PortfoliosLab logoPortfoliosLab logo
TBT vs. TYO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBT vs. TYO - 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 Bear 3X (TYO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TBT achieves a 1.05% return, which is significantly lower than TYO's 7.50% return. Over the past 10 years, TBT has outperformed TYO with an annualized return of 2.32%, while TYO has yielded a comparatively lower 2.13% 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%

TYO

1D
-0.95%
1M
-1.40%
YTD
7.50%
6M
7.74%
1Y
5.39%
3Y*
7.07%
5Y*
12.78%
10Y*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBT vs. TYO - 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%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
7.50%-7.64%18.94%1.06%58.83%7.47%-28.56%-18.71%-1.42%-8.94%

Correlation

The correlation between TBT and TYO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.87

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

0.89

The correlation between TBT and TYO has been stable across timeframes, ranging from 0.87 to 0.92 - 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

TBT vs. TYO — 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

TYO
TYO Risk / Return Rank: 1414
Overall Rank
TYO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TYO Sortino Ratio Rank: 1313
Sortino Ratio Rank
TYO Omega Ratio Rank: 1313
Omega Ratio Rank
TYO Calmar Ratio Rank: 1515
Calmar Ratio Rank
TYO Martin Ratio Rank: 1313
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. TYO - 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 Bear 3X (TYO). 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.


TBTTYODifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.05

0.54

-0.59

Martin ratioReturn relative to average drawdown

-0.10

1.00

-1.09

TBT vs. TYO - Sharpe Ratio Comparison

The current TBT Sharpe Ratio is -0.04, which is lower than the TYO Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of TBT and TYO, 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

TBT vs. TYO - Drawdown Comparison

The maximum TBT drawdown since its inception was -94.99%, which is greater than TYO's maximum drawdown of -89.25%. Use the drawdown chart below to compare losses from any high point for TBT and TYO.


Loading charts...

Drawdown Indicators


TBTTYODifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-89.25%

-5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.89%

-10.00%

-4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-24.40%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-24.40%

-9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-65.09%

-52.21%

-12.88%

Current Drawdown

Current decline from peak

-85.92%

-77.30%

-8.62%

Average Drawdown

Average peak-to-trough decline

-77.34%

-71.10%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

5.42%

+2.13%

Volatility

TBT vs. TYO - Volatility Comparison

ProShares UltraShort 20+ Year Treasury (TBT) has a higher volatility of 4.53% compared to Direxion Daily 7-10 Year Treasury Bear 3X (TYO) at 4.29%. This indicates that TBT's price experiences larger fluctuations and is considered to be riskier than TYO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TBTTYODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.29%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

10.61%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

14.36%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.32%

23.23%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.75%

20.17%

+8.58%

TBT vs. TYO - Expense Ratio Comparison

TBT has a 0.93% expense ratio, which is lower than TYO's 1.08% expense ratio.


Dividends

TBT vs. TYO - Dividend Comparison

TBT's dividend yield for the trailing twelve months is around 2.95%, more than TYO's 2.83% yield.


PositionTTM20252024202320222021202020192018
TBT
ProShares UltraShort 20+ Year Treasury
2.95%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
2.83%3.69%4.22%3.62%0.09%0.00%0.36%1.58%0.32%

Frequently Asked Questions


TBT and TYO 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 TYO (4.29%). In terms of maximum drawdown, TBT dropped -94.99% vs TYO's -89.25%.

On 10-year performance, TBT leads with 2.32% vs 2.13% for TYO. On fees, TBT is cheaper at 0.93% per year. On volatility, TYO has been the lower-risk option at 4.29%. 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 2.13%. 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 1.08% for TYO.

TBT has the higher dividend yield at 2.95%, compared with 2.83% for TYO.

TBT is categorized as Inverse Bonds, while TYO is Leveraged Bonds. TBT tracks ICE U.S. Treasury 20+ Year Bond Index, while TYO 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 1.08% for TYO.

TYO currently has the higher Sharpe Ratio (0.38 vs -0.04), 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 TBT and TYO

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