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TSYW vs. TTT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYW vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Treasury Bond WeeklyPay ETF (TSYW) and UltraPro Short 20+ Year Treasury (TTT). The values are adjusted to include any dividend payments, if applicable.

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TSYW vs. TTT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSYW achieves a -0.81% return, which is significantly lower than TTT's 1.05% return.


TSYW

1D
0.04%
1M
-5.24%
YTD
-0.81%
6M
1Y
3Y*
5Y*
10Y*

TTT

1D
0.49%
1M
14.15%
YTD
1.05%
6M
6.63%
1Y
7.37%
3Y*
12.83%
5Y*
15.07%
10Y*
-2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYW vs. TTT - Expense Ratio Comparison

TSYW has a 0.99% expense ratio, which is higher than TTT's 0.95% expense ratio.


Return for Risk

TSYW vs. TTT — Risk / Return Rank

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

TSYW

TTT
TTT Risk / Return Rank: 1818
Overall Rank
TTT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 2222
Sortino Ratio Rank
TTT Omega Ratio Rank: 1919
Omega Ratio Rank
TTT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TTT Martin Ratio Rank: 1515
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.

TSYW vs. TTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and UltraPro Short 20+ Year Treasury (TTT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSYW vs. TTT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWTTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

-0.24

-0.56

Correlation

The correlation between TSYW and TTT is -0.97. 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

TSYW vs. TTT - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 4.88%, less than TTT's 9.57% yield.


TTM20252024202320222021202020192018
TSYW
Roundhill Treasury Bond WeeklyPay ETF
4.88%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTT
UltraPro Short 20+ Year Treasury
9.57%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%

Drawdowns

TSYW vs. TTT - Drawdown Comparison

The maximum TSYW drawdown since its inception was -6.69%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for TSYW and TTT.


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Drawdown Indicators


TSYWTTTDifference

Max Drawdown

Largest peak-to-trough decline

-6.69%

-94.00%

+87.31%

Max Drawdown (1Y)

Largest decline over 1 year

-25.97%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

Current Drawdown

Current decline from peak

-5.24%

-78.81%

+73.57%

Average Drawdown

Average peak-to-trough decline

-2.94%

-70.26%

+67.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.07%

Volatility

TSYW vs. TTT - Volatility Comparison


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Volatility by Period


TSYWTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

34.37%

-23.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.16%

47.26%

-36.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.16%

43.47%

-32.31%