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TTT vs. UUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTT vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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TTT vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
1.05%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%
UUP
Invesco DB US Dollar Index Bullish Fund
2.77%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Returns By Period

In the year-to-date period, TTT achieves a 1.05% return, which is significantly lower than UUP's 2.77% return. Over the past 10 years, TTT has underperformed UUP with an annualized return of -2.26%, while UUP has yielded a comparatively higher 3.09% annualized return.


TTT

1D
0.49%
1M
14.15%
YTD
1.05%
6M
6.63%
1Y
7.37%
3Y*
12.83%
5Y*
15.07%
10Y*
-2.26%

UUP

1D
-0.71%
1M
2.58%
YTD
2.77%
6M
4.43%
1Y
0.66%
3Y*
4.64%
5Y*
5.20%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTT vs. UUP - Expense Ratio Comparison

TTT has a 0.95% expense ratio, which is higher than UUP's 0.75% expense ratio.


Return for Risk

TTT vs. UUP — Risk / Return Rank

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

TTT
TTT Risk / Return Rank: 1818
Overall Rank
TTT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 2222
Sortino Ratio Rank
TTT Omega Ratio Rank: 1919
Omega Ratio Rank
TTT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TTT Martin Ratio Rank: 1515
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 1414
Overall Rank
UUP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 1313
Sortino Ratio Rank
UUP Omega Ratio Rank: 1313
Omega Ratio Rank
UUP Calmar Ratio Rank: 1515
Calmar Ratio Rank
UUP Martin Ratio Rank: 1414
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. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.


TTTUUPDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.09

+0.13

Sortino ratio

Return per unit of downside risk

0.57

0.17

+0.40

Omega ratio

Gain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratio

Return relative to maximum drawdown

0.20

0.13

+0.07

Martin ratio

Return relative to average drawdown

0.34

0.24

+0.10

TTT vs. UUP - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is 0.22, which is higher than the UUP Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of TTT and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TTTUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.09

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.72

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.44

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.20

-0.44

Correlation

The correlation between TTT and UUP is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TTT vs. UUP - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 9.57%, more than UUP's 3.34% yield.


TTM202520242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
9.57%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.34%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

TTT vs. UUP - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for TTT and UUP.


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Drawdown Indicators


TTTUUPDifference

Max Drawdown

Largest peak-to-trough decline

-94.00%

-22.19%

-71.81%

Max Drawdown (1Y)

Largest decline over 1 year

-25.97%

-6.02%

-19.95%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

-10.37%

-39.32%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

-14.24%

-67.52%

Current Drawdown

Current decline from peak

-78.81%

-3.76%

-75.05%

Average Drawdown

Average peak-to-trough decline

-70.26%

-8.96%

-61.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.07%

3.20%

+11.87%

Volatility

TTT vs. UUP - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 10.81% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.10%. This indicates that TTT's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTTUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

2.10%

+8.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.73%

4.17%

+15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

34.37%

7.41%

+26.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.26%

7.24%

+40.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.47%

6.99%

+36.48%