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PFFL vs. TBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFL vs. TBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ProShares UltraShort 20+ Year Treasury (TBT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFL achieves a -2.41% return, which is significantly lower than TBT's 10.43% return.


PFFL

1D
1.44%
1M
0.14%
6M
-5.93%
YTD
-2.41%
1Y
-0.58%
3Y*
3.20%
5Y*
-6.94%
10Y*
ALL TIME*
-3.94%

TBT

1D
-0.73%
1M
7.95%
6M
9.33%
YTD
10.43%
1Y
11.89%
3Y*
8.97%
5Y*
21.15%
10Y*
3.75%
ALL TIME*
-9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.02K$14.94K$17.61K
$12.02M$11.55M$17.34M

PFFL vs. TBT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
-2.41%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-10.77%
TBT
ProShares UltraShort 20+ Year Treasury
10.43%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%-8.79%

Correlation

The correlation between PFFL and TBT is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.35

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2018

-0.24

The correlation between PFFL and TBT shifts across timeframes, from -0.38 (3 years) to -0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFFL vs. TBT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFFL
PFFL Risk / Return Rank: 1010
Overall Rank
PFFL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1010
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1010
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1010
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1010
Martin Ratio Rank

TBT
TBT Risk / Return Rank: 2626
Overall Rank
TBT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 2727
Sortino Ratio Rank
TBT Omega Ratio Rank: 2525
Omega Ratio Rank
TBT Calmar Ratio Rank: 2828
Calmar Ratio Rank
TBT Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFFL vs. TBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) and ProShares UltraShort 20+ Year Treasury (TBT). 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.


PFFLTBTDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.01

1.12

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.05

0.90

-0.95

Martin ratioReturn relative to average drawdown

-0.10

1.89

-1.98

PFFL vs. TBT - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is -0.04, which is lower than the TBT Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PFFL and TBT, 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

PFFL vs. TBT - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, smaller than the maximum TBT drawdown of -94.99%. Use the drawdown chart below to compare losses from any high point for PFFL and TBT.


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Drawdown Indicators


PFFLTBTDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-94.99%

+14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-13.23%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-33.83%

+10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

-33.83%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-65.09%

Current Drawdown

Current decline from peak

-39.88%

-84.61%

+44.73%

Average Drawdown

Average peak-to-trough decline

-28.76%

-77.38%

+48.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

6.32%

-0.24%

Volatility

PFFL vs. TBT - Volatility Comparison

The current volatility for ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) is 4.68%, while ProShares UltraShort 20+ Year Treasury (TBT) has a volatility of 5.39%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than TBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFLTBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

5.39%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

13.98%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

18.74%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

31.19%

-7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.80%

28.66%

+26.14%

PFFL vs. TBT - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is lower than TBT's 0.93% expense ratio.


Dividends

PFFL vs. TBT - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 12.61%, more than TBT's 2.54% yield.


PositionTTM20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
12.61%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%
TBT
ProShares UltraShort 20+ Year Treasury
2.54%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%

Frequently Asked Questions


PFFL and TBT have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBT has higher volatility (5.39%) compared to PFFL (4.68%). In terms of maximum drawdown, PFFL dropped -80.68% vs TBT's -94.99%.

On 5-year performance, TBT leads with 21.15% vs -6.94% for PFFL. On fees, PFFL is cheaper at 0.85% per year. On volatility, PFFL has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TBT has performed better with a 21.15% return vs -6.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFL is cheaper with a 0.85% expense ratio, compared with 0.93% for TBT.

PFFL has the higher dividend yield at 12.61%, compared with 2.54% for TBT.

PFFL is categorized as Leveraged Bonds, while TBT is Inverse Bonds. PFFL tracks Solactive Preferred Stock ETF Index, while TBT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: UBS and ProShares. Their fees differ too: 0.85% for PFFL and 0.93% for TBT.

TBT currently has the higher Sharpe Ratio (0.64 vs -0.04), 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 PFFL and TBT

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