PortfoliosLab logoPortfoliosLab logo
UST vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and Direxion Daily 20-Year Treasury Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UST achieves a -2.88% return, which is significantly lower than TMV's 4.73% return. Over the past 10 years, UST has underperformed TMV with an annualized return of -2.13%, while TMV has yielded a comparatively higher -0.80% annualized return.


UST

1D
-0.56%
1M
-0.51%
YTD
-2.88%
6M
-4.24%
1Y
3.81%
3Y*
-0.51%
5Y*
-6.75%
10Y*
-2.13%

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)

UST vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UST
ProShares Ultra 7-10 Year Treasury
-2.88%10.26%-6.19%0.16%-30.19%-7.81%18.83%13.34%-1.09%3.21%
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 UST and TMV is -0.91, 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

-0.91

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 3, 2010

-0.90

The correlation between UST and TMV has been stable across timeframes, ranging from -0.91 to -0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UST vs. TMV — Risk / Return Rank

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

UST
UST Risk / Return Rank: 1414
Overall Rank
UST Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UST Sortino Ratio Rank: 1313
Sortino Ratio Rank
UST Omega Ratio Rank: 1313
Omega Ratio Rank
UST Calmar Ratio Rank: 1414
Calmar Ratio Rank
UST Martin Ratio Rank: 1515
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.

UST vs. TMV - Risk-Adjusted Trends Comparison

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


USTTMVDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.44

-0.20

+0.64

Martin ratioReturn relative to average drawdown

1.26

-0.40

+1.66

UST vs. TMV - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.40, which is higher than the TMV Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of UST 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.


Loading charts...

Sharpe Ratios by Period


USTTMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

-0.15

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.41

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.02

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.33

+0.52

Drawdowns

UST vs. TMV - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for UST and TMV.


Loading charts...

Drawdown Indicators


USTTMVDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-98.96%

+50.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-21.62%

+12.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.87%

-48.49%

+31.62%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-48.49%

+4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-82.31%

+34.32%

Current Drawdown

Current decline from peak

-38.33%

-95.94%

+57.61%

Average Drawdown

Average peak-to-trough decline

-15.13%

-86.60%

+71.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

11.13%

-8.10%

Volatility

UST vs. TMV - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 3.10%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 8.15%. This indicates that UST 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.


Loading charts...

Volatility by Period


USTTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

8.15%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

19.18%

-12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

29.12%

-19.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

47.21%

-31.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

44.44%

-31.26%

UST vs. TMV - Expense Ratio Comparison

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


Dividends

UST vs. TMV - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.49%, 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%
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 TMV have a correlation of -0.91, 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 UST (3.10%). In terms of maximum drawdown, UST dropped -47.99% vs TMV's -98.96%.

On 10-year performance, TMV leads with -0.80% vs -2.13% for UST. On fees, UST is cheaper at 0.95% per year. On volatility, UST has been the lower-risk option at 3.10%. 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 -2.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UST has the higher dividend yield at 3.49%, compared with 2.62% for TMV.

UST tracks Barclays Capital U.S. 7-10 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 UST and 1.04% for TMV.

UST currently has the higher Sharpe Ratio (0.40 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

Find the right allocation for UST and TMV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer