PST vs. TSYW
PST (ProShares UltraShort 7-10 Year Treasury) and TSYW (Roundhill Treasury Bond WeeklyPay ETF) are both exchange-traded funds - PST is a Inverse Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while TSYW is a Leveraged Bonds fund actively managed by Roundhill. PST is passively managed, while TSYW is actively managed. At a correlation of -0.88, they often move in opposite directions. PST charges 0.95%/yr vs 0.99%/yr for TSYW.
Performance
PST vs. TSYW - Performance Comparison
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Returns By Period
In the year-to-date period, PST achieves a 4.57% return, which is significantly higher than TSYW's -2.14% return.
PST
- 1D
- 0.51%
- 1M
- 0.80%
- YTD
- 4.57%
- 6M
- 6.73%
- 1Y
- 1.08%
- 3Y*
- 5.59%
- 5Y*
- 9.21%
- 10Y*
- 2.47%
TSYW
- 1D
- -0.50%
- 1M
- 0.63%
- YTD
- -2.14%
- 6M
- -4.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PST vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PST ProShares UltraShort 7-10 Year Treasury | 4.57% | 1.24% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -2.14% | -2.56% |
Correlation
The correlation between PST and TSYW is -0.88, 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 (All Time) Calculated using the full available price history since Nov 14, 2025 | -0.88 |
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Return for Risk
PST vs. TSYW — Risk / Return Rank
PST
TSYW
PST vs. TSYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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.
| PST | TSYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | — | — |
| Martin ratioReturn relative to average drawdown | 0.26 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PST | TSYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | -0.78 | +0.41 |
Drawdowns
PST vs. TSYW - Drawdown Comparison
The maximum PST drawdown since its inception was -79.25%, which is greater than TSYW's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for PST and TSYW.
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Drawdown Indicators
| PST | TSYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.25% | -9.79% | -69.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.25% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | — | — |
Current DrawdownCurrent decline from peak | -64.13% | -6.51% | -57.62% |
Average DrawdownAverage peak-to-trough decline | -61.48% | -3.99% | -57.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | — | — |
Volatility
PST vs. TSYW - Volatility Comparison
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Volatility by Period
| PST | TSYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.62% | 10.78% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 10.78% | +4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 10.78% | +2.54% |
PST vs. TSYW - Expense Ratio Comparison
PST has a 0.95% expense ratio, which is lower than TSYW's 0.99% expense ratio.
Dividends
PST vs. TSYW - Dividend Comparison
PST's dividend yield for the trailing twelve months is around 3.08%, less than TSYW's 7.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | 7.44% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PST and TSYW have a correlation of -0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PST is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PST is cheaper with a 0.95% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 7.44%, compared with 3.08% for PST.
PST is categorized as Inverse Bonds, while TSYW is Leveraged Bonds. They also come from different issuers: ProShares and Roundhill. Their fees differ too: 0.95% for PST and 0.99% for TSYW.
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