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UBT vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) and Direxion Daily 20-Year Treasury Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBT achieves a -2.69% return, which is significantly lower than TMV's 4.73% return. Over the past 10 years, UBT has underperformed TMV with an annualized return of -8.27%, while TMV has yielded a comparatively higher -0.80% annualized return.


UBT

1D
-0.74%
1M
1.08%
YTD
-2.69%
6M
-6.59%
1Y
4.39%
3Y*
-10.32%
5Y*
-17.99%
10Y*
-8.27%

TMV

1D
1.13%
1M
-1.68%
YTD
4.73%
6M
11.42%
1Y
-4.33%
3Y*
12.83%
5Y*
19.12%
10Y*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBT
ProShares Ultra 20+ Year Treasury
-2.69%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%
TMV
Direxion Daily 20-Year Treasury Bear 3X
4.73%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%3.99%-26.48%

Correlation

The correlation between UBT and TMV is -0.98, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.98

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

-0.99

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

-0.99

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

-0.99

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2010

-0.99

The correlation between UBT and TMV has been stable across timeframes, ranging from -0.99 to -0.98 - a consistent structural relationship.

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Return for Risk

UBT vs. TMV — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 1111
Overall Rank
UBT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 1111
Sortino Ratio Rank
UBT Omega Ratio Rank: 1111
Omega Ratio Rank
UBT Calmar Ratio Rank: 1212
Calmar Ratio Rank
UBT Martin Ratio Rank: 1111
Martin Ratio Rank

TMV
TMV Risk / Return Rank: 77
Overall Rank
TMV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 77
Sortino Ratio Rank
TMV Omega Ratio Rank: 77
Omega Ratio Rank
TMV Calmar Ratio Rank: 77
Calmar Ratio Rank
TMV Martin Ratio Rank: 77
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.

UBT vs. TMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 20+ Year Treasury (UBT) and Direxion Daily 20-Year Treasury Bear 3X (TMV). 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.


UBTTMVDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.05

1.00

+0.05

Calmar ratioReturn relative to maximum drawdown

0.26

-0.20

+0.46

Martin ratioReturn relative to average drawdown

0.63

-0.40

+1.02

UBT vs. TMV - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is 0.23, which is higher than the TMV Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of UBT and TMV, 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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Sharpe Ratios by Period


UBTTMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.15

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

0.41

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

-0.02

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.33

+0.35

Drawdowns

UBT vs. TMV - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for UBT and TMV.


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Drawdown Indicators


UBTTMVDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-98.96%

+20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-21.62%

+4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-36.62%

-48.49%

+11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-48.49%

-24.00%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

-82.31%

+3.41%

Current Drawdown

Current decline from peak

-76.66%

-95.94%

+19.28%

Average Drawdown

Average peak-to-trough decline

-32.30%

-86.60%

+54.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.01%

11.13%

-4.12%

Volatility

UBT vs. TMV - Volatility Comparison

The current volatility for ProShares Ultra 20+ Year Treasury (UBT) is 5.41%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 8.15%. This indicates that UBT experiences smaller price fluctuations and is considered to be less risky than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

8.15%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

19.18%

-6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.41%

29.12%

-9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

47.21%

-15.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.31%

44.44%

-15.13%

UBT vs. TMV - Expense Ratio Comparison

UBT has a 0.95% expense ratio, which is lower than TMV's 1.04% expense ratio.


Dividends

UBT vs. TMV - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.99%, more than TMV's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.62%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.99%4.26%4.50%3.54%0.30%0.00%0.26%1.50%1.55%1.37%0.75%1.56%

Frequently Asked Questions


UBT and TMV have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMV has higher volatility (8.15%) compared to UBT (5.41%). In terms of maximum drawdown, UBT dropped -78.90% vs TMV's -98.96%.

On 10-year performance, TMV leads with -0.80% vs -8.27% for UBT. On fees, UBT is cheaper at 0.95% per year. On volatility, UBT has been the lower-risk option at 5.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMV has performed better with a -0.80% return vs -8.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UBT is cheaper with a 0.95% expense ratio, compared with 1.04% for TMV.

UBT has the higher dividend yield at 3.99%, compared with 2.62% for TMV.

UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%), while TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UBT and 1.04% for TMV.

UBT currently has the higher Sharpe Ratio (0.23 vs -0.15), 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

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