Direxion Daily 7-10 Year Treasury Bull 3X (TYD) Sharpe Ratio: -0.10

TYD's Sharpe Ratio of -0.10 indicates that for each unit of volatility, it generates -0.10 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TYD Sharpe Ratio Rank

Concerning

TYD ranks above 9.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

TYD Sharpe Ratio Market Positioning

The chart shows TYD's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.48 or lower
Yellow zone (middle 50%): 0.48 to 1.43
Green zone (top 25%): 1.43 or higher
Top 1%: 5.76+
Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Direxion Daily 7-10 Year Treasury Bull 3X's Sharpe Ratio with other ETFs in the Leveraged Bonds, Leveraged category across multiple time periods, showing how TYD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

Symbol	Name	1Y Sharpe Ratio
MUU	Direxion Daily MU Bull 2X Shares	7.00
MULL	GraniteShares 2x Long MU Daily ETF	6.53
KORU	Direxion Daily South Korea Bull 3X Shares	6.40
GGLL	Direxion Daily GOOGL Bull 2X Shares	3.24
GOOX	T-Rex 2X Long Alphabet Daily Target ETF	3.03
TSMX	Direxion Daily TSM Bull 2X Shares	2.92
JNUG	Direxion Daily Junior Gold Miners Index Bull 2x Shares	2.59
NUGT	Direxion Daily Gold Miners Bull 2X Shares	2.57
LABU	Direxion Daily S&P Biotech Bull 3x Shares	2.53
URAA	Direxion Daily Uranium Industry Bull 2X Shares	2.42
TYD	Direxion Daily 7-10 Year Treasury Bull 3X	-0.10

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows TYD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TYD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore TYD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

TYD Sortino Ratio