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TTT vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTT and TLT is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

TTT vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-77.53%
9.81%
TTT
TLT

Key characteristics

Sharpe Ratio

TTT:

-0.17

TLT:

0.28

Sortino Ratio

TTT:

0.06

TLT:

0.48

Omega Ratio

TTT:

1.01

TLT:

1.06

Calmar Ratio

TTT:

-0.09

TLT:

0.09

Martin Ratio

TTT:

-0.38

TLT:

0.53

Ulcer Index

TTT:

19.05%

TLT:

7.52%

Daily Std Dev

TTT:

43.09%

TLT:

14.42%

Max Drawdown

TTT:

-94.00%

TLT:

-48.35%

Current Drawdown

TTT:

-79.23%

TLT:

-41.08%

Returns By Period

In the year-to-date period, TTT achieves a -8.76% return, which is significantly lower than TLT's 2.84% return. Over the past 10 years, TTT has underperformed TLT with an annualized return of -5.64%, while TLT has yielded a comparatively higher -0.90% annualized return.


TTT

YTD

-8.76%

1M

-1.35%

6M

5.91%

1Y

-9.75%

5Y*

25.20%

10Y*

-5.64%

TLT

YTD

2.84%

1M

0.34%

6M

-1.48%

1Y

4.94%

5Y*

-9.56%

10Y*

-0.90%

*Annualized

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TTT vs. TLT - Expense Ratio Comparison

TTT has a 0.95% expense ratio, which is higher than TLT's 0.15% expense ratio.


Expense ratio chart for TTT: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TTT: 0.95%
Expense ratio chart for TLT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLT: 0.15%

Risk-Adjusted Performance

TTT vs. TLT — Risk-Adjusted Performance Rank

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

TTT
The Risk-Adjusted Performance Rank of TTT is 1616
Overall Rank
The Sharpe Ratio Rank of TTT is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of TTT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TTT is 1818
Omega Ratio Rank
The Calmar Ratio Rank of TTT is 1515
Calmar Ratio Rank
The Martin Ratio Rank of TTT is 1414
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 3737
Overall Rank
The Sharpe Ratio Rank of TLT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTT vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


The chart of Sharpe ratio for TTT, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.00
TTT: -0.17
TLT: 0.28
The chart of Sortino ratio for TTT, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
TTT: 0.06
TLT: 0.48
The chart of Omega ratio for TTT, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
TTT: 1.01
TLT: 1.06
The chart of Calmar ratio for TTT, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
TTT: -0.09
TLT: 0.09
The chart of Martin ratio for TTT, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
TTT: -0.38
TLT: 0.53

The current TTT Sharpe Ratio is -0.17, which is lower than the TLT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TTT and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.17
0.28
TTT
TLT

Dividends

TTT vs. TLT - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 6.04%, more than TLT's 4.24% yield.


TTM20242023202220212020201920182017201620152014
TTT
UltraPro Short 20+ Year Treasury
6.04%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.24%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

TTT vs. TLT - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for TTT and TLT. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-79.23%
-41.08%
TTT
TLT

Volatility

TTT vs. TLT - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 17.39% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 6.00%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.39%
6.00%
TTT
TLT