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UST vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and iShares 20+ Year Treasury Bond ETF (TLT). 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 -2.66% return, which is significantly lower than TLT's 0.27% return. Over the past 10 years, UST has underperformed TLT with an annualized return of -2.25%, while TLT has yielded a comparatively higher -1.75% annualized return.


UST

1D
-0.42%
1M
1.78%
YTD
-2.66%
6M
-2.37%
1Y
3.24%
3Y*
0.27%
5Y*
-6.96%
10Y*
-2.25%

TLT

1D
-0.24%
1M
2.93%
YTD
0.27%
6M
0.45%
1Y
3.88%
3Y*
-1.38%
5Y*
-6.53%
10Y*
-1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UST vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UST
ProShares Ultra 7-10 Year Treasury
-2.66%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
TLT
iShares 20+ Year Treasury Bond ETF
0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between UST and TLT is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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 TLT has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

UST vs. TLT — Risk / Return Rank

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

UST
UST Risk / Return Rank: 1313
Overall Rank
UST Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UST Sortino Ratio Rank: 1313
Sortino Ratio Rank
UST Omega Ratio Rank: 1212
Omega Ratio Rank
UST Calmar Ratio Rank: 1313
Calmar Ratio Rank
UST Martin Ratio Rank: 1313
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
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. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


USTTLTDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratioReturn relative to maximum drawdown

0.28

0.38

-0.10

Martin ratioReturn relative to average drawdown

0.77

0.92

-0.15

UST vs. TLT - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.27, which is comparable to the TLT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of UST and TLT, 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. TLT - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, roughly equal to the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for UST and TLT.


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Drawdown Indicators


USTTLTDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-48.35%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-7.58%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.66%

-19.18%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-43.70%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-48.35%

+0.36%

Current Drawdown

Current decline from peak

-38.19%

-40.12%

+1.93%

Average Drawdown

Average peak-to-trough decline

-15.16%

-13.84%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.14%

+0.08%

Volatility

UST vs. TLT - Volatility Comparison

ProShares Ultra 7-10 Year Treasury (UST) has a higher volatility of 3.25% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.83%. This indicates that UST's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.83%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

6.64%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

9.35%

9.68%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

15.85%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

14.91%

-1.73%

UST vs. TLT - Expense Ratio Comparison

UST has a 0.95% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

UST vs. TLT - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.48%, less than TLT's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
TLT
iShares 20+ Year Treasury Bond ETF
4.56%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
UST
ProShares Ultra 7-10 Year Treasury
3.48%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


With a correlation of 0.91, UST and TLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UST has higher volatility (3.25%) compared to TLT (2.83%). In terms of maximum drawdown, UST dropped -47.99% vs TLT's -48.35%.

On 10-year performance, TLT leads with -1.75% vs -2.25% for UST. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TLT has performed better with a -1.75% return vs -2.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.95% for UST.

TLT has the higher dividend yield at 4.56%, compared with 3.48% for UST.

UST is categorized as Leveraged Bonds, while TLT is Government Bonds. UST tracks Barclays Capital U.S. 7-10 Year Treasury Index (200%), while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for UST and 0.15% for TLT.

TLT currently has the higher Sharpe Ratio (0.30 vs 0.27), 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 TLT

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