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UST vs. TSYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. TSYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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 -2.88% 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UST vs. TSYW - Yearly Performance Comparison


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

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

TSYW
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. 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.


USTTSYWDifference
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

UST vs. TSYW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USTTSYWDifference

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


USTTSYWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-38.33%

-6.51%

-31.82%

Average Drawdown

Average peak-to-trough decline

-15.13%

-3.99%

-11.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

Volatility

UST vs. TSYW - Volatility Comparison


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Volatility by Period


USTTSYWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for UST and TSYW

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