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TTT vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, TTT achieves a 0.95% return, which is significantly lower than UUP's 4.92% return. Over the past 10 years, TTT has underperformed UUP with an annualized return of -0.81%, while UUP has yielded a comparatively higher 3.20% annualized return.


TTT

1D
1.82%
1M
-5.76%
YTD
0.95%
6M
1.96%
1Y
-4.56%
3Y*
10.25%
5Y*
18.56%
10Y*
-0.81%

UUP

1D
0.21%
1M
2.12%
YTD
4.92%
6M
4.92%
1Y
7.04%
3Y*
4.78%
5Y*
5.90%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTT vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
0.95%-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
4.92%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between TTT and UUP is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.33

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

0.25

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

0.19

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

0.16

Over the past year, TTT and UUP have become more correlated (0.37) than their long-term average of 0.16, meaning their price movements have been converging.

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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: 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

UUP
UUP Risk / Return Rank: 3434
Overall Rank
UUP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3232
Sortino Ratio Rank
UUP Omega Ratio Rank: 3131
Omega Ratio Rank
UUP Calmar Ratio Rank: 4040
Calmar Ratio Rank
UUP Martin Ratio Rank: 3535
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.

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.


TTTUUPDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.00

1.21

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.21

1.94

-2.14

Martin ratioReturn relative to average drawdown

-0.38

5.26

-5.64

TTT vs. UUP - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is -0.16, which is lower than the UUP Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of TTT and UUP, 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. 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

-22.18%

-3.65%

-18.53%

Max Drawdown (3Y)

Largest decline over 3 years

-49.69%

-10.05%

-39.64%

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

-78.83%

-1.75%

-77.08%

Average Drawdown

Average peak-to-trough decline

-70.37%

-8.90%

-61.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.88%

1.36%

+10.52%

Volatility

TTT vs. UUP - Volatility Comparison

UltraPro Short 20+ Year Treasury (TTT) has a higher volatility of 6.37% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.34%. 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

6.37%

1.34%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

19.81%

4.32%

+15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

28.38%

6.08%

+22.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.02%

7.22%

+39.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.39%

6.96%

+36.43%

TTT vs. UUP - Expense Ratio Comparison

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


Dividends

TTT vs. UUP - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 9.58%, more than UUP's 3.27% yield.


PositionTTM202520242023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
9.58%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
3.27%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


TTT and UUP have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTT has higher volatility (6.37%) compared to UUP (1.34%). In terms of maximum drawdown, TTT dropped -94.00% vs UUP's -22.19%.

On 10-year performance, UUP leads with 3.20% vs -0.81% for TTT. On fees, UUP is cheaper at 0.75% per year. On volatility, UUP has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UUP has performed better with a 3.20% return vs -0.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UUP is cheaper with a 0.75% expense ratio, compared with 0.95% for TTT.

TTT has the higher dividend yield at 9.58%, compared with 3.27% for UUP.

TTT is categorized as Leveraged Bonds, while UUP is Currency. TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%), while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for TTT and 0.75% for UUP.

UUP currently has the higher Sharpe Ratio (1.17 vs -0.16), 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 UUP

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