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DUSL vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSL vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Industrials Bull 3X Shares (DUSL) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSL vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

DUSL
DUSL Risk / Return Rank: 4040
Overall Rank
DUSL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 3939
Sortino Ratio Rank
DUSL Omega Ratio Rank: 3737
Omega Ratio Rank
DUSL Calmar Ratio Rank: 4141
Calmar Ratio Rank
DUSL Martin Ratio Rank: 4242
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 88
Overall Rank
TYD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 88
Sortino Ratio Rank
TYD Omega Ratio Rank: 88
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD Martin Ratio Rank: 99
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.

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.


DUSLTYDDifference
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

DUSL vs. TYD - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 1.23, which is higher than the TYD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of DUSL 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

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


DUSLTYDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.11%

-59.06%

+48.95%

Average Drawdown

Average peak-to-trough decline

-21.96%

-22.00%

+0.04%

Ulcer Index

Depth 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


DUSLTYDDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for DUSL and TYD

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