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TTT vs. AGGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTT vs. AGGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and Astoria Dynamic Core US Fixed Income ETF (AGGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTT achieves a 16.17% return, which is significantly higher than AGGA's 0.39% return.


TTT

1D
2.51%
1M
13.81%
6M
14.99%
YTD
16.17%
1Y
16.61%
3Y*
10.12%
5Y*
25.60%
10Y*
1.47%
ALL TIME*
-8.89%

AGGA

1D
-0.28%
1M
-0.79%
6M
0.07%
YTD
0.39%
1Y
2.58%
3Y*
5Y*
10Y*
ALL TIME*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$225.36K$302.31K$395.65K
$399.02K$307.25K$386.76K

TTT vs. AGGA - Yearly Performance Comparison


Correlation

The correlation between TTT and AGGA is -0.79, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.79

Correlation (All Time)
Calculated using the full available price history since May 1, 2025

-0.80

The correlation between TTT and AGGA has been stable across timeframes, ranging from -0.80 to -0.79 - a consistent structural relationship.

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Return for Risk

TTT vs. AGGA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TTT
TTT Risk / Return Rank: 2121
Overall Rank
TTT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 2222
Sortino Ratio Rank
TTT Omega Ratio Rank: 2121
Omega Ratio Rank
TTT Calmar Ratio Rank: 2222
Calmar Ratio Rank
TTT Martin Ratio Rank: 1919
Martin Ratio Rank

AGGA
AGGA Risk / Return Rank: 5858
Overall Rank
AGGA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AGGA Sortino Ratio Rank: 5959
Sortino Ratio Rank
AGGA Omega Ratio Rank: 5757
Omega Ratio Rank
AGGA Calmar Ratio Rank: 5757
Calmar Ratio Rank
AGGA Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TTT vs. AGGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and Astoria Dynamic Core US Fixed Income ETF (AGGA). 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.


TTTAGGADifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.09

1.25

-0.16

Calmar ratioReturn relative to maximum drawdown

0.62

2.03

-1.41

Martin ratioReturn relative to average drawdown

1.24

7.50

-6.26

TTT vs. AGGA - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is 0.44, which is lower than the AGGA Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TTT and AGGA, 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

TTT vs. AGGA - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than AGGA's maximum drawdown of -1.47%. Use the drawdown chart below to compare losses from any high point for TTT and AGGA.


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Drawdown Indicators


TTTAGGADifference

Max Drawdown

Largest peak-to-trough decline

-94.00%

-1.47%

-92.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.51%

-1.47%

-18.04%

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 Drawdown

Current decline from peak

-75.64%

-0.96%

-74.68%

Average Drawdown

Average peak-to-trough decline

-70.43%

-0.23%

-70.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

0.40%

+9.38%

Volatility

TTT vs. AGGA - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 7.13% compared to Astoria Dynamic Core US Fixed Income ETF (AGGA) at 0.65%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than AGGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTTAGGADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

0.65%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.38%

1.80%

+18.58%

Volatility (1Y)

Calculated over the trailing 1-year period

27.76%

2.17%

+25.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.79%

2.24%

+44.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.16%

2.24%

+40.92%

TTT vs. AGGA - Expense Ratio Comparison

TTT has a 0.95% expense ratio, which is higher than AGGA's 0.55% expense ratio.


Dividends

TTT vs. AGGA - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 8.35%, more than AGGA's 4.25% yield.


PositionTTM20252024202320222021202020192018
AGGA
Astoria Dynamic Core US Fixed Income ETF
4.25%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTT
UltraPro Short 20+ Year Treasury
8.35%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%

Frequently Asked Questions


TTT and AGGA have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTT has higher volatility (7.13%) compared to AGGA (0.65%). In terms of maximum drawdown, TTT dropped -94.00% vs AGGA's -1.47%.

On 1-year performance, TTT leads with 16.61% vs 2.58% for AGGA. On fees, AGGA is cheaper at 0.55% per year. On volatility, AGGA has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TTT has performed better with a 16.61% return vs 2.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGGA is cheaper with a 0.55% expense ratio, compared with 0.95% for TTT.

TTT has the higher dividend yield at 8.35%, compared with 4.25% for AGGA.

TTT is categorized as Leveraged Bonds, while AGGA is Multisector Bonds. They also come from different issuers: ProShares and Astoria. Their fees differ too: 0.95% for TTT and 0.55% for AGGA.

AGGA currently has the higher Sharpe Ratio (1.38 vs 0.44), 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.

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