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UST vs. TBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. TBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) 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, UST achieves a -4.15% return, which is significantly lower than TBT's 6.47% return. Over the past 10 years, UST has underperformed TBT with an annualized return of -2.45%, while TBT has yielded a comparatively higher 3.38% annualized return.


UST

1D
-0.76%
1M
-1.53%
6M
-4.17%
YTD
-4.15%
1Y
1.32%
3Y*
-0.33%
5Y*
-7.56%
10Y*
-2.45%

TBT

1D
1.35%
1M
4.17%
6M
7.64%
YTD
6.47%
1Y
2.30%
3Y*
11.05%
5Y*
18.74%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UST vs. TBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UST
ProShares Ultra 7-10 Year Treasury
-4.15%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
TBT
ProShares UltraShort 20+ Year Treasury
6.47%-1.45%27.66%-2.42%93.29%2.86%-37.93%-22.90%4.98%-17.25%

Correlation

The correlation between UST and TBT is -0.89, 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

-0.89

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

-0.90

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

-0.90

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

-0.90

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2010

-0.90

The correlation between UST and TBT has been stable across timeframes, ranging from -0.90 to -0.89 - a consistent structural relationship.

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Return for Risk

UST vs. TBT — Risk / Return Rank

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

UST
UST Risk / Return Rank: 1111
Overall Rank
UST Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UST Sortino Ratio Rank: 1010
Sortino Ratio Rank
UST Omega Ratio Rank: 1010
Omega Ratio Rank
UST Calmar Ratio Rank: 1111
Calmar Ratio Rank
UST Martin Ratio Rank: 1111
Martin Ratio Rank

TBT
TBT Risk / Return Rank: 1111
Overall Rank
TBT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 1111
Sortino Ratio Rank
TBT Omega Ratio Rank: 1010
Omega Ratio Rank
TBT Calmar Ratio Rank: 1111
Calmar Ratio Rank
TBT Martin Ratio Rank: 1111
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.

UST vs. TBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) 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.


USTTBTDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.15

0.16

0.00

Martin ratioReturn relative to average drawdown

0.37

0.30

+0.07

UST vs. TBT - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.14, which is comparable to the TBT Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of UST 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

UST vs. TBT - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, smaller than the maximum TBT drawdown of -94.99%. Use the drawdown chart below to compare losses from any high point for UST and TBT.


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Drawdown Indicators


USTTBTDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-94.99%

+47.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-14.89%

+6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-33.83%

+17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-33.83%

-10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-65.09%

+17.10%

Current Drawdown

Current decline from peak

-39.13%

-85.17%

+46.04%

Average Drawdown

Average peak-to-trough decline

-15.27%

-77.36%

+62.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

7.71%

-4.11%

Volatility

UST vs. TBT - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 3.14%, while ProShares UltraShort 20+ Year Treasury (TBT) has a volatility of 5.79%. This indicates that UST experiences smaller price fluctuations and is considered to be less risky 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


USTTBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

5.79%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

13.88%

-6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

18.99%

-9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

31.30%

-15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

28.67%

-15.52%

UST vs. TBT - Expense Ratio Comparison

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


Dividends

UST vs. TBT - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.60%, more than TBT's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
TBT
ProShares UltraShort 20+ Year Treasury
2.63%3.21%4.64%4.98%0.42%0.00%0.32%2.12%0.99%0.00%0.00%0.00%
UST
ProShares Ultra 7-10 Year Treasury
3.60%3.65%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%

Frequently Asked Questions


UST and TBT have a correlation of -0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBT has higher volatility (5.79%) compared to UST (3.14%). In terms of maximum drawdown, UST dropped -47.99% vs TBT's -94.99%.

On 10-year performance, TBT leads with 3.38% vs -2.45% for UST. On fees, TBT is cheaper at 0.93% per year. On volatility, UST has been the lower-risk option at 3.14%. 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 3.38% return vs -2.45%. 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 UST.

UST has the higher dividend yield at 3.60%, compared with 2.63% for TBT.

UST is categorized as Leveraged Bonds, while TBT is Inverse Bonds. UST tracks Barclays Capital U.S. 7-10 Year Treasury Index (200%), while TBT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.95% for UST and 0.93% for TBT.

UST currently has the higher Sharpe Ratio (0.14 vs 0.12), 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 UST and TBT

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