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ZTEN vs. UTWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTEN vs. UTWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) and F/m US Treasury 20 Year Bond ETF (UTWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTEN achieves a 0.17% return, which is significantly higher than UTWY's -0.64% return.


ZTEN

1D
-0.28%
1M
0.40%
YTD
0.17%
6M
0.05%
1Y
6.84%
3Y*
5Y*
10Y*

UTWY

1D
-0.35%
1M
0.54%
YTD
-0.64%
6M
-1.78%
1Y
4.46%
3Y*
-0.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTEN vs. UTWY - Yearly Performance Comparison


2026 (YTD)20252024
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
0.17%9.15%0.29%
UTWY
F/m US Treasury 20 Year Bond ETF
-0.64%4.82%-0.13%

Correlation

The correlation between ZTEN and UTWY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2024

0.90

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

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Return for Risk

ZTEN vs. UTWY — Risk / Return Rank

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

ZTEN
ZTEN Risk / Return Rank: 4040
Overall Rank
ZTEN Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ZTEN Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZTEN Omega Ratio Rank: 3838
Omega Ratio Rank
ZTEN Calmar Ratio Rank: 4343
Calmar Ratio Rank
ZTEN Martin Ratio Rank: 4242
Martin Ratio Rank

UTWY
UTWY Risk / Return Rank: 1717
Overall Rank
UTWY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UTWY Sortino Ratio Rank: 1717
Sortino Ratio Rank
UTWY Omega Ratio Rank: 1616
Omega Ratio Rank
UTWY Calmar Ratio Rank: 1717
Calmar Ratio Rank
UTWY Martin Ratio Rank: 1818
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.

ZTEN vs. UTWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) and F/m US Treasury 20 Year Bond ETF (UTWY). 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.


ZTENUTWYDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.24

1.10

+0.15

Calmar ratioReturn relative to maximum drawdown

2.07

0.67

+1.40

Martin ratioReturn relative to average drawdown

6.72

1.81

+4.91

ZTEN vs. UTWY - Sharpe Ratio Comparison

The current ZTEN Sharpe Ratio is 1.38, which is higher than the UTWY Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ZTEN and UTWY, 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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Sharpe Ratios by Period


ZTENUTWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.55

+0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

-0.08

+1.22

Drawdowns

ZTEN vs. UTWY - Drawdown Comparison

The maximum ZTEN drawdown since its inception was -3.43%, smaller than the maximum UTWY drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for ZTEN and UTWY.


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Drawdown Indicators


ZTENUTWYDifference

Max Drawdown

Largest peak-to-trough decline

-3.43%

-18.19%

+14.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-6.70%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

Current Drawdown

Current decline from peak

-1.46%

-6.03%

+4.57%

Average Drawdown

Average peak-to-trough decline

-0.78%

-7.03%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.47%

-1.45%

Volatility

ZTEN vs. UTWY - Volatility Comparison

The current volatility for F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) is 1.61%, while F/m US Treasury 20 Year Bond ETF (UTWY) has a volatility of 2.50%. This indicates that ZTEN experiences smaller price fluctuations and is considered to be less risky than UTWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTENUTWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

2.50%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

5.64%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

8.10%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

11.11%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.80%

11.11%

-5.31%

ZTEN vs. UTWY - Expense Ratio Comparison

Both ZTEN and UTWY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ZTEN vs. UTWY - Dividend Comparison

ZTEN's dividend yield for the trailing twelve months is around 5.08%, more than UTWY's 4.69% yield.


PositionTTM202520242023
UTWY
F/m US Treasury 20 Year Bond ETF
4.69%4.62%4.56%2.94%
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
5.08%5.16%0.44%0.00%

Frequently Asked Questions


With a correlation of 0.90, ZTEN and UTWY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UTWY has higher volatility (2.50%) compared to ZTEN (1.61%). In terms of maximum drawdown, ZTEN dropped -3.43% vs UTWY's -18.19%.

On 1-year performance, ZTEN leads with 6.84% vs 4.46% for UTWY. Both ETFs have the same 0.15% expense ratio. On volatility, ZTEN has been the lower-risk option at 1.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ZTEN has performed better with a 6.84% return vs 4.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZTEN and UTWY have the same expense ratio: 0.15% per year.

ZTEN has the higher dividend yield at 5.08%, compared with 4.69% for UTWY.

ZTEN is categorized as Long-Term Bond, while UTWY is Government Bonds. ZTEN tracks ICE 10-Year US Target Maturity Corporate Index - Benchmark TR Gross, while UTWY tracks Bloomberg US Treasury Bellwether 20 Year Index. They also come from different issuers: F/m and F/m Investments.

ZTEN currently has the higher Sharpe Ratio (1.38 vs 0.55), 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

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