UST vs. TSYW
UST (ProShares Ultra 7-10 Year Treasury) and TSYW (Roundhill Treasury Bond WeeklyPay ETF) are both Leveraged Bonds funds. UST is passively managed, while TSYW is actively managed. Their correlation of 0.89 suggests significant overlap in exposure. UST charges 0.95%/yr vs 0.99%/yr for TSYW.
Performance
UST vs. TSYW - Performance Comparison
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Returns By Period
In the year-to-date period, UST achieves a -2.88% return, which is significantly lower than TSYW's -2.14% 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%
TSYW
- 1D
- -0.50%
- 1M
- 0.63%
- YTD
- -2.14%
- 6M
- -4.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UST vs. TSYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UST ProShares Ultra 7-10 Year Treasury | -2.88% | -0.36% |
TSYW Roundhill Treasury Bond WeeklyPay ETF | -2.14% | -2.56% |
Correlation
The correlation between UST and TSYW is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 14, 2025 | 0.89 |
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Return for Risk
UST vs. TSYW — Risk / Return Rank
UST
TSYW
UST vs. TSYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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.
| UST | TSYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | — | — |
| Martin ratioReturn relative to average drawdown | 1.26 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UST | TSYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | -0.78 | +0.97 |
Drawdowns
UST vs. TSYW - Drawdown Comparison
The maximum UST drawdown since its inception was -47.99%, which is greater than TSYW's maximum drawdown of -9.79%. Use the drawdown chart below to compare losses from any high point for UST and TSYW.
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Drawdown Indicators
| UST | TSYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.99% | -9.79% | -38.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -43.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.99% | — | — |
Current DrawdownCurrent decline from peak | -38.33% | -6.51% | -31.82% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -3.99% | -11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | — | — |
Volatility
UST vs. TSYW - Volatility Comparison
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Volatility by Period
| UST | TSYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.50% | 10.78% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 10.78% | +4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 10.78% | +2.40% |
UST vs. TSYW - Expense Ratio Comparison
UST has a 0.95% expense ratio, which is lower than TSYW's 0.99% expense ratio.
Dividends
UST vs. TSYW - Dividend Comparison
UST's dividend yield for the trailing twelve months is around 3.49%, less than TSYW's 7.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | 7.44% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 TSYW 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.
On fees, UST is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UST is cheaper with a 0.95% expense ratio, compared with 0.99% for TSYW.
TSYW has the higher dividend yield at 7.44%, compared with 3.49% for UST.
They also come from different issuers: ProShares and Roundhill. Their fees differ too: 0.95% for UST and 0.99% for TSYW.
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