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TBT vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBT vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort 20+ Year Treasury (TBT) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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 1.05% return, which is significantly higher than TYD's -7.02% return. Over the past 10 years, TBT has outperformed TYD with an annualized return of 2.32%, while TYD has yielded a comparatively lower -5.34% annualized return.


TBT

1D
-0.51%
1M
-4.25%
YTD
1.05%
6M
2.51%
1Y
-0.72%
3Y*
10.52%
5Y*
16.22%
10Y*
2.32%

TYD

1D
-0.47%
1M
0.30%
YTD
-7.02%
6M
-7.06%
1Y
-2.87%
3Y*
-4.91%
5Y*
-13.23%
10Y*
-5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBT vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBT
ProShares UltraShort 20+ Year Treasury
1.05%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%4.98%-17.25%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-7.02%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between TBT and TYD 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 (1Y)
Calculated over the trailing 1-year period

-0.88

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

-0.92

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

-0.92

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

-0.85

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.83

The correlation between TBT and TYD has been stable across timeframes, ranging from -0.92 to -0.83 - a consistent structural relationship.

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Return for Risk

TBT vs. TYD — Risk / Return Rank

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

TBT
TBT Risk / Return Rank: 88
Overall Rank
TBT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 88
Sortino Ratio Rank
TBT Omega Ratio Rank: 88
Omega Ratio Rank
TBT Calmar Ratio Rank: 88
Calmar Ratio Rank
TBT Martin Ratio Rank: 88
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 66
Sortino Ratio Rank
TYD Omega Ratio Rank: 66
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 66
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. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 20+ Year Treasury (TBT) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


TBTTYDDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.01

0.98

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.21

+0.16

Martin ratioReturn relative to average drawdown

-0.10

-0.52

+0.43

TBT vs. TYD - Sharpe Ratio Comparison

The current TBT Sharpe Ratio is -0.04, which is higher than the TYD Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of TBT and TYD, 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. TYD - Drawdown Comparison

The maximum TBT drawdown since its inception was -94.99%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for TBT and TYD.


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Drawdown Indicators


TBTTYDDifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-64.28%

-30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.89%

-13.54%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-24.62%

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-59.84%

+26.01%

Max Drawdown (10Y)

Largest decline over 10 years

-65.09%

-64.28%

-0.81%

Current Drawdown

Current decline from peak

-85.92%

-59.59%

-26.33%

Average Drawdown

Average peak-to-trough decline

-77.34%

-22.05%

-55.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

5.54%

+2.01%

Volatility

TBT vs. TYD - Volatility Comparison

ProShares UltraShort 20+ Year Treasury (TBT) has a higher volatility of 4.53% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.04%. This indicates that TBT's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBTTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.04%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

9.96%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

13.85%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.32%

22.98%

+8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.75%

20.33%

+8.42%

TBT vs. TYD - Expense Ratio Comparison

TBT has a 0.93% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

TBT vs. TYD - Dividend Comparison

TBT's dividend yield for the trailing twelve months is around 2.95%, less than TYD's 3.26% yield.


PositionTTM20252024202320222021202020192018201720162015
TBT
ProShares UltraShort 20+ Year Treasury
2.95%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%0.00%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


TBT and TYD 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.

TBT has higher volatility (4.53%) compared to TYD (4.04%). In terms of maximum drawdown, TBT dropped -94.99% vs TYD's -64.28%.

On 10-year performance, TBT leads with 2.32% vs -5.34% for TYD. On fees, TBT is cheaper at 0.93% per year. On volatility, TYD has been the lower-risk option at 4.04%. 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 2.32% return vs -5.34%. 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 1.09% for TYD.

TYD has the higher dividend yield at 3.26%, compared with 2.95% for TBT.

TBT is categorized as Inverse Bonds, while TYD is Leveraged Bonds. TBT tracks ICE U.S. Treasury 20+ Year Bond Index, while TYD tracks NYSE 7-10 Year Treasury Bond Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.93% for TBT and 1.09% for TYD.

TBT currently has the higher Sharpe Ratio (-0.04 vs -0.21), 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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