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TTT vs. TSYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTT vs. TSYW - Performance Comparison

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

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTT vs. TSYW - Yearly Performance Comparison


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

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

TTT
TTT Risk / Return Rank: 66
Overall Rank
TTT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 66
Sortino Ratio Rank
TTT Omega Ratio Rank: 66
Omega Ratio Rank
TTT Calmar Ratio Rank: 66
Calmar Ratio Rank
TTT Martin Ratio Rank: 66
Martin Ratio Rank

TSYW
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


TTTTSYWDifference

Sharpe ratio

Return per unit of total volatility

-0.23

Sortino ratio

Return per unit of downside risk

-0.13

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.31

Martin ratio

Return relative to average drawdown

-0.58

TTT vs. TSYW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TTTTSYWDifference

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


TTTTSYWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-78.28%

-6.51%

-71.77%

Average Drawdown

Average peak-to-trough decline

-70.36%

-3.99%

-66.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.13%

Volatility

TTT vs. TSYW - Volatility Comparison


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Volatility by Period


TTTTSYWDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for TTT and TSYW

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