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UBT vs. TTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBT vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 20+ Year Treasury (UBT) and UltraPro Short 20+ Year Treasury (TTT). 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 -0.63% return, which is significantly lower than TTT's 0.59% return. Over the past 10 years, UBT has underperformed TTT with an annualized return of -8.42%, while TTT has yielded a comparatively higher -0.85% annualized return.


UBT

1D
0.37%
1M
4.60%
YTD
-0.63%
6M
-1.74%
1Y
2.30%
3Y*
-10.34%
5Y*
-18.46%
10Y*
-8.42%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBT vs. TTT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBT
ProShares Ultra 20+ Year Treasury
-0.63%2.03%-21.81%-3.68%-55.54%-12.14%31.87%24.46%-6.54%16.12%
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%

Correlation

The correlation between UBT and TTT is -0.97, 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

-0.97

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

-0.98

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 Mar 29, 2012

-0.98

The correlation between UBT and TTT has been stable across timeframes, ranging from -0.99 to -0.97 - a consistent structural relationship.

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Return for Risk

UBT vs. TTT — Risk / Return Rank

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

UBT
UBT Risk / Return Rank: 1010
Overall Rank
UBT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UBT Sortino Ratio Rank: 1010
Sortino Ratio Rank
UBT Omega Ratio Rank: 1010
Omega Ratio Rank
UBT Calmar Ratio Rank: 1010
Calmar Ratio Rank
UBT Martin Ratio Rank: 1010
Martin Ratio Rank

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
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. TTT - Risk-Adjusted Trends Comparison

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


UBTTTTDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.04

Calmar ratioReturn relative to maximum drawdown

0.14

-0.18

+0.32

Martin ratioReturn relative to average drawdown

0.31

-0.34

+0.65

UBT vs. TTT - Sharpe Ratio Comparison

The current UBT Sharpe Ratio is 0.12, which is higher than the TTT Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of UBT and TTT, 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

UBT vs. TTT - Drawdown Comparison

The maximum UBT drawdown since its inception was -78.90%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for UBT and TTT.


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Drawdown Indicators


UBTTTTDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-94.00%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-22.18%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

-49.69%

+13.22%

Max Drawdown (5Y)

Largest decline over 5 years

-72.49%

-49.69%

-22.80%

Max Drawdown (10Y)

Largest decline over 10 years

-78.90%

-81.76%

+2.86%

Current Drawdown

Current decline from peak

-76.16%

-78.91%

+2.75%

Average Drawdown

Average peak-to-trough decline

-32.43%

-70.37%

+37.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.44%

11.89%

-4.45%

Volatility

UBT vs. TTT - Volatility Comparison

The current volatility for ProShares Ultra 20+ Year Treasury (UBT) is 4.40%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 6.36%. This indicates that UBT experiences smaller price fluctuations and is considered to be less risky than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

6.36%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

19.77%

-6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

28.33%

-9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

47.02%

-15.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.28%

43.32%

-14.04%

UBT vs. TTT - Expense Ratio Comparison

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


Dividends

UBT vs. TTT - Dividend Comparison

UBT's dividend yield for the trailing twelve months is around 3.91%, less than TTT's 9.61% yield.


PositionTTM20252024202320222021202020192018201720162015
TTT
UltraPro Short 20+ Year Treasury
9.61%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%0.00%0.00%
UBT
ProShares Ultra 20+ Year Treasury
3.91%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 TTT have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTT has higher volatility (6.36%) compared to UBT (4.40%). In terms of maximum drawdown, UBT dropped -78.90% vs TTT's -94.00%.

On 10-year performance, TTT leads with -0.85% vs -8.42% for UBT. Both ETFs have the same 0.95% expense ratio. On volatility, UBT has been the lower-risk option at 4.40%. 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 -8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

TTT has the higher dividend yield at 9.61%, compared with 3.91% for UBT.

UBT tracks Barclays Capital U.S. 20+ Year Treasury Index (200%), while TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%).

UBT currently has the higher Sharpe Ratio (0.12 vs -0.14), 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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