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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 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*
*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 13, 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: 77
Overall Rank
TTT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 77
Sortino Ratio Rank
TTT Omega Ratio Rank: 77
Omega Ratio Rank
TTT Calmar Ratio Rank: 77
Calmar Ratio Rank
TTT Martin Ratio Rank: 77
Martin Ratio Rank

TSYW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.


TTTTSYWDifference
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

TTT vs. TSYW - Sharpe Ratio Comparison


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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


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

-78.91%

-5.48%

-73.43%

Average Drawdown

Average peak-to-trough decline

-70.37%

-4.18%

-66.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.89%

Volatility

TTT vs. TSYW - Volatility Comparison


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Volatility by Period


TTTTSYWDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

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.

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