UTHY vs. ^TYX

Last updated Apr 3, 2026

Compare and contrast key facts about US Treasury 30 Year Bond ETF (UTHY) and Treasury Yield 30 Years (^TYX).

UTHY is a passively managed fund by US Benchmark Series that tracks the performance of the ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross. It was launched on Mar 27, 2023.

Performance

UTHY vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

UTHY vs. ^TYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
UTHY US Treasury 30 Year Bond ETF	0.55%	3.47%	-8.07%	-2.67%
^TYX Treasury Yield 30 Years	1.03%	1.13%	19.08%	6.24%

Returns By Period

In the year-to-date period, UTHY achieves a 0.55% return, which is significantly lower than ^TYX's 1.03% return.

UTHY

• 1D: 0.52%
• 1M: -2.38%
• YTD: 0.55%
• 6M: -0.73%
• 1Y: -1.26%
• 3Y*: -3.09%
• 5Y*: —
• 10Y*: —

^TYX

• 1D: -0.20%
• 1M: 4.00%
• YTD: 1.03%
• 6M: 4.15%
• 1Y: 7.40%
• 3Y*: 10.30%
• 5Y*: 15.88%
• 10Y*: 6.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UTHY vs. ^TYX — Risk / Return Rank

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

UTHY

UTHY Risk / Return Rank: 9
UTHY Sharpe Ratio Rank: 10
UTHY Sortino Ratio Rank: 8
UTHY Omega Ratio Rank: 9
UTHY Calmar Ratio Rank: 9
UTHY Martin Ratio Rank: 9

^TYX

^TYX Risk / Return Rank: 26
^TYX Sharpe Ratio Rank: 31
^TYX Sortino Ratio Rank: 30
^TYX Omega Ratio Rank: 27
^TYX Calmar Ratio Rank: 21
^TYX Martin Ratio Rank: 21

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.

UTHY vs. ^TYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) and Treasury Yield 30 Years (^TYX). 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.

	UTHY	^TYX	Difference
Sharpe ratio Return per unit of total volatility	-0.11	0.50	-0.61
Sortino ratio Return per unit of downside risk	-0.08	0.84	-0.92
Omega ratio Gain probability vs. loss probability	0.99	1.10	-0.11
Calmar ratio Return relative to maximum drawdown	-0.13	0.22	-0.35
Martin ratio Return relative to average drawdown	-0.28	0.42	-0.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UTHY vs. ^TYX - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is -0.11, which is lower than the ^TYX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of UTHY and ^TYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UTHY	^TYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	0.50	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	-0.03	-0.14

Correlation

The correlation between UTHY and ^TYX is -0.96. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

UTHY vs. ^TYX - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, smaller than the maximum ^TYX drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for UTHY and ^TYX.

Drawdown Indicators

	UTHY	^TYX	Difference
Max Drawdown Largest peak-to-trough decline	-21.86%	-88.52%	+66.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-10.83%	+1.41%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.86%	—
Current Drawdown Current decline from peak	-10.65%	-40.07%	+29.42%
Average Drawdown Average peak-to-trough decline	-10.67%	-46.00%	+35.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.56%	5.65%	-1.09%

Volatility

UTHY vs. ^TYX - Volatility Comparison

The current volatility for US Treasury 30 Year Bond ETF (UTHY) is 3.56%, while Treasury Yield 30 Years (^TYX) has a volatility of 4.22%. This indicates that UTHY experiences smaller price fluctuations and is considered to be less risky than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UTHY	^TYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.56%	4.22%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	6.32%	8.18%	-1.86%
Volatility (1Y) Calculated over the trailing 1-year period	11.08%	14.37%	-3.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.90%	25.35%	-11.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.90%	33.22%	-19.32%