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TSYW vs. UBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYW vs. UBT - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSYW achieves a -2.14% return, which is significantly higher than UBT's -2.69% return.


TSYW

1D
-0.50%
1M
0.63%
YTD
-2.14%
6M
-4.49%
1Y
3Y*
5Y*
10Y*

UBT

1D
-0.74%
1M
1.08%
YTD
-2.69%
6M
-6.59%
1Y
4.39%
3Y*
-10.32%
5Y*
-17.99%
10Y*
-8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYW vs. UBT - Yearly Performance Comparison


Correlation

The correlation between TSYW and UBT is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.96

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Return for Risk

TSYW vs. UBT — Risk / Return Rank

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

TSYW

UBT
UBT Risk / Return Rank: 1111
Overall Rank
UBT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 1111
Sortino Ratio Rank
UBT Omega Ratio Rank: 1111
Omega Ratio Rank
UBT Calmar Ratio Rank: 1212
Calmar Ratio Rank
UBT Martin Ratio Rank: 1111
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. UBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and ProShares Ultra 20+ Year Treasury (UBT). 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. UBT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWUBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

0.02

-0.80

Drawdowns

TSYW vs. UBT - Drawdown Comparison

The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum UBT drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for TSYW and UBT.


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Drawdown Indicators


TSYWUBTDifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-78.90%

+69.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

Max Drawdown (3Y)

Largest decline over 3 years

-36.62%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

Current Drawdown

Current decline from peak

-6.51%

-76.66%

+70.15%

Average Drawdown

Average peak-to-trough decline

-3.99%

-32.30%

+28.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.01%

Volatility

TSYW vs. UBT - Volatility Comparison


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Volatility by Period


TSYWUBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

19.41%

-8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

31.33%

-20.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

29.31%

-18.53%

TSYW vs. UBT - Expense Ratio Comparison

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


Dividends

TSYW vs. UBT - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 7.44%, more than UBT's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
TSYW
Roundhill Treasury Bond WeeklyPay ETF
7.44%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.99%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%

Frequently Asked Questions


With a correlation of 0.96, TSYW and UBT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UBT is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBT is cheaper with a 0.95% expense ratio, compared with 0.99% for TSYW.

TSYW has the higher dividend yield at 7.44%, compared with 3.99% for UBT.

They also come from different issuers: Roundhill and ProShares. Their fees differ too: 0.99% for TSYW and 0.95% for UBT.

Portfolio Optimizer

Find the right allocation for TSYW and UBT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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