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TTT vs. UBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTT vs. UBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and ProShares Ultra 20+ Year Treasury (UBT). 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 8.27% return, which is significantly higher than UBT's -5.35% return. Over the past 10 years, TTT has outperformed UBT with an annualized return of 0.71%, while UBT has yielded a comparatively lower -9.26% annualized 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%

UBT

1D
-1.15%
1M
-3.39%
6M
-6.26%
YTD
-5.35%
1Y
-0.34%
3Y*
-10.62%
5Y*
-20.04%
10Y*
-9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTT vs. UBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
8.27%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%
UBT
ProShares Ultra 20+ Year Treasury
-5.35%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%

Correlation

The correlation between TTT and UBT 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 (1Y)
Calculated over the trailing 1-year period

-0.97

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

-0.98

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

-0.99

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

-0.99

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

-0.98

The correlation between TTT and UBT has been stable across timeframes, ranging from -0.99 to -0.97 - a consistent structural relationship.

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Return for Risk

TTT vs. UBT — Risk / Return Rank

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

TTT
TTT Risk / Return Rank: 1010
Overall Rank
TTT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TTT Omega Ratio Rank: 1010
Omega Ratio Rank
TTT Calmar Ratio Rank: 1010
Calmar Ratio Rank
TTT Martin Ratio Rank: 99
Martin Ratio Rank

UBT
UBT Risk / Return Rank: 99
Overall Rank
UBT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 99
Sortino Ratio Rank
UBT Omega Ratio Rank: 99
Omega Ratio Rank
UBT Calmar Ratio Rank: 99
Calmar Ratio Rank
UBT Martin Ratio Rank: 99
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. UBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and ProShares Ultra 20+ Year Treasury (UBT). 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.


TTTUBTDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.03

1.01

+0.01

Calmar ratioReturn relative to maximum drawdown

0.02

-0.02

+0.04

Martin ratioReturn relative to average drawdown

0.04

-0.04

+0.08

TTT vs. UBT - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is 0.02, which is higher than the UBT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of TTT and UBT, 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. UBT - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than UBT's maximum drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for TTT and UBT.


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Drawdown Indicators


TTTUBTDifference

Max Drawdown

Largest peak-to-trough decline

-94.00%

-78.90%

-15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-22.18%

-16.86%

-5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-49.69%

-35.81%

-13.88%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

-72.49%

+22.80%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

-78.90%

-2.86%

Current Drawdown

Current decline from peak

-77.29%

-77.30%

+0.01%

Average Drawdown

Average peak-to-trough decline

-70.40%

-32.57%

-37.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.12%

7.73%

+4.39%

Volatility

TTT vs. UBT - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 8.57% compared to ProShares Ultra 20+ Year Treasury (UBT) at 5.91%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than UBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTTUBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

5.91%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

13.46%

+6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

18.75%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.97%

31.20%

+15.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.18%

29.18%

+14.00%

TTT vs. UBT - Expense Ratio Comparison

Both TTT and UBT have an expense ratio of 0.95%.


Dividends

TTT vs. UBT - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 8.96%, more than UBT's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
TTT
UltraPro Short 20+ Year Treasury
8.96%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.62%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%

Frequently Asked Questions


TTT and UBT 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.

TTT has higher volatility (8.57%) compared to UBT (5.91%). In terms of maximum drawdown, TTT dropped -94.00% vs UBT's -78.90%.

On 10-year performance, TTT leads with 0.71% vs -9.26% for UBT. Both ETFs have the same 0.95% expense ratio. On volatility, UBT has been the lower-risk option at 5.91%. 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 0.71% return vs -9.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TTT and UBT have the same expense ratio: 0.95% per year.

TTT has the higher dividend yield at 8.96%, compared with 3.62% for UBT.

TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%), while UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%).

TTT currently has the higher Sharpe Ratio (0.02 vs -0.02), 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

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