PortfoliosLab logoPortfoliosLab logo
TBF vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBF vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 20+ Year Treasury (TBF) and Direxion Daily 20-Year Treasury Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with TBF having a 1.51% return and TMV slightly lower at 1.44%. Over the past 10 years, TBF has outperformed TMV with an annualized return of 2.89%, while TMV has yielded a comparatively lower -0.46% annualized return.


TBF

1D
-0.20%
1M
-1.81%
YTD
1.51%
6M
2.17%
1Y
1.64%
3Y*
7.93%
5Y*
10.42%
10Y*
2.89%

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)

TBF vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBF
ProShares Short 20+ Year Treasury
1.51%1.27%16.33%2.43%42.37%1.33%-19.35%-10.96%3.26%-8.46%
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 TBF and TMV is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2009

0.99

The correlation between TBF and TMV has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TBF vs. TMV — Risk / Return Rank

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

TBF
TBF Risk / Return Rank: 1010
Overall Rank
TBF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TBF Sortino Ratio Rank: 1010
Sortino Ratio Rank
TBF Omega Ratio Rank: 1010
Omega Ratio Rank
TBF Calmar Ratio Rank: 1111
Calmar Ratio Rank
TBF Martin Ratio Rank: 1111
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.

TBF vs. TMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 20+ Year Treasury (TBF) 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.


TBFTMVDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.23

-0.08

+0.31

Martin ratioReturn relative to average drawdown

0.50

-0.16

+0.66

TBF vs. TMV - Sharpe Ratio Comparison

The current TBF Sharpe Ratio is 0.18, which is higher than the TMV Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of TBF 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.


Loading charts...

Drawdowns

TBF vs. TMV - Drawdown Comparison

The maximum TBF drawdown since its inception was -70.40%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for TBF and TMV.


Loading charts...

Drawdown Indicators


TBFTMVDifference

Max Drawdown

Largest peak-to-trough decline

-70.40%

-98.96%

+28.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-21.62%

+14.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

-48.49%

+30.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-48.49%

+30.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

-82.31%

+43.92%

Current Drawdown

Current decline from peak

-43.88%

-96.06%

+52.18%

Average Drawdown

Average peak-to-trough decline

-47.41%

-86.61%

+39.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

11.09%

-7.78%

Volatility

TBF vs. TMV - Volatility Comparison

The current volatility for ProShares Short 20+ Year Treasury (TBF) is 2.20%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 6.55%. This indicates that TBF 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.


Loading charts...

Volatility by Period


TBFTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

6.55%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

19.56%

-13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

9.29%

28.25%

-18.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

47.05%

-31.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

44.38%

-29.88%

TBF vs. TMV - Expense Ratio Comparison

TBF has a 0.94% expense ratio, which is lower than TMV's 1.04% expense ratio.


Dividends

TBF vs. TMV - Dividend Comparison

TBF's dividend yield for the trailing twelve months is around 2.86%, more than TMV's 2.70% yield.


PositionTTM20252024202320222021202020192018
TBF
ProShares Short 20+ Year Treasury
2.86%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%
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 0.99, TBF 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 TBF (2.20%). In terms of maximum drawdown, TBF dropped -70.40% vs TMV's -98.96%.

On 10-year performance, TBF leads with 2.89% vs -0.46% for TMV. On fees, TBF is cheaper at 0.94% per year. On volatility, TBF has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TBF has performed better with a 2.89% return vs -0.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBF is cheaper with a 0.94% expense ratio, compared with 1.04% for TMV.

TBF has the higher dividend yield at 2.86%, compared with 2.70% for TMV.

TBF is categorized as Inverse Bonds, while TMV is Leveraged Bonds. TBF tracks U.S. Treasury 20+ Year Index (-100%), while TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.94% for TBF and 1.04% for TMV.

TBF currently has the higher Sharpe Ratio (0.18 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 TBF and TMV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer