TSYW vs. TTT
TSYW (Roundhill Treasury Bond WeeklyPay ETF) and TTT (UltraPro Short 20+ Year Treasury) are both Leveraged Bonds funds. TSYW is actively managed, while TTT is passively managed. Their -0.98 correlation means they have often moved in opposite directions in the past. TSYW charges 0.99%/yr vs 0.95%/yr for TTT.
Performance
TSYW vs. TTT - Performance Comparison
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Returns By Period
In the year-to-date period, TSYW achieves a -6.14% return, which is significantly lower than TTT's 14.61% return.
TSYW
- 1D
- 0.51%
- 1M
- -4.54%
- 6M
- -5.55%
- YTD
- -6.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TTT
- 1D
- -1.35%
- 1M
- 12.28%
- 6M
- 12.85%
- YTD
- 14.61%
- 1Y
- 15.04%
- 3Y*
- 8.04%
- 5Y*
- 26.13%
- 10Y*
- 1.25%
- ALL TIME*
- -8.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $78.34K | $62.08K | $169.00K | |
| $391.40K | $306.17K | $378.20K |
TSYW vs. TTT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | -6.14% | -3.37% |
TTT UltraPro Short 20+ Year Treasury | 14.61% | 9.52% |
Correlation
The correlation between TSYW and TTT is -0.98, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | -0.98 |
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Return for Risk
TSYW vs. TTT — Risk / Return Rank
TSYW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TTT
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.
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.
| TSYW | TTT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.11 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.77 | — |
| Martin ratioReturn relative to average drawdown | — | 1.54 | — |
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Drawdowns
TSYW vs. TTT - Drawdown Comparison
The maximum TSYW drawdown since its inception was -10.78%, 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
| TSYW | TTT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.78% | -94.00% | +83.22% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.51% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -49.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.76% | — |
Current DrawdownCurrent decline from peak | -10.33% | -75.96% | +65.63% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -70.43% | +65.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.76% | — |
Volatility
TSYW vs. TTT - Volatility Comparison
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Volatility by Period
| TSYW | TTT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.37% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 27.56% | -16.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.83% | 46.79% | -35.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.83% | 43.17% | -32.34% |
TSYW vs. TTT - Expense Ratio Comparison
TSYW has a 0.99% expense ratio, which is higher than TTT's 0.95% expense ratio.
Dividends
TSYW vs. TTT - Dividend Comparison
TSYW's dividend yield for the trailing twelve months is around 9.98%, more than TTT's 8.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 9.98% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTT UltraPro Short 20+ Year Treasury | 8.46% | 9.87% | 4.86% | 12.15% | 0.34% | 0.00% | 0.29% | 1.88% | 0.44% |
Frequently Asked Questions
TSYW and TTT have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TTT is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TTT is cheaper with a 0.95% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 9.98%, compared with 8.46% for TTT.
They also come from different issuers: Roundhill and ProShares. Their fees differ too: 0.99% for TSYW and 0.95% for TTT.
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