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 0.59% return, which is significantly higher than TSYW's -1.07% 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%
TSYW
- 1D
- 0.18%
- 1M
- 2.49%
- YTD
- -1.07%
- 6M
- -1.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TTT vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTT UltraPro Short 20+ Year Treasury | 0.59% | 9.52% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -1.07% | -3.37% |
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 13, 2025 | -0.97 |
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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 | 1.00 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | — | — |
| Martin ratioReturn relative to average drawdown | -0.34 | — | — |
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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 -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 | -78.91% | -5.48% | -73.43% |
Average DrawdownAverage peak-to-trough decline | -70.37% | -4.18% | -66.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.89% | — | — |
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 | 6.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.33% | 10.73% | +17.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.02% | 10.73% | +36.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.32% | 10.73% | +32.59% |
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 9.61%, more than TSYW's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 8.18% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTT UltraPro Short 20+ Year Treasury | 9.61% | 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 9.61%, compared with 8.18% 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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