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TBX vs. TBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBX vs. TBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and ProShares UltraShort 20+ Year Treasury (TBT). 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 TBT's 1.05% return. Over the past 10 years, TBX has underperformed TBT with an annualized return of 2.09%, while TBT has yielded a comparatively higher 2.32% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBX vs. TBT - 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%
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%

Correlation

The correlation between TBX and TBT is 0.89, 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

0.89

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

0.86

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

0.88

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

0.87

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

0.83

The correlation between TBX and TBT has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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Return for Risk

TBX vs. TBT — 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

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
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. TBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and ProShares UltraShort 20+ Year Treasury (TBT). 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.


TBXTBTDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.11

1.01

+0.10

Calmar ratioReturn relative to maximum drawdown

0.96

-0.05

+1.01

Martin ratioReturn relative to average drawdown

1.92

-0.10

+2.02

TBX vs. TBT - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.62, which is higher than the TBT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of TBX and TBT, 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. TBT - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, smaller than the maximum TBT drawdown of -94.99%. Use the drawdown chart below to compare losses from any high point for TBX and TBT.


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Drawdown Indicators


TBXTBTDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-94.99%

+53.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-14.89%

+11.81%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-33.83%

+26.06%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-33.83%

+26.06%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-65.09%

+45.63%

Current Drawdown

Current decline from peak

-17.00%

-85.92%

+68.92%

Average Drawdown

Average peak-to-trough decline

-26.60%

-77.34%

+50.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

7.55%

-6.02%

Volatility

TBX vs. TBT - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.42%, while ProShares UltraShort 20+ Year Treasury (TBT) has a volatility of 4.53%. This indicates that TBX experiences smaller price fluctuations and is considered to be less risky than TBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXTBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

4.53%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

13.49%

-9.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

19.19%

-14.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

31.32%

-22.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.13%

28.75%

-21.62%

TBX vs. TBT - Expense Ratio Comparison

TBX has a 0.95% expense ratio, which is higher than TBT's 0.93% expense ratio.


Dividends

TBX vs. TBT - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 3.04%, more than TBT's 2.95% 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%
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%

Frequently Asked Questions


TBX and TBT have a correlation of 0.89, 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 TBX (1.42%). In terms of maximum drawdown, TBX dropped -41.04% vs TBT's -94.99%.

On 10-year performance, TBT leads with 2.32% vs 2.09% for TBX. On fees, TBT is cheaper at 0.93% per year. On volatility, TBX has been the lower-risk option at 1.42%. 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 2.09%. 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 TBX.

TBX has the higher dividend yield at 3.04%, compared with 2.95% for TBT.

TBX tracks ICE BofA US Treasury (7-10 Y) (-100%), while TBT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.95% for TBX and 0.93% for TBT.

TBX currently has the higher Sharpe Ratio (0.62 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 TBX and TBT

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