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TWM vs. TBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TWM vs. TBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Russell2000 (TWM) and ProShares UltraShort 20+ Year Treasury (TBT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TWM achieves a -29.75% return, which is significantly lower than TBT's 11.24% return. Over the past 10 years, TWM has underperformed TBT with an annualized return of -27.19%, while TBT has yielded a comparatively higher 3.87% annualized return.


TWM

1D
1.14%
1M
4.83%
6M
-22.08%
YTD
-29.75%
1Y
-47.19%
3Y*
-25.83%
5Y*
-18.13%
10Y*
-27.19%
ALL TIME*
-27.90%

TBT

1D
1.34%
1M
8.74%
6M
10.70%
YTD
11.24%
1Y
12.71%
3Y*
10.40%
5Y*
20.76%
10Y*
3.87%
ALL TIME*
-9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.97M$11.74M$17.37M
$12.61M$12.23M$13.72M

TWM vs. TBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWM
ProShares UltraShort Russell2000
-29.75%-24.71%-19.35%-26.84%28.43%-35.43%-60.01%-38.40%19.15%-26.36%
TBT
ProShares UltraShort 20+ Year Treasury
11.24%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%4.98%-17.25%

Correlation

The correlation between TWM and TBT is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.09

Correlation (All Time)
Calculated using the full available price history since May 1, 2008

-0.24

The correlation between TWM and TBT shifts across timeframes, from -0.24 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TWM vs. TBT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TWM
TWM Risk / Return Rank: 11
Overall Rank
TWM Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TWM Sortino Ratio Rank: 11
Sortino Ratio Rank
TWM Omega Ratio Rank: 11
Omega Ratio Rank
TWM Calmar Ratio Rank: 11
Calmar Ratio Rank
TWM Martin Ratio Rank: 11
Martin Ratio Rank

TBT
TBT Risk / Return Rank: 2323
Overall Rank
TBT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 2323
Sortino Ratio Rank
TBT Omega Ratio Rank: 2222
Omega Ratio Rank
TBT Calmar Ratio Rank: 2424
Calmar Ratio Rank
TBT Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TWM vs. TBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Russell2000 (TWM) and ProShares UltraShort 20+ Year Treasury (TBT). 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.


TWMTBTDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.61

Omega ratioGain probability vs. loss probability

0.80

1.10

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.89

0.72

-1.61

Martin ratioReturn relative to average drawdown

-1.36

1.51

-2.86

TWM vs. TBT - Sharpe Ratio Comparison

The current TWM Sharpe Ratio is -1.17, which is lower than the TBT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TWM and TBT, 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

TWM vs. TBT - Drawdown Comparison

The maximum TWM drawdown since its inception was -99.94%, which is greater than TBT's maximum drawdown of -94.99%. Use the drawdown chart below to compare losses from any high point for TWM and TBT.


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Drawdown Indicators


TWMTBTDifference

Max Drawdown

Largest peak-to-trough decline

-99.94%

-94.99%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-50.65%

-13.23%

-37.42%

Max Drawdown (3Y)

Largest decline over 3 years

-74.44%

-33.83%

-40.61%

Max Drawdown (5Y)

Largest decline over 5 years

-76.78%

-33.83%

-42.95%

Max Drawdown (10Y)

Largest decline over 10 years

-96.29%

-65.09%

-31.20%

Current Drawdown

Current decline from peak

-99.93%

-84.50%

-15.43%

Average Drawdown

Average peak-to-trough decline

-87.36%

-77.38%

-9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.18%

6.33%

+26.85%

Volatility

TWM vs. TBT - Volatility Comparison

ProShares UltraShort Russell2000 (TWM) has a higher volatility of 7.56% compared to ProShares UltraShort 20+ Year Treasury (TBT) at 5.28%. This indicates that TWM's price experiences larger fluctuations and is considered to be riskier than TBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWMTBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

5.28%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

28.41%

14.00%

+14.41%

Volatility (1Y)

Calculated over the trailing 1-year period

38.75%

18.92%

+19.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.99%

31.19%

+13.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.74%

28.66%

+17.08%

TWM vs. TBT - Expense Ratio Comparison

TWM has a 0.95% expense ratio, which is higher than TBT's 0.93% expense ratio.


Dividends

TWM vs. TBT - Dividend Comparison

TWM's dividend yield for the trailing twelve months is around 5.31%, more than TBT's 2.52% yield.


PositionTTM202520242023202220212020201920182017
TBT
ProShares UltraShort 20+ Year Treasury
2.52%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%0.00%
TWM
ProShares UltraShort Russell2000
5.31%5.36%6.21%4.72%0.17%0.00%0.41%1.49%0.73%0.05%

Frequently Asked Questions


TWM and TBT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TWM has higher volatility (7.56%) compared to TBT (5.28%). In terms of maximum drawdown, TWM dropped -99.94% vs TBT's -94.99%.

On 10-year performance, TBT leads with 3.87% vs -27.19% for TWM. On fees, TBT is cheaper at 0.93% per year. On volatility, TBT has been the lower-risk option at 5.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TBT has performed better with a 3.87% return vs -27.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBT is cheaper with a 0.93% expense ratio, compared with 0.95% for TWM.

TWM has the higher dividend yield at 5.31%, compared with 2.52% for TBT.

TWM is categorized as Leveraged Equities, while TBT is Inverse Bonds. TWM tracks Russell 2000 (-200%), while TBT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.95% for TWM and 0.93% for TBT.

TBT currently has the higher Sharpe Ratio (0.50 vs -1.17), 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 TWM and TBT

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