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PST vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PST vs. TMV - 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 Bear 3X (TMV). 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 TMV's 1.44% return. Over the past 10 years, PST has outperformed TMV with an annualized return of 2.73%, while TMV has yielded a comparatively lower -0.46% 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%

TMV

1D
-1.17%
1M
-6.25%
YTD
1.44%
6M
2.97%
1Y
-1.80%
3Y*
12.91%
5Y*
20.39%
10Y*
-0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. TMV - 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%
TMV
Direxion Daily 20-Year Treasury Bear 3X
1.44%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%3.99%-26.48%

Correlation

The correlation between PST and TMV is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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 TMV has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

PST vs. TMV — 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

TMV
TMV Risk / Return Rank: 88
Overall Rank
TMV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 88
Sortino Ratio Rank
TMV Omega Ratio Rank: 88
Omega Ratio Rank
TMV Calmar Ratio Rank: 88
Calmar Ratio Rank
TMV 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. TMV - 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 Bear 3X (TMV). 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.


PSTTMVDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.45

-0.08

+0.53

Martin ratioReturn relative to average drawdown

0.80

-0.16

+0.97

PST vs. TMV - Sharpe Ratio Comparison

The current PST Sharpe Ratio is 0.32, which is higher than the TMV Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PST and TMV, 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. TMV - Drawdown Comparison

The maximum PST drawdown since its inception was -79.25%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for PST and TMV.


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Drawdown Indicators


PSTTMVDifference

Max Drawdown

Largest peak-to-trough decline

-79.25%

-98.96%

+19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-21.62%

+14.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-48.49%

+32.30%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-48.49%

+32.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-82.31%

+46.24%

Current Drawdown

Current decline from peak

-64.08%

-96.06%

+31.98%

Average Drawdown

Average peak-to-trough decline

-61.48%

-86.61%

+25.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

11.09%

-7.26%

Volatility

PST vs. TMV - Volatility Comparison

The current volatility for ProShares UltraShort 7-10 Year Treasury (PST) is 2.73%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 6.55%. This indicates that PST experiences smaller price fluctuations and is considered to be less risky than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

6.55%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

19.56%

-12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

28.25%

-18.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

47.05%

-31.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

44.38%

-31.08%

PST vs. TMV - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than TMV's 1.04% expense ratio.


Dividends

PST vs. TMV - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.08%, more than TMV's 2.70% yield.


PositionTTM20252024202320222021202020192018
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%
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.70%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%

Frequently Asked Questions


With a correlation of 0.90, PST and TMV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TMV has higher volatility (6.55%) compared to PST (2.73%). In terms of maximum drawdown, PST dropped -79.25% vs TMV's -98.96%.

On 10-year performance, PST leads with 2.73% vs -0.46% for TMV. 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 -0.46%. 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 1.04% for TMV.

PST has the higher dividend yield at 3.08%, compared with 2.70% for TMV.

PST is categorized as Inverse Bonds, while TMV is Leveraged Bonds. PST tracks ICE U.S. Treasury 7-10 Year Bond Index, while TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for PST and 1.04% for TMV.

PST currently has the higher Sharpe Ratio (0.32 vs -0.06), 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 PST and TMV

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