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TSYW vs. UST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYW vs. UST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Treasury Bond WeeklyPay ETF (TSYW) and ProShares Ultra 7-10 Year Treasury (UST). The values are adjusted to include any dividend payments, if applicable.

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TSYW vs. UST - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSYW achieves a -0.81% return, which is significantly higher than UST's -1.20% return.


TSYW

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

UST

1D
0.28%
1M
-4.94%
YTD
-1.20%
6M
-0.56%
1Y
3.14%
3Y*
-1.11%
5Y*
-5.94%
10Y*
-1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYW vs. UST - Expense Ratio Comparison

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


Return for Risk

TSYW vs. UST — Risk / Return Rank

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

TSYW

UST
UST Risk / Return Rank: 2020
Overall Rank
UST Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UST Sortino Ratio Rank: 1919
Sortino Ratio Rank
UST Omega Ratio Rank: 1818
Omega Ratio Rank
UST Calmar Ratio Rank: 2323
Calmar Ratio Rank
UST Martin Ratio Rank: 2020
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. UST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and ProShares Ultra 7-10 Year Treasury (UST). 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. UST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

0.20

-1.00

Correlation

The correlation between TSYW and UST is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSYW vs. UST - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 4.88%, more than UST's 3.43% yield.


TTM20252024202320222021202020192018201720162015
TSYW
Roundhill Treasury Bond WeeklyPay ETF
4.88%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UST
ProShares Ultra 7-10 Year Treasury
3.43%3.65%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%

Drawdowns

TSYW vs. UST - Drawdown Comparison

The maximum TSYW drawdown since its inception was -6.69%, smaller than the maximum UST drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for TSYW and UST.


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Drawdown Indicators


TSYWUSTDifference

Max Drawdown

Largest peak-to-trough decline

-6.69%

-47.99%

+41.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

Current Drawdown

Current decline from peak

-5.24%

-37.26%

+32.02%

Average Drawdown

Average peak-to-trough decline

-2.94%

-14.88%

+11.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

Volatility

TSYW vs. UST - Volatility Comparison


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Volatility by Period


TSYWUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

11.29%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.16%

15.46%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.16%

13.19%

-2.03%