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EDV vs. TYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDV and TYD is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EDV vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) 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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Key characteristics

Sharpe Ratio

EDV:

-0.33

TYD:

-0.02

Sortino Ratio

EDV:

-0.26

TYD:

0.18

Omega Ratio

EDV:

0.97

TYD:

1.02

Calmar Ratio

EDV:

-0.10

TYD:

0.01

Martin Ratio

EDV:

-0.51

TYD:

0.05

Ulcer Index

EDV:

11.52%

TYD:

11.80%

Daily Std Dev

EDV:

20.82%

TYD:

19.99%

Max Drawdown

EDV:

-59.96%

TYD:

-64.28%

Current Drawdown

EDV:

-56.42%

TYD:

-60.31%

Returns By Period

In the year-to-date period, EDV achieves a -4.16% return, which is significantly lower than TYD's 1.98% return. Over the past 10 years, EDV has outperformed TYD with an annualized return of -2.17%, while TYD has yielded a comparatively lower -3.77% annualized return.


EDV

YTD

-4.16%

1M

-3.34%

6M

-6.77%

1Y

-6.80%

5Y*

-14.64%

10Y*

-2.17%

TYD

YTD

1.98%

1M

-3.21%

6M

-0.65%

1Y

-0.43%

5Y*

-16.40%

10Y*

-3.77%

*Annualized

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EDV vs. TYD - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is lower than TYD's 1.09% expense ratio.


Risk-Adjusted Performance

EDV vs. TYD — Risk-Adjusted Performance Rank

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

EDV
The Risk-Adjusted Performance Rank of EDV is 88
Overall Rank
The Sharpe Ratio Rank of EDV is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 88
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 88
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 99
Martin Ratio Rank

TYD
The Risk-Adjusted Performance Rank of TYD is 1616
Overall Rank
The Sharpe Ratio Rank of TYD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EDV vs. TYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.


The current EDV Sharpe Ratio is -0.33, which is lower than the TYD Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of EDV and TYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EDV vs. TYD - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.95%, more than TYD's 3.44% yield.


TTM20242023202220212020201920182017201620152014
EDV
Vanguard Extended Duration Treasury ETF
4.95%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.44%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%0.00%

Drawdowns

EDV vs. TYD - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for EDV and TYD. For additional features, visit the drawdowns tool.


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Volatility

EDV vs. TYD - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD) have volatilities of 5.65% and 5.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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