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TTT vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTT vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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 TYD's -7.02% return. Over the past 10 years, TTT has outperformed TYD with an annualized return of -0.85%, while TYD has yielded a comparatively lower -5.34% annualized 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%

TYD

1D
-0.47%
1M
0.30%
YTD
-7.02%
6M
-7.06%
1Y
-2.87%
3Y*
-4.91%
5Y*
-13.23%
10Y*
-5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTT vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
0.59%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-7.02%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between TTT and TYD is -0.88, 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 (1Y)
Calculated over the trailing 1-year period

-0.88

Correlation (3Y)
Calculated over the trailing 3-year period

-0.92

Correlation (5Y)
Calculated over the trailing 5-year period

-0.92

Correlation (10Y)
Calculated over the trailing 10-year period

-0.85

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2012

-0.81

The correlation between TTT and TYD shifts across timeframes, from -0.92 (3 years) to -0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TTT vs. TYD — 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

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 66
Sortino Ratio Rank
TYD Omega Ratio Rank: 66
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 66
Martin Ratio Rank
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. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


TTTTYDDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.00

0.98

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.21

+0.03

Martin ratioReturn relative to average drawdown

-0.34

-0.52

+0.18

TTT vs. TYD - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is -0.14, which is higher than the TYD Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of TTT and TYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TTT vs. TYD - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for TTT and TYD.


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Drawdown Indicators


TTTTYDDifference

Max Drawdown

Largest peak-to-trough decline

-94.00%

-64.28%

-29.72%

Max Drawdown (1Y)

Largest decline over 1 year

-22.18%

-13.54%

-8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-49.69%

-24.62%

-25.07%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

-59.84%

+10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

-64.28%

-17.48%

Current Drawdown

Current decline from peak

-78.91%

-59.59%

-19.32%

Average Drawdown

Average peak-to-trough decline

-70.37%

-22.05%

-48.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.89%

5.54%

+6.35%

Volatility

TTT vs. TYD - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 6.36% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.04%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTTTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

4.04%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.77%

9.96%

+9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

28.33%

13.85%

+14.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.02%

22.98%

+24.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.32%

20.33%

+22.99%

TTT vs. TYD - Expense Ratio Comparison

TTT has a 0.95% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

TTT vs. TYD - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 9.61%, more than TYD's 3.26% yield.


PositionTTM20252024202320222021202020192018201720162015
TTT
UltraPro Short 20+ Year Treasury
9.61%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


TTT and TYD have a correlation of -0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTT has higher volatility (6.36%) compared to TYD (4.04%). In terms of maximum drawdown, TTT dropped -94.00% vs TYD's -64.28%.

On 10-year performance, TTT leads with -0.85% vs -5.34% for TYD. On fees, TTT is cheaper at 0.95% per year. On volatility, TYD has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TTT has performed better with a -0.85% return vs -5.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TTT is cheaper with a 0.95% expense ratio, compared with 1.09% for TYD.

TTT has the higher dividend yield at 9.61%, compared with 3.26% for TYD.

TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for TTT and 1.09% for TYD.

TTT currently has the higher Sharpe Ratio (-0.14 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TTT and TYD

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