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

-0.63

The correlation between IIGD and TTT shifts across timeframes, from -0.75 (3 years) to -0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IIGD vs. TTT — Risk / Return Rank

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

IIGD
IIGD Risk / Return Rank: 5656
Overall Rank
IIGD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IIGD Sortino Ratio Rank: 6161
Sortino Ratio Rank
IIGD Omega Ratio Rank: 5959
Omega Ratio Rank
IIGD Calmar Ratio Rank: 5454
Calmar Ratio Rank
IIGD Martin Ratio Rank: 5151
Martin Ratio Rank

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

IIGD vs. TTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Investment Grade Defensive ETF (IIGD) and UltraPro Short 20+ Year Treasury (TTT). 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.


IIGDTTTDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.29

1.01

+0.28

Calmar ratioReturn relative to maximum drawdown

2.18

-0.13

+2.30

Martin ratioReturn relative to average drawdown

6.90

-0.23

+7.14

IIGD vs. TTT - Sharpe Ratio Comparison

The current IIGD Sharpe Ratio is 1.56, which is higher than the TTT Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of IIGD and TTT, 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

IIGD vs. TTT - Drawdown Comparison

The maximum IIGD drawdown since its inception was -11.43%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for IIGD and TTT.


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Drawdown Indicators


IIGDTTTDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

-94.00%

+82.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

-21.80%

+20.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.97%

-49.69%

+47.72%

Max Drawdown (5Y)

Largest decline over 5 years

-11.43%

-49.69%

+38.26%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

Current Drawdown

Current decline from peak

-0.58%

-77.44%

+76.86%

Average Drawdown

Average peak-to-trough decline

-2.39%

-70.41%

+68.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

12.09%

-11.57%

Volatility

IIGD vs. TTT - Volatility Comparison

The current volatility for Invesco Investment Grade Defensive ETF (IIGD) is 0.80%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 7.56%. This indicates that IIGD experiences smaller price fluctuations and is considered to be less risky than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIGDTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

7.56%

-6.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

20.24%

-18.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

27.84%

-25.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

46.91%

-43.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.69%

43.16%

-39.47%

IIGD vs. TTT - Expense Ratio Comparison

IIGD has a 0.13% expense ratio, which is lower than TTT's 0.95% expense ratio.


Dividends

IIGD vs. TTT - Dividend Comparison

IIGD's dividend yield for the trailing twelve months is around 4.26%, less than TTT's 9.01% yield.


PositionTTM20252024202320222021202020192018
IIGD
Invesco Investment Grade Defensive ETF
4.26%4.25%4.13%3.74%1.73%1.77%3.21%2.44%1.23%
TTT
UltraPro Short 20+ Year Treasury
9.01%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%

Frequently Asked Questions


IIGD and TTT have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTT has higher volatility (7.56%) compared to IIGD (0.80%). In terms of maximum drawdown, IIGD dropped -11.43% vs TTT's -94.00%.

On 5-year performance, TTT leads with 22.85% vs 1.64% for IIGD. On fees, IIGD is cheaper at 0.13% per year. On volatility, IIGD has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TTT has performed better with a 22.85% return vs 1.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IIGD is cheaper with a 0.13% expense ratio, compared with 0.95% for TTT.

TTT has the higher dividend yield at 9.01%, compared with 4.26% for IIGD.

IIGD is categorized as Corporate Bonds, while TTT is Leveraged Bonds. IIGD tracks Invesco Investment Grade Defensive Index, while TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.13% for IIGD and 0.95% for TTT.

IIGD currently has the higher Sharpe Ratio (1.56 vs -0.10), 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 IIGD and TTT

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