TTT vs. SKOR
TTT (UltraPro Short 20+ Year Treasury) and SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) are both exchange-traded funds - TTT is a Leveraged Bonds fund tracking the Barclays Capital U.S. 20+ Year Treasury Index (-300%), while SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index. Both are passively managed. Over the past 10 years, TTT returned -0.85%/yr vs 2.82%/yr for SKOR. At a correlation of -0.61, they often move in opposite directions. TTT charges 0.95%/yr vs 0.22%/yr for SKOR.
Performance
TTT vs. SKOR - Performance Comparison
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Returns By Period
In the year-to-date period, TTT achieves a 0.59% return, which is significantly higher than SKOR's 0.45% return. Over the past 10 years, TTT has underperformed SKOR with an annualized return of -0.85%, while SKOR has yielded a comparatively higher 2.82% annualized return.
TTT
- 1D
- -0.36%
- 1M
- -6.09%
- YTD
- 0.59%
- 6M
- 2.13%
- 1Y
- -4.00%
- 3Y*
- 10.12%
- 5Y*
- 18.57%
- 10Y*
- -0.85%
SKOR
- 1D
- 0.09%
- 1M
- 0.48%
- YTD
- 0.45%
- 6M
- 0.66%
- 1Y
- 4.54%
- 3Y*
- 5.99%
- 5Y*
- 1.78%
- 10Y*
- 2.82%
TTT vs. SKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 0.59% | -7.89% | 38.07% | -11.25% | 150.17% | 2.55% | -54.12% | -34.88% | 6.34% | -25.87% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.45% | 7.99% | 4.42% | 7.64% | -9.88% | -1.40% | 8.84% | 10.69% | -1.25% | 4.38% |
Correlation
The correlation between TTT and SKOR is -0.80, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014 | -0.61 |
The correlation between TTT and SKOR shifts across timeframes, from -0.82 (3 years) to -0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TTT vs. SKOR — Risk / Return Rank
TTT
SKOR
TTT vs. SKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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 | SKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.18 | -2.36 |
| Martin ratioReturn relative to average drawdown | -0.34 | 7.51 | -7.85 |
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Drawdowns
TTT vs. SKOR - Drawdown Comparison
The maximum TTT drawdown since its inception was -94.00%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for TTT and SKOR.
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Drawdown Indicators
| TTT | SKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.00% | -15.98% | -78.02% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -2.09% | -20.09% |
Max Drawdown (3Y)Largest decline over 3 years | -49.69% | -3.11% | -46.58% |
Max Drawdown (5Y)Largest decline over 5 years | -49.69% | -15.13% | -34.56% |
Max Drawdown (10Y)Largest decline over 10 years | -81.76% | -15.98% | -65.78% |
Current DrawdownCurrent decline from peak | -78.91% | -0.67% | -78.24% |
Average DrawdownAverage peak-to-trough decline | -70.37% | -2.64% | -67.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.89% | 0.61% | +11.28% |
Volatility
TTT vs. SKOR - Volatility Comparison
UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 6.36% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.84%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTT | SKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 0.84% | +5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 19.77% | 2.07% | +17.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.33% | 2.72% | +25.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.02% | 4.43% | +42.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.32% | 4.90% | +38.42% |
TTT vs. SKOR - Expense Ratio Comparison
TTT has a 0.95% expense ratio, which is higher than SKOR's 0.22% expense ratio.
Dividends
TTT vs. SKOR - Dividend Comparison
TTT's dividend yield for the trailing twelve months is around 9.61%, more than SKOR's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.66% | 4.70% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% |
TTT UltraPro Short 20+ Year Treasury | 9.61% | 9.87% | 4.86% | 12.15% | 0.34% | 0.00% | 0.29% | 1.88% | 0.44% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTT and SKOR have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTT has higher volatility (6.36%) compared to SKOR (0.84%). In terms of maximum drawdown, TTT dropped -94.00% vs SKOR's -15.98%.
On 10-year performance, SKOR leads with 2.82% vs -0.85% for TTT. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SKOR has performed better with a 2.82% return vs -0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SKOR is cheaper with a 0.22% expense ratio, compared with 0.95% for TTT.
TTT has the higher dividend yield at 9.61%, compared with 4.66% for SKOR.
TTT is categorized as Leveraged Bonds, while SKOR is Corporate Bonds. TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%), while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: ProShares and Northern Trust. Their fees differ too: 0.95% for TTT and 0.22% for SKOR.
SKOR currently has the higher Sharpe Ratio (1.68 vs -0.14), 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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