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. At a correlation of -0.97, they often move in opposite directions. 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 3.59% return, which is significantly higher than TSYW's -2.14% return.
TTT
- 1D
- 1.04%
- 1M
- -1.77%
- YTD
- 3.59%
- 6M
- 10.09%
- 1Y
- -6.82%
- 3Y*
- 9.99%
- 5Y*
- 17.30%
- 10Y*
- -1.20%
TSYW
- 1D
- -0.50%
- 1M
- 0.63%
- YTD
- -2.14%
- 6M
- -4.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TTT vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 3.59% | 7.05% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -2.14% | -2.56% |
Correlation
The correlation between TTT and TSYW is -0.97, 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 (All Time) Calculated using the full available price history since Nov 14, 2025 | -0.97 |
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Return for Risk
TTT vs. TSYW — Risk / Return Rank
TTT
TSYW
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.
| TTT | TSYW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.23 | — | — |
Sortino ratioReturn per unit of downside risk | -0.13 | — | — |
Omega ratioGain probability vs. loss probability | 0.98 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.31 | — | — |
Martin ratioReturn relative to average drawdown | -0.58 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TTT | TSYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | -0.78 | +0.55 |
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 -9.79%. 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% | -9.79% | -84.21% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | — | — |
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 | -78.28% | -6.51% | -71.77% |
Average DrawdownAverage peak-to-trough decline | -70.36% | -3.99% | -66.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.13% | — | — |
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 | 8.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.26% | 10.78% | +18.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.18% | 10.78% | +36.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.38% | 10.78% | +32.60% |
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 9.34%, more than TSYW's 7.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 7.44% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTT UltraPro Short 20+ Year Treasury | 9.34% | 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 -0.97, 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.
TTT has the higher dividend yield at 9.34%, compared with 7.44% for TSYW.
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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