TTT vs. LDSF
TTT (UltraPro Short 20+ Year Treasury) and LDSF (First Trust Low Duration Strategic Focus ETF) are both exchange-traded funds - TTT is a Leveraged Bonds fund tracking the Barclays Capital U.S. 20+ Year Treasury Index (-300%), while LDSF is a Short-Term Bond fund actively managed by First Trust. TTT is passively managed, while LDSF is actively managed. Over the past 5 years, TTT returned 23.84%/yr vs 2.53%/yr for LDSF. Their -0.41 correlation means they have often moved in opposite directions in the past. TTT charges 0.95%/yr vs 0.87%/yr for LDSF.
Performance
TTT vs. LDSF - Performance Comparison
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Returns By Period
In the year-to-date period, TTT achieves a 11.45% return, which is significantly higher than LDSF's 1.29% return.
TTT
- 1D
- -0.57%
- 1M
- 8.35%
- 6M
- 9.56%
- YTD
- 11.45%
- 1Y
- 13.80%
- 3Y*
- 7.03%
- 5Y*
- 23.84%
- 10Y*
- 0.97%
- ALL TIME*
- -9.15%
LDSF
- 1D
- 0.05%
- 1M
- 0.21%
- 6M
- 0.96%
- YTD
- 1.29%
- 1Y
- 3.96%
- 3Y*
- 5.38%
- 5Y*
- 2.53%
- 10Y*
- —
- ALL TIME*
- 2.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $422.02K | $367.43K | $432.60K | |
| $397.84K | $276.74K | $376.63K |
TTT vs. LDSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 11.45% | -7.89% | 38.07% | -11.25% | 150.17% | 2.55% | -54.12% | -33.21% |
LDSF First Trust Low Duration Strategic Focus ETF | 1.29% | 6.82% | 4.20% | 6.53% | -5.47% | -0.28% | 2.48% | 4.52% |
Correlation
The correlation between TTT and LDSF is -0.70, 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. | -0.70 |
Correlation (3Y) Balances recent behavior with more history. | -0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2019 | -0.41 |
Over the past year, the inverse relationship between TTT and LDSF has strengthened: their correlation has moved from -0.41 to -0.70, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
TTT vs. LDSF — Risk / Return Rank
TTT
LDSF
TTT vs. LDSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and First Trust Low Duration Strategic Focus ETF (LDSF). 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.
| TTT | LDSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.38 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.28 | -1.57 |
| Martin ratioReturn relative to average drawdown | 1.42 | 9.54 | -8.13 |
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Drawdowns
TTT vs. LDSF - Drawdown Comparison
The maximum TTT drawdown since its inception was -94.00%, which is greater than LDSF's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for TTT and LDSF.
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Drawdown Indicators
| TTT | LDSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.00% | -8.56% | -85.44% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -1.74% | -17.77% |
Max Drawdown (3Y)Largest decline over 3 years | -49.69% | -1.74% | -47.95% |
Max Drawdown (5Y)Largest decline over 5 years | -49.69% | -7.83% | -41.86% |
Max Drawdown (10Y)Largest decline over 10 years | -81.76% | — | — |
Current DrawdownCurrent decline from peak | -76.63% | 0.00% | -76.63% |
Average DrawdownAverage peak-to-trough decline | -70.43% | -1.43% | -69.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 0.42% | +9.35% |
Volatility
TTT vs. LDSF - Volatility Comparison
UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 7.49% compared to First Trust Low Duration Strategic Focus ETF (LDSF) at 0.57%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than LDSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTT | LDSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 0.57% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 1.79% | +18.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.60% | 2.07% | +25.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.80% | 3.09% | +43.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.16% | 3.16% | +40.00% |
TTT vs. LDSF - Expense Ratio Comparison
TTT has a 0.95% expense ratio, which is higher than LDSF's 0.87% expense ratio.
Dividends
TTT vs. LDSF - Dividend Comparison
TTT's dividend yield for the trailing twelve months is around 8.70%, more than LDSF's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LDSF First Trust Low Duration Strategic Focus ETF | 4.66% | 4.52% | 4.53% | 4.08% | 2.61% | 1.97% | 2.65% | 3.06% | 0.00% |
TTT UltraPro Short 20+ Year Treasury | 8.70% | 9.87% | 4.86% | 12.15% | 0.34% | 0.00% | 0.29% | 1.88% | 0.44% |
Frequently Asked Questions
TTT and LDSF have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTT has higher volatility (7.49%) compared to LDSF (0.57%). In terms of maximum drawdown, TTT dropped -94.00% vs LDSF's -8.56%.
On 5-year performance, TTT leads with 23.84% vs 2.53% for LDSF. On fees, LDSF is cheaper at 0.87% per year. On volatility, LDSF has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, TTT has performed better with a 23.84% return vs 2.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDSF is cheaper with a 0.87% expense ratio, compared with 0.95% for TTT.
TTT has the higher dividend yield at 8.70%, compared with 4.66% for LDSF.
TTT is categorized as Leveraged Bonds, while LDSF is Short-Term Bond. They also come from different issuers: ProShares and First Trust. Their fees differ too: 0.95% for TTT and 0.87% for LDSF.
LDSF currently has the higher Sharpe Ratio (1.92 vs 0.50), 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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