TTT vs. TSYW
TTT (UltraPro Short 20+ Year Treasury) and TSYW (Roundhill Treasury Bond WeeklyPay ETF) are both Leveraged Bonds funds. TTT is passively managed, while TSYW is actively managed. Their -0.98 correlation means they have often moved in opposite directions in the past. TTT charges 0.95%/yr vs 0.99%/yr for TSYW.
Performance
TTT vs. TSYW - Performance Comparison
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Returns By Period
In the year-to-date period, TTT achieves a 16.17% return, which is significantly higher than TSYW's -6.61% 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%
TSYW
- 1D
- -0.98%
- 1M
- -5.03%
- 6M
- -6.35%
- YTD
- -6.61%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $73.88K | $61.46K | $167.51K | |
| $399.02K | $307.25K | $386.76K |
TTT vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 16.17% | 9.52% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -6.61% | -3.37% |
Correlation
The correlation between TTT and TSYW is -0.98, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | -0.98 |
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Return for Risk
TTT vs. TSYW — Risk / Return Rank
TTT
TSYW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TTT vs. TSYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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 | TSYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | — | — |
| Martin ratioReturn relative to average drawdown | 1.24 | — | — |
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Drawdowns
TTT vs. TSYW - Drawdown Comparison
The maximum TTT drawdown since its inception was -94.00%, which is greater than TSYW's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for TTT and TSYW.
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Drawdown Indicators
| TTT | TSYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.00% | -10.78% | -83.22% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | — | — |
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 DrawdownCurrent decline from peak | -75.64% | -10.78% | -64.86% |
Average DrawdownAverage peak-to-trough decline | -70.43% | -4.67% | -65.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | — | — |
Volatility
TTT vs. TSYW - Volatility Comparison
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Volatility by Period
| TTT | TSYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.76% | 10.84% | +16.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.79% | 10.84% | +35.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.16% | 10.84% | +32.32% |
TTT vs. TSYW - Expense Ratio Comparison
TTT has a 0.95% expense ratio, which is lower than TSYW's 0.99% expense ratio.
Dividends
TTT vs. TSYW - Dividend Comparison
TTT's dividend yield for the trailing twelve months is around 8.35%, less than TSYW's 9.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 9.84% | 1.63% | 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 TSYW have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TTT is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TTT is cheaper with a 0.95% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 9.84%, compared with 8.35% for TTT.
They also come from different issuers: ProShares and Roundhill. Their fees differ too: 0.95% for TTT and 0.99% for TSYW.
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