PST vs. TSYW

Last updated Apr 1, 2026

Compare and contrast key facts about ProShares UltraShort 7-10 Year Treasury (PST) and Roundhill Treasury Bond WeeklyPay ETF (TSYW).

PST and TSYW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PST is a passively managed fund by ProShares that tracks the performance of the ICE BofA US Treasury (7-10 Y) (-200%). It was launched on May 1, 2008. TSYW is an actively managed fund by Roundhill. It was launched on Nov 12, 2025.

Performance

PST vs. TSYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 7-10 Year Treasury (PST) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). The values are adjusted to include any dividend payments, if applicable.

PST vs. TSYW - Yearly Performance Comparison

	2026 (YTD)	2025
PST ProShares UltraShort 7-10 Year Treasury	2.06%	1.24%
TSYW Roundhill Treasury Bond WeeklyPay ETF	-0.81%	-2.56%

Returns By Period

In the year-to-date period, PST achieves a 2.06% return, which is significantly higher than TSYW's -0.81% return.

PST

• 1D: -0.23%
• 1M: 5.54%
• YTD: 2.06%
• 6M: 2.99%
• 1Y: 1.28%
• 3Y*: 6.13%
• 5Y*: 7.99%
• 10Y*: 1.99%

TSYW

• 1D: 0.04%
• 1M: -5.24%
• YTD: -0.81%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PST vs. TSYW - Expense Ratio Comparison

PST has a 0.95% expense ratio, which is lower than TSYW's 0.99% expense ratio.

TSYW

Roundhill Treasury Bond WeeklyPay ETF

PST

ProShares UltraShort 7-10 Year Treasury

Return for Risk

PST vs. TSYW — Risk / Return Rank

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

PST

PST Risk / Return Rank: 14
PST Sharpe Ratio Rank: 15
PST Sortino Ratio Rank: 14
PST Omega Ratio Rank: 13
PST Calmar Ratio Rank: 14
PST Martin Ratio Rank: 13

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. 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 ratio Return per unit of total volatility	0.11	—	—
Sortino ratio Return per unit of downside risk	0.24	—	—
Omega ratio Gain probability vs. loss probability	1.03	—	—
Calmar ratio Return relative to maximum drawdown	0.10	—	—
Martin ratio Return relative to average drawdown	0.16	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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	0.52	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	-0.80	+0.41

Correlation

The correlation between PST and TSYW is -0.89. 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

PST vs. TSYW - Dividend Comparison

PST's dividend yield for the trailing twelve months is around 3.16%, less than TSYW's 4.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PST ProShares UltraShort 7-10 Year Treasury	3.16%	3.47%	3.61%	3.69%	0.02%	0.00%	0.11%	1.85%	0.66%
TSYW Roundhill Treasury Bond WeeklyPay ETF	4.88%	1.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 -6.69%. Use the drawdown chart below to compare losses from any high point for PST and TSYW.

Drawdown Indicators

	PST	TSYW	Difference
Max Drawdown Largest peak-to-trough decline	-79.25%	-6.69%	-72.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.07%	—	—
Current Drawdown Current decline from peak	-64.99%	-5.24%	-59.75%
Average Drawdown Average peak-to-trough decline	-61.45%	-2.94%	-58.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.01%	—	—

Volatility

Volatility by Period

	PST	TSYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	11.16%	+0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	11.16%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.33%	11.16%	+2.17%