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TBT vs. TWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBT vs. TWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 20+ Year Treasury (TBT) and ProShares UltraShort Russell2000 (TWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBT achieves a 6.06% return, which is significantly higher than TWM's -32.00% return. Over the past 10 years, TBT has outperformed TWM with an annualized return of 3.31%, while TWM has yielded a comparatively lower -27.39% annualized return.


TBT

1D
0.19%
1M
4.81%
6M
8.83%
YTD
6.06%
1Y
0.31%
3Y*
10.93%
5Y*
19.07%
10Y*
3.31%

TWM

1D
0.19%
1M
-1.95%
6M
-21.02%
YTD
-32.00%
1Y
-45.85%
3Y*
-27.64%
5Y*
-19.69%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBT vs. TWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBT
ProShares UltraShort 20+ Year Treasury
6.06%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%4.98%-17.25%
TWM
ProShares UltraShort Russell2000
-32.00%-24.71%-19.35%-26.84%28.43%-35.43%-60.01%-38.40%19.15%-26.36%

Correlation

The correlation between TBT and TWM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.22

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

0.10

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

-0.09

Correlation (All Time)
Calculated using the full available price history since May 1, 2008

-0.24

The correlation between TBT and TWM shifts across timeframes, from -0.24 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TBT vs. TWM — Risk / Return Rank

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

TBT
TBT Risk / Return Rank: 99
Overall Rank
TBT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 99
Sortino Ratio Rank
TBT Omega Ratio Rank: 99
Omega Ratio Rank
TBT Calmar Ratio Rank: 99
Calmar Ratio Rank
TBT Martin Ratio Rank: 1010
Martin Ratio Rank

TWM
TWM Risk / Return Rank: 11
Overall Rank
TWM Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TWM Sortino Ratio Rank: 11
Sortino Ratio Rank
TWM Omega Ratio Rank: 11
Omega Ratio Rank
TWM Calmar Ratio Rank: 11
Calmar Ratio Rank
TWM Martin Ratio Rank: 11
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.

TBT vs. TWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 20+ Year Treasury (TBT) and ProShares UltraShort Russell2000 (TWM). 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.


TBTTWMDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.02

0.80

+0.22

Calmar ratioReturn relative to maximum drawdown

0.02

-0.91

+0.93

Martin ratioReturn relative to average drawdown

0.04

-1.45

+1.49

TBT vs. TWM - Sharpe Ratio Comparison

The current TBT Sharpe Ratio is 0.02, which is higher than the TWM Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of TBT and TWM, 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

TBT vs. TWM - Drawdown Comparison

The maximum TBT drawdown since its inception was -94.99%, roughly equal to the maximum TWM drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for TBT and TWM.


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Drawdown Indicators


TBTTWMDifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-99.94%

+4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-50.65%

+35.97%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-74.44%

+40.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-76.78%

+42.95%

Max Drawdown (10Y)

Largest decline over 10 years

-65.09%

-96.29%

+31.20%

Current Drawdown

Current decline from peak

-85.22%

-99.93%

+14.71%

Average Drawdown

Average peak-to-trough decline

-77.37%

-87.33%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

31.65%

-24.08%

Volatility

TBT vs. TWM - Volatility Comparison

The current volatility for ProShares UltraShort 20+ Year Treasury (TBT) is 5.08%, while ProShares UltraShort Russell2000 (TWM) has a volatility of 7.55%. This indicates that TBT experiences smaller price fluctuations and is considered to be less risky than TWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBTTWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

7.55%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

28.50%

-14.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

38.74%

-19.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.26%

45.13%

-13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.65%

45.70%

-17.05%

TBT vs. TWM - Expense Ratio Comparison

TBT has a 0.93% expense ratio, which is lower than TWM's 0.95% expense ratio.


Dividends

TBT vs. TWM - Dividend Comparison

TBT's dividend yield for the trailing twelve months is around 2.64%, less than TWM's 5.49% yield.


PositionTTM202520242023202220212020201920182017
TBT
ProShares UltraShort 20+ Year Treasury
2.64%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%0.00%
TWM
ProShares UltraShort Russell2000
5.49%5.36%6.21%4.72%0.17%0.00%0.41%1.49%0.73%0.05%

Frequently Asked Questions


TBT and TWM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TWM has higher volatility (7.55%) compared to TBT (5.08%). In terms of maximum drawdown, TBT dropped -94.99% vs TWM's -99.94%.

On 10-year performance, TBT leads with 3.31% vs -27.39% for TWM. On fees, TBT is cheaper at 0.93% per year. On volatility, TBT has been the lower-risk option at 5.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TBT has performed better with a 3.31% return vs -27.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBT is cheaper with a 0.93% expense ratio, compared with 0.95% for TWM.

TWM has the higher dividend yield at 5.49%, compared with 2.64% for TBT.

TBT is categorized as Inverse Bonds, while TWM is Leveraged Equities. TBT tracks ICE U.S. Treasury 20+ Year Bond Index, while TWM tracks Russell 2000 (-200%). Their fees differ too: 0.93% for TBT and 0.95% for TWM.

TBT currently has the higher Sharpe Ratio (0.02 vs -1.19), 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.

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