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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 -2.82% return, which is significantly lower than TBT's 1.05% return. Over the past 10 years, UST has underperformed TBT with an annualized return of -2.35%, while TBT has yielded a comparatively higher 2.32% annualized return.


UST

1D
0.23%
1M
0.95%
YTD
-2.82%
6M
-2.86%
1Y
1.76%
3Y*
-0.19%
5Y*
-6.85%
10Y*
-2.35%

TBT

1D
-0.51%
1M
-4.25%
YTD
1.05%
6M
2.51%
1Y
-0.72%
3Y*
10.52%
5Y*
16.22%
10Y*
2.32%
*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
-2.82%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
TBT
ProShares UltraShort 20+ Year Treasury
1.05%-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: 1010
Overall Rank
UST Sharpe Ratio Rank: 1111
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: 88
Overall Rank
TBT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TBT Sortino Ratio Rank: 88
Sortino Ratio Rank
TBT Omega Ratio Rank: 88
Omega Ratio Rank
TBT Calmar Ratio Rank: 88
Calmar Ratio Rank
TBT Martin Ratio Rank: 88
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

+0.23

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.20

-0.05

+0.25

Martin ratioReturn relative to average drawdown

0.52

-0.10

+0.62

UST vs. TBT - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.19, which is higher than the TBT Sharpe Ratio of -0.04. 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

-16.66%

-33.83%

+17.17%

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

-38.29%

-85.92%

+47.63%

Average Drawdown

Average peak-to-trough decline

-15.20%

-77.34%

+62.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

7.55%

-4.18%

Volatility

UST vs. TBT - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 2.71%, while ProShares UltraShort 20+ Year Treasury (TBT) has a volatility of 4.53%. 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

2.71%

4.53%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

13.49%

-6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

19.19%

-9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

31.32%

-15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

28.75%

-15.59%

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 3.49%, more than TBT's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
TBT
ProShares UltraShort 20+ Year Treasury
2.95%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
3.49%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 (4.53%) compared to UST (2.71%). In terms of maximum drawdown, UST dropped -47.99% vs TBT's -94.99%.

On 10-year performance, TBT leads with 2.32% vs -2.35% for UST. On fees, TBT is cheaper at 0.93% per year. On volatility, UST has been the lower-risk option at 2.71%. 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 2.32% return vs -2.35%. 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 3.49%, compared with 2.95% 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 (0.19 vs -0.04), 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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