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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 0.59% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, TTT has outperformed UVXY with an annualized return of -0.85%, while UVXY has yielded a comparatively lower -73.85% 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%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*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
0.59%-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
-22.07%-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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.11

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

0.01

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 0.12 (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: 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

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
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

+0.73

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.00

0.81

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.18

-1.01

+0.83

Martin ratioReturn relative to average drawdown

-0.34

-1.45

+1.12

TTT vs. UVXY - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is -0.14, which is higher than the UVXY Sharpe Ratio of -0.87. 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%

-73.51%

+51.33%

Max Drawdown (3Y)

Largest decline over 3 years

-49.69%

-94.93%

+45.24%

Max Drawdown (5Y)

Largest decline over 5 years

-49.69%

-99.71%

+50.02%

Max Drawdown (10Y)

Largest decline over 10 years

-81.76%

-100.00%

+18.24%

Current Drawdown

Current decline from peak

-78.91%

-100.00%

+21.09%

Average Drawdown

Average peak-to-trough decline

-70.37%

-98.75%

+28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.89%

55.34%

-43.45%

Volatility

TTT vs. UVXY - Volatility Comparison

The current volatility for UltraPro Short 20+ Year Treasury (TTT) is 6.36%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. 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

6.36%

25.85%

-19.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.77%

66.46%

-46.69%

Volatility (1Y)

Calculated over the trailing 1-year period

28.33%

85.46%

-57.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.02%

103.96%

-56.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.32%

112.39%

-69.07%

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 9.61%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
TTT
UltraPro Short 20+ Year Treasury
9.61%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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to TTT (6.36%). In terms of maximum drawdown, TTT dropped -94.00% vs UVXY's -100.00%.

On 10-year performance, TTT leads with -0.85% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, TTT has been the lower-risk option at 6.36%. 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 -73.85%. 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 9.61%, 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 (-0.14 vs -0.87), 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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