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UST vs. TTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UST vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra 7-10 Year Treasury (UST) and UltraPro Short 20+ Year Treasury (TTT). 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 TTT's 0.59% return. Over the past 10 years, UST has underperformed TTT with an annualized return of -2.35%, while TTT has yielded a comparatively higher -0.85% 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%

TTT

1D
-0.36%
1M
-6.09%
YTD
0.59%
6M
2.13%
1Y
-4.00%
3Y*
10.12%
5Y*
18.57%
10Y*
-0.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UST vs. TTT - 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%
TTT
UltraPro Short 20+ Year Treasury
0.59%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%

Correlation

The correlation between UST and TTT 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 Mar 29, 2012

-0.91

The correlation between UST and TTT has been stable across timeframes, ranging from -0.91 to -0.89 - a consistent structural relationship.

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Return for Risk

UST vs. TTT — 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

TTT
TTT Risk / Return Rank: 77
Overall Rank
TTT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 77
Sortino Ratio Rank
TTT Omega Ratio Rank: 77
Omega Ratio Rank
TTT Calmar Ratio Rank: 77
Calmar Ratio Rank
TTT 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. TTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra 7-10 Year Treasury (UST) and UltraPro Short 20+ Year Treasury (TTT). 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.


USTTTTDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.04

1.00

+0.04

Calmar ratioReturn relative to maximum drawdown

0.20

-0.18

+0.38

Martin ratioReturn relative to average drawdown

0.52

-0.34

+0.86

UST vs. TTT - Sharpe Ratio Comparison

The current UST Sharpe Ratio is 0.19, which is higher than the TTT Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of UST and TTT, 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. TTT - Drawdown Comparison

The maximum UST drawdown since its inception was -47.99%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for UST and TTT.


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Drawdown Indicators


USTTTTDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-94.00%

+46.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-22.18%

+13.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.66%

-49.69%

+33.03%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-49.69%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-81.76%

+33.77%

Current Drawdown

Current decline from peak

-38.29%

-78.91%

+40.62%

Average Drawdown

Average peak-to-trough decline

-15.20%

-70.37%

+55.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

11.89%

-8.52%

Volatility

UST vs. TTT - Volatility Comparison

The current volatility for ProShares Ultra 7-10 Year Treasury (UST) is 2.71%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 6.36%. This indicates that UST experiences smaller price fluctuations and is considered to be less risky than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

6.36%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

19.77%

-12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

28.33%

-18.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

47.02%

-31.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

43.32%

-30.16%

UST vs. TTT - Expense Ratio Comparison

Both UST and TTT have an expense ratio of 0.95%.


Dividends

UST vs. TTT - Dividend Comparison

UST's dividend yield for the trailing twelve months is around 3.49%, less than TTT's 9.61% yield.


PositionTTM20252024202320222021202020192018201720162015
TTT
UltraPro Short 20+ Year Treasury
9.61%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%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 TTT 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.

TTT has higher volatility (6.36%) compared to UST (2.71%). In terms of maximum drawdown, UST dropped -47.99% vs TTT's -94.00%.

On 10-year performance, TTT leads with -0.85% vs -2.35% for UST. Both ETFs have the same 0.95% expense ratio. 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, TTT has performed better with a -0.85% return vs -2.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UST and TTT have the same expense ratio: 0.95% per year.

TTT has the higher dividend yield at 9.61%, compared with 3.49% for UST.

UST tracks Barclays Capital U.S. 7-10 Year Treasury Index (200%), while TTT tracks Barclays Capital U.S. 20+ Year Treasury Index (-300%).

UST currently has the higher Sharpe Ratio (0.19 vs -0.14), 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.

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