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TBX vs. CEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TBX vs. CEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and Sprott Physical Gold and Silver Trust (CEF). The values are adjusted to include any dividend payments, if applicable.

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TBX vs. CEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
1.57%-1.15%8.52%3.99%18.31%1.70%-9.96%-5.20%1.25%-2.61%
CEF
Sprott Physical Gold and Silver Trust
5.55%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%18.78%

Returns By Period

In the year-to-date period, TBX achieves a 1.57% return, which is significantly lower than CEF's 5.55% return. Over the past 10 years, TBX has underperformed CEF with an annualized return of 1.73%, while CEF has yielded a comparatively higher 15.18% annualized return.


TBX

1D
0.08%
1M
2.27%
YTD
1.57%
6M
2.49%
1Y
4.06%
3Y*
5.11%
5Y*
5.34%
10Y*
1.73%

CEF

1D
1.30%
1M
-13.66%
YTD
5.55%
6M
30.90%
1Y
71.30%
3Y*
36.73%
5Y*
22.27%
10Y*
15.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TBX vs. CEF - Expense Ratio Comparison

TBX has a 0.95% expense ratio, which is higher than CEF's 0.48% expense ratio.


Return for Risk

TBX vs. CEF — Risk / Return Rank

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

TBX
TBX Risk / Return Rank: 2323
Overall Rank
TBX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBX Omega Ratio Rank: 2626
Omega Ratio Rank
TBX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TBX Martin Ratio Rank: 1616
Martin Ratio Rank

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8585
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8888
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. CEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and Sprott Physical Gold and Silver Trust (CEF). 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.


TBXCEFDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.92

-1.44

Sortino ratio

Return per unit of downside risk

0.75

2.19

-1.44

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.43

2.62

-2.19

Martin ratio

Return relative to average drawdown

0.60

9.59

-8.99

TBX vs. CEF - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.48, which is lower than the CEF Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of TBX and CEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TBXCEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.92

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.94

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.71

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.23

-0.40

Correlation

The correlation between TBX and CEF is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TBX vs. CEF - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 3.09%, while CEF has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TBX
ProShares Short 7-10 Year Treasury
3.09%3.45%6.58%4.07%0.40%0.00%0.10%1.53%0.72%0.00%0.00%0.00%
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%

Drawdowns

TBX vs. CEF - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, smaller than the maximum CEF drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for TBX and CEF.


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Drawdown Indicators


TBXCEFDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-62.29%

+21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-26.77%

+20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-26.77%

+19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-29.10%

+9.64%

Current Drawdown

Current decline from peak

-18.30%

-18.36%

+0.06%

Average Drawdown

Average peak-to-trough decline

-26.74%

-27.38%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

7.31%

-2.47%

Volatility

TBX vs. CEF - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.92%, while Sprott Physical Gold and Silver Trust (CEF) has a volatility of 13.56%. This indicates that TBX experiences smaller price fluctuations and is considered to be less risky than CEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

13.56%

-11.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

35.38%

-32.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.65%

37.38%

-28.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

23.78%

-15.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.14%

21.58%

-14.44%