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DPST vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPST vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Regional Banks Bull 3X Shares (DPST) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DPST achieves a 45.84% return, which is significantly higher than TYD's -8.67% return. Over the past 10 years, DPST has underperformed TYD with an annualized return of -11.52%, while TYD has yielded a comparatively higher -5.55% annualized return.


DPST

1D
0.09%
1M
19.32%
6M
33.56%
YTD
45.84%
1Y
46.05%
3Y*
26.28%
5Y*
-14.08%
10Y*
-11.52%
ALL TIME*
-13.01%

TYD

1D
-0.78%
1M
-3.38%
6M
-6.39%
YTD
-8.67%
1Y
-3.97%
3Y*
-4.77%
5Y*
-14.54%
10Y*
-5.55%
ALL TIME*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPST vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
45.84%-5.90%15.48%-55.79%-54.10%108.31%-76.53%70.65%-56.75%7.28%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.67%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between DPST and TYD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.19

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

-0.19

The correlation between DPST and TYD shifts across timeframes, from -0.19 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DPST vs. TYD — Risk / Return Rank

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

DPST
DPST Risk / Return Rank: 2929
Overall Rank
DPST Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 3232
Sortino Ratio Rank
DPST Omega Ratio Rank: 3333
Omega Ratio Rank
DPST Calmar Ratio Rank: 3131
Calmar Ratio Rank
DPST Martin Ratio Rank: 2727
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD 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.

DPST vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


DPSTTYDDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.17

0.96

+0.20

Calmar ratioReturn relative to maximum drawdown

1.14

-0.29

+1.44

Martin ratioReturn relative to average drawdown

2.54

-0.64

+3.18

DPST vs. TYD - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 0.68, which is higher than the TYD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of DPST and TYD, 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

DPST vs. TYD - Drawdown Comparison

The maximum DPST drawdown since its inception was -97.73%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for DPST and TYD.


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Drawdown Indicators


DPSTTYDDifference

Max Drawdown

Largest peak-to-trough decline

-97.73%

-64.28%

-33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-40.44%

-13.54%

-26.90%

Max Drawdown (3Y)

Largest decline over 3 years

-68.38%

-22.32%

-46.06%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

-59.84%

-34.15%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

-64.28%

-33.45%

Current Drawdown

Current decline from peak

-91.07%

-60.31%

-30.76%

Average Drawdown

Average peak-to-trough decline

-64.44%

-22.22%

-42.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.15%

6.24%

+11.91%

Volatility

DPST vs. TYD - Volatility Comparison

Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 17.32% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that DPST's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPSTTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.32%

3.93%

+13.39%

Volatility (6M)

Calculated over the trailing 6-month period

49.05%

10.30%

+38.75%

Volatility (1Y)

Calculated over the trailing 1-year period

68.34%

13.80%

+54.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.45%

22.92%

+65.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.22%

20.20%

+74.02%

DPST vs. TYD - Expense Ratio Comparison

DPST has a 0.99% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

DPST vs. TYD - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 1.50%, less than TYD's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
DPST
Direxion Daily Regional Banks Bull 3X Shares
1.50%2.18%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.38%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


DPST and TYD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DPST has higher volatility (17.32%) compared to TYD (3.93%). In terms of maximum drawdown, DPST dropped -97.73% vs TYD's -64.28%.

On 10-year performance, TYD leads with -5.55% vs -11.52% for DPST. On fees, DPST is cheaper at 0.99% per year. On volatility, TYD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TYD has performed better with a -5.55% return vs -11.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DPST is cheaper with a 0.99% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.38%, compared with 1.50% for DPST.

DPST is categorized as Leveraged Equities, while TYD is Leveraged Bonds. DPST tracks Solactive US Regional Banks Total Return Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 0.99% for DPST and 1.09% for TYD.

DPST currently has the higher Sharpe Ratio (0.68 vs -0.29), 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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