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 -0.98, they often move in opposite directions. TTT charges 0.95%/yr vs 0.99%/yr for TSYW.
Performance
TTT vs. TSYW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TTT achieves a 8.27% return, which is significantly higher than TSYW's -3.83% return.
TTT
- 1D
- 1.71%
- 1M
- 5.70%
- 6M
- 9.78%
- YTD
- 8.27%
- 1Y
- 0.44%
- 3Y*
- 10.81%
- 5Y*
- 22.32%
- 10Y*
- 0.71%
TSYW
- 1D
- -0.61%
- 1M
- -2.14%
- 6M
- -4.15%
- YTD
- -3.83%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TTT vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 8.27% | 9.52% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -3.83% | -3.37% |
Correlation
The correlation between TTT and TSYW is -0.98, 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 13, 2025 | -0.98 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | — | — |
| Martin ratioReturn relative to average drawdown | 0.04 | — | — |
Loading charts...
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.
Loading charts...
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 | -77.29% | -8.12% | -69.17% |
Average DrawdownAverage peak-to-trough decline | -70.40% | -4.32% | -66.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.12% | — | — |
Volatility
TTT vs. TSYW - Volatility Comparison
Loading charts...
Volatility by Period
| TTT | TSYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.99% | 10.89% | +17.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.97% | 10.89% | +36.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.18% | 10.89% | +32.29% |
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 8.96%, less than TSYW's 9.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 9.12% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTT UltraPro Short 20+ Year Treasury | 8.96% | 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 9.12%, compared with 8.96% for TTT.
They also come from different issuers: ProShares and Roundhill. Their fees differ too: 0.95% for TTT and 0.99% for TSYW.
Find the right allocation for TTT and TSYW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer