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TBF vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBF vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 20+ Year Treasury (TBF) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBF achieves a 0.30% return, which is significantly higher than UVXY's -24.94% return. Over the past 10 years, TBF has outperformed UVXY with an annualized return of 3.04%, while UVXY has yielded a comparatively lower -73.90% annualized return.


TBF

1D
0.08%
1M
-2.59%
YTD
0.30%
6M
1.41%
1Y
1.08%
3Y*
7.54%
5Y*
9.96%
10Y*
3.04%

UVXY

1D
-2.46%
1M
-14.14%
YTD
-24.94%
6M
-26.89%
1Y
-71.73%
3Y*
-62.37%
5Y*
-66.99%
10Y*
-73.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBF vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBF
ProShares Short 20+ Year Treasury
0.30%1.27%16.33%2.43%42.37%1.33%-19.35%-10.96%3.26%-8.46%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-24.94%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between TBF and UVXY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.10

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

0.01

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.21

The correlation between TBF and UVXY shifts across timeframes, from -0.21 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TBF vs. UVXY — 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: 99
Sortino Ratio Rank
TBF Omega Ratio Rank: 99
Omega Ratio Rank
TBF Calmar Ratio Rank: 1010
Calmar Ratio Rank
TBF Martin Ratio Rank: 1010
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 20+ Year Treasury (TBF) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


TBFUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.03

0.83

+0.20

Calmar ratioReturn relative to maximum drawdown

0.15

-0.99

+1.14

Martin ratioReturn relative to average drawdown

0.32

-1.43

+1.75

TBF vs. UVXY - Sharpe Ratio Comparison

The current TBF Sharpe Ratio is 0.12, which is higher than the UVXY Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of TBF and UVXY, 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

TBF vs. UVXY - Drawdown Comparison

The maximum TBF drawdown since its inception was -70.40%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TBF and UVXY.


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Drawdown Indicators


TBFUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-70.40%

-100.00%

+29.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-72.74%

+65.51%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

-94.91%

+77.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-99.71%

+81.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

-100.00%

+61.61%

Current Drawdown

Current decline from peak

-44.55%

-100.00%

+55.45%

Average Drawdown

Average peak-to-trough decline

-47.41%

-98.75%

+51.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

50.54%

-47.20%

Volatility

TBF vs. UVXY - Volatility Comparison

The current volatility for ProShares Short 20+ Year Treasury (TBF) is 2.46%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.55%. This indicates that TBF experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBFUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

25.55%

-23.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

66.08%

-59.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.35%

84.93%

-75.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

103.95%

-88.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

112.35%

-97.85%

TBF vs. UVXY - Expense Ratio Comparison

TBF has a 0.94% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

TBF vs. UVXY - Dividend Comparison

TBF's dividend yield for the trailing twelve months is around 2.83%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
TBF
ProShares Short 20+ Year Treasury
2.83%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TBF and UVXY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.55%) compared to TBF (2.46%). In terms of maximum drawdown, TBF dropped -70.40% vs UVXY's -100.00%.

On 10-year performance, TBF leads with 3.04% vs -73.90% for UVXY. On fees, TBF is cheaper at 0.94% per year. On volatility, TBF has been the lower-risk option at 2.46%. 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 3.04% return vs -73.90%. 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 0.95% for UVXY.

TBF has the higher dividend yield at 2.83%, compared with 0.00% for UVXY.

TBF is categorized as Inverse Bonds, while UVXY is Volatility. TBF tracks U.S. Treasury 20+ Year Index (-100%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.94% for TBF and 0.95% for UVXY.

TBF currently has the higher Sharpe Ratio (0.12 vs -0.85), 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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