DUSL vs. TYD
DUSL (Direxion Daily Industrials Bull 3X Shares) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - DUSL is a Leveraged Equities fund tracking the Industrials Select Sector Index (300%), while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 5 years, DUSL returned 19.67%/yr vs -13.19%/yr for TYD. At a correlation of -0.08, they often move in opposite directions. DUSL charges 1.01%/yr vs 1.09%/yr for TYD.
Performance
DUSL vs. TYD - Performance Comparison
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Returns By Period
In the year-to-date period, DUSL achieves a 34.09% return, which is significantly higher than TYD's -5.80% return.
DUSL
- 1D
- 2.31%
- 1M
- 6.81%
- YTD
- 34.09%
- 6M
- 30.29%
- 1Y
- 65.13%
- 3Y*
- 45.34%
- 5Y*
- 19.67%
- 10Y*
- —
TYD
- 1D
- -0.33%
- 1M
- 2.41%
- YTD
- -5.80%
- 6M
- -5.59%
- 1Y
- 0.17%
- 3Y*
- -3.95%
- 5Y*
- -13.19%
- 10Y*
- -5.12%
DUSL vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSL Direxion Daily Industrials Bull 3X Shares | 34.09% | 37.50% | 34.75% | 37.23% | -31.17% | 60.72% | -19.77% | 90.70% | -46.28% | 47.58% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -5.80% | 11.68% | -13.89% | -2.87% | -43.32% | -11.36% | 27.62% | 17.88% | 0.76% | 0.03% |
Correlation
The correlation between DUSL and TYD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 3, 2017 | -0.08 |
The correlation between DUSL and TYD shifts across timeframes, from -0.08 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DUSL vs. TYD — Risk / Return Rank
DUSL
TYD
DUSL vs. TYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) 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.
| DUSL | TYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.00 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.08 | +1.87 |
| Martin ratioReturn relative to average drawdown | 5.91 | -0.20 | +6.11 |
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Drawdowns
DUSL vs. TYD - Drawdown Comparison
The maximum DUSL drawdown since its inception was -85.74%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for DUSL and TYD.
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Drawdown Indicators
| DUSL | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.74% | -64.28% | -21.46% |
Max Drawdown (1Y)Largest decline over 1 year | -33.68% | -13.54% | -20.14% |
Max Drawdown (3Y)Largest decline over 3 years | -50.86% | -24.62% | -26.24% |
Max Drawdown (5Y)Largest decline over 5 years | -58.43% | -59.84% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.28% | — |
Current DrawdownCurrent decline from peak | -10.11% | -59.06% | +48.95% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -22.00% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.22% | 5.30% | +4.92% |
Volatility
DUSL vs. TYD - Volatility Comparison
Direxion Daily Industrials Bull 3X Shares (DUSL) has a higher volatility of 18.87% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.49%. This indicates that DUSL'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
| DUSL | TYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.87% | 4.49% | +14.38% |
Volatility (6M)Calculated over the trailing 6-month period | 41.19% | 9.76% | +31.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.18% | 13.86% | +35.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.90% | 22.97% | +29.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.65% | 20.36% | +41.29% |
DUSL vs. TYD - Expense Ratio Comparison
DUSL has a 1.01% expense ratio, which is lower than TYD's 1.09% expense ratio.
Dividends
DUSL vs. TYD - Dividend Comparison
DUSL's dividend yield for the trailing twelve months is around 8.54%, more than TYD's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSL Direxion Daily Industrials Bull 3X Shares | 8.54% | 11.39% | 6.61% | 1.28% | 0.66% | 0.07% | 0.48% | 1.01% | 1.46% | 0.57% | 0.00% | 0.00% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.22% | 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
DUSL and TYD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUSL has higher volatility (18.87%) compared to TYD (4.49%). In terms of maximum drawdown, DUSL dropped -85.74% vs TYD's -64.28%.
On 5-year performance, DUSL leads with 19.67% vs -13.19% for TYD. On fees, DUSL is cheaper at 1.01% per year. On volatility, TYD has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DUSL has performed better with a 19.67% return vs -13.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DUSL is cheaper with a 1.01% expense ratio, compared with 1.09% for TYD.
DUSL has the higher dividend yield at 8.54%, compared with 3.22% for TYD.
DUSL is categorized as Leveraged Equities, while TYD is Leveraged Bonds. DUSL tracks Industrials Select Sector Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.01% for DUSL and 1.09% for TYD.
DUSL currently has the higher Sharpe Ratio (1.23 vs -0.08), 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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