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TTT vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTT vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UltraPro Short 20+ Year Treasury (TTT) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 UVXY's -32.31% return. Over the past 10 years, TTT has outperformed UVXY with an annualized return of 0.71%, while UVXY has yielded a comparatively lower -72.05% 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%

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTT vs. UVXY - 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%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-32.31%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between TTT and UVXY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.10

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

0.02

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

-0.10

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

-0.19

The correlation between TTT and UVXY shifts across timeframes, from -0.19 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TTT vs. UVXY — 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

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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. UVXY - Risk-Adjusted Trends Comparison

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


TTTUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.03

0.83

+0.19

Calmar ratioReturn relative to maximum drawdown

0.02

-0.98

+0.99

Martin ratioReturn relative to average drawdown

0.04

-1.46

+1.50

TTT vs. UVXY - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is 0.02, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of TTT and UVXY, 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. UVXY - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TTT and UVXY.


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Drawdown Indicators


TTTUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-94.00%

-100.00%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-22.18%

-73.42%

+51.24%

Max Drawdown (3Y)

Largest decline over 3 years

-49.69%

-95.32%

+45.63%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

-99.74%

+50.05%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

-100.00%

+18.24%

Current Drawdown

Current decline from peak

-77.29%

-100.00%

+22.71%

Average Drawdown

Average peak-to-trough decline

-70.40%

-98.75%

+28.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.12%

48.91%

-36.79%

Volatility

TTT vs. UVXY - Volatility Comparison

The current volatility for UltraPro Short 20+ Year Treasury (TTT) is 8.57%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that TTT experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTTUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

21.23%

-12.66%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

66.69%

-46.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

85.49%

-57.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.97%

103.84%

-56.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.18%

112.03%

-68.85%

TTT vs. UVXY - Expense Ratio Comparison

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


Dividends

TTT vs. UVXY - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 8.96%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
TTT
UltraPro Short 20+ Year Treasury
8.96%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TTT and UVXY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to TTT (8.57%). In terms of maximum drawdown, TTT dropped -94.00% vs UVXY's -100.00%.

On 10-year performance, TTT leads with 0.71% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, TTT has been the lower-risk option at 8.57%. 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 -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

TTT has the higher dividend yield at 8.96%, compared with 0.00% for UVXY.

TTT is categorized as Leveraged Bonds, while UVXY is Volatility. TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

TTT currently has the higher Sharpe Ratio (0.02 vs -0.84), 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.

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