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PREF vs. TBF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PREF vs. TBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred Secs Active ETF (PREF) and ProShares Short 20+ Year Treasury (TBF). The values are adjusted to include any dividend payments, if applicable.

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PREF vs. TBF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PREF
Principal Spectrum Preferred Secs Active ETF
-0.46%7.64%11.43%7.36%-11.80%2.08%7.52%17.32%-5.45%2.05%
TBF
ProShares Short 20+ Year Treasury
0.84%1.27%16.33%2.43%42.37%1.33%-19.35%-10.96%3.26%-3.53%

Returns By Period

In the year-to-date period, PREF achieves a -0.46% return, which is significantly lower than TBF's 0.84% return.


PREF

1D
0.48%
1M
-1.76%
YTD
-0.46%
6M
0.91%
1Y
5.77%
3Y*
8.59%
5Y*
3.06%
10Y*

TBF

1D
0.00%
1M
4.48%
YTD
0.84%
6M
3.47%
1Y
5.68%
3Y*
8.96%
5Y*
9.16%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PREF vs. TBF - Expense Ratio Comparison

PREF has a 0.55% expense ratio, which is lower than TBF's 0.94% expense ratio.


Return for Risk

PREF vs. TBF — Risk / Return Rank

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

PREF
PREF Risk / Return Rank: 8282
Overall Rank
PREF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PREF Sortino Ratio Rank: 8585
Sortino Ratio Rank
PREF Omega Ratio Rank: 8686
Omega Ratio Rank
PREF Calmar Ratio Rank: 7676
Calmar Ratio Rank
PREF Martin Ratio Rank: 8181
Martin Ratio Rank

TBF
TBF Risk / Return Rank: 2727
Overall Rank
TBF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TBF Sortino Ratio Rank: 3030
Sortino Ratio Rank
TBF Omega Ratio Rank: 2525
Omega Ratio Rank
TBF Calmar Ratio Rank: 2727
Calmar Ratio Rank
TBF Martin Ratio Rank: 2121
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.

PREF vs. TBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred Secs Active ETF (PREF) and ProShares Short 20+ Year Treasury (TBF). 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.


PREFTBFDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.52

+1.17

Sortino ratio

Return per unit of downside risk

2.22

0.84

+1.38

Omega ratio

Gain probability vs. loss probability

1.34

1.10

+0.24

Calmar ratio

Return relative to maximum drawdown

1.95

0.59

+1.37

Martin ratio

Return relative to average drawdown

8.56

1.18

+7.38

PREF vs. TBF - Sharpe Ratio Comparison

The current PREF Sharpe Ratio is 1.69, which is higher than the TBF Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PREF and TBF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PREFTBFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.52

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.59

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

-0.22

+0.85

Correlation

The correlation between PREF and TBF is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PREF vs. TBF - Dividend Comparison

PREF's dividend yield for the trailing twelve months is around 5.01%, more than TBF's 2.88% yield.


TTM202520242023202220212020201920182017
PREF
Principal Spectrum Preferred Secs Active ETF
5.01%4.87%4.65%4.67%4.63%4.07%4.35%4.67%5.49%2.35%
TBF
ProShares Short 20+ Year Treasury
2.88%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%0.00%

Drawdowns

PREF vs. TBF - Drawdown Comparison

The maximum PREF drawdown since its inception was -22.99%, smaller than the maximum TBF drawdown of -70.40%. Use the drawdown chart below to compare losses from any high point for PREF and TBF.


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Drawdown Indicators


PREFTBFDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-70.40%

+47.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-8.11%

+5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-17.79%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

Current Drawdown

Current decline from peak

-1.96%

-44.25%

+42.29%

Average Drawdown

Average peak-to-trough decline

-3.73%

-47.47%

+43.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

4.04%

-3.38%

Volatility

PREF vs. TBF - Volatility Comparison

The current volatility for Principal Spectrum Preferred Secs Active ETF (PREF) is 1.73%, while ProShares Short 20+ Year Treasury (TBF) has a volatility of 3.61%. This indicates that PREF experiences smaller price fluctuations and is considered to be less risky than TBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PREFTBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

3.61%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

6.47%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

11.07%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

15.75%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

14.54%

-8.19%