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PST vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PST vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PST achieves a 4.69% return, which is significantly higher than TMF's -4.67% return. Over the past 10 years, PST has outperformed TMF with an annualized return of 2.73%, while TMF has yielded a comparatively lower -16.87% annualized return.


PST

1D
-0.27%
1M
-0.60%
YTD
4.69%
6M
5.06%
1Y
3.06%
3Y*
5.23%
5Y*
9.44%
10Y*
2.73%

TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PST
ProShares UltraShort 7-10 Year Treasury
4.69%-4.42%12.27%3.17%38.55%4.01%-18.67%-11.03%1.72%-4.52%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-4.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between PST and TMF is -0.90, 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

-0.90

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

-0.90

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

-0.90

Correlation (10Y)
Calculated over the trailing 10-year period

-0.90

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.91

The correlation between PST and TMF has been stable across timeframes, ranging from -0.91 to -0.90 - a consistent structural relationship.

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Return for Risk

PST vs. TMF — Risk / Return Rank

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

PST
PST Risk / Return Rank: 1313
Overall Rank
PST Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PST Sortino Ratio Rank: 1212
Sortino Ratio Rank
PST Omega Ratio Rank: 1212
Omega Ratio Rank
PST Calmar Ratio Rank: 1414
Calmar Ratio Rank
PST Martin Ratio Rank: 1212
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF 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.

PST vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


PSTTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.45

-0.11

+0.55

Martin ratioReturn relative to average drawdown

0.80

-0.23

+1.03

PST vs. TMF - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.32, which is higher than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of PST and TMF, 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

PST vs. TMF - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for PST and TMF.


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Drawdown Indicators


PSTTMFDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-92.89%

+13.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-26.51%

+19.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-56.09%

+39.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-88.81%

+72.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-92.89%

+56.82%

Current Drawdown

Current decline from peak

-64.08%

-92.11%

+28.03%

Average Drawdown

Average peak-to-trough decline

-61.48%

-43.76%

-17.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

12.26%

-8.43%

Volatility

PST vs. TMF - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 2.73%, while Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a volatility of 6.50%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

6.50%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

19.35%

-12.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

27.91%

-18.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

46.59%

-31.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

43.86%

-30.56%

PST vs. TMF - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

PST vs. TMF - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.08%, less than TMF's 4.09% yield.


PositionTTM202520242023202220212020201920182017
PST
ProShares UltraShort 7-10 Year Treasury
3.08%3.47%3.61%3.69%0.02%0.00%0.11%1.85%0.66%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.09%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


PST and TMF have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (6.50%) compared to PST (2.73%). In terms of maximum drawdown, PST dropped -79.25% vs TMF's -92.89%.

On 10-year performance, PST leads with 2.73% vs -16.87% for TMF. On fees, PST is cheaper at 0.95% per year. On volatility, PST has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PST has performed better with a 2.73% return vs -16.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PST is cheaper with a 0.95% expense ratio, compared with 1.01% for TMF.

TMF has the higher dividend yield at 4.09%, compared with 3.08% for PST.

PST is categorized as Inverse Bonds, while TMF is Leveraged Bonds. PST tracks ICE U.S. Treasury 7-10 Year Bond Index, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for PST and 1.01% for TMF.

PST currently has the higher Sharpe Ratio (0.32 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

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