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TBX vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBX vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBX achieves a 3.19% return, which is significantly higher than BSV's 0.32% return. Over the past 10 years, TBX has outperformed BSV with an annualized return of 2.09%, while BSV has yielded a comparatively lower 1.91% annualized return.


TBX

1D
-0.09%
1M
-0.26%
YTD
3.19%
6M
3.25%
1Y
2.94%
3Y*
4.61%
5Y*
6.08%
10Y*
2.09%

BSV

1D
0.10%
1M
0.21%
YTD
0.32%
6M
0.51%
1Y
3.18%
3Y*
4.51%
5Y*
1.68%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBX vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
3.19%-1.15%8.52%3.99%18.31%1.70%-9.96%-5.20%1.25%-2.61%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.32%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between TBX and BSV is -0.91, 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

-0.91

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

-0.85

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

-0.85

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

-0.81

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2011

-0.75

The correlation between TBX and BSV shifts across timeframes, from -0.91 (1 year) to -0.75 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TBX vs. BSV — Risk / Return Rank

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

TBX
TBX Risk / Return Rank: 1919
Overall Rank
TBX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TBX Omega Ratio Rank: 1616
Omega Ratio Rank
TBX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TBX Martin Ratio Rank: 1818
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 5454
Overall Rank
BSV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 6161
Sortino Ratio Rank
BSV Omega Ratio Rank: 5555
Omega Ratio Rank
BSV Calmar Ratio Rank: 5252
Calmar Ratio Rank
BSV Martin Ratio Rank: 4949
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.

TBX vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


TBXBSVDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.11

1.33

-0.23

Calmar ratioReturn relative to maximum drawdown

0.96

2.48

-1.52

Martin ratioReturn relative to average drawdown

1.92

8.14

-6.22

TBX vs. BSV - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.62, which is lower than the BSV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TBX and BSV, 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

TBX vs. BSV - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for TBX and BSV.


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Drawdown Indicators


TBXBSVDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-8.54%

-32.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-1.29%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-1.53%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-8.54%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-8.54%

-10.92%

Current Drawdown

Current decline from peak

-17.00%

-0.60%

-16.40%

Average Drawdown

Average peak-to-trough decline

-26.60%

-0.97%

-25.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

0.39%

+1.14%

Volatility

TBX vs. BSV - Volatility Comparison

ProShares Short 7-10 Year Treasury (TBX) has a higher volatility of 1.42% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.60%. This indicates that TBX's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

0.60%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

1.33%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

1.82%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

2.73%

+5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.13%

2.38%

+4.75%

TBX vs. BSV - Expense Ratio Comparison

TBX has a 0.95% expense ratio, which is higher than BSV's 0.03% expense ratio.


Dividends

TBX vs. BSV - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 3.04%, less than BSV's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
TBX
ProShares Short 7-10 Year Treasury
3.04%3.45%6.58%4.07%0.40%0.00%0.10%1.53%0.72%0.00%0.00%0.00%

Frequently Asked Questions


TBX and BSV have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBX has higher volatility (1.42%) compared to BSV (0.60%). In terms of maximum drawdown, TBX dropped -41.04% vs BSV's -8.54%.

On 10-year performance, TBX leads with 2.09% vs 1.91% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TBX has performed better with a 2.09% return vs 1.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.95% for TBX.

BSV has the higher dividend yield at 3.99%, compared with 3.04% for TBX.

TBX is categorized as Inverse Bonds, while BSV is Short-Term Bond. TBX tracks ICE BofA US Treasury (7-10 Y) (-100%), while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.95% for TBX and 0.03% for BSV.

BSV currently has the higher Sharpe Ratio (1.76 vs 0.62), 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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