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ERY vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERY vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Energy Bear 2X Shares (ERY) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ERY achieves a -44.59% return, which is significantly lower than TMF's -5.59% return. Over the past 10 years, ERY has underperformed TMF with an annualized return of -33.88%, while TMF has yielded a comparatively higher -16.34% annualized return.


ERY

1D
-0.18%
1M
1.11%
YTD
-44.59%
6M
-42.08%
1Y
-55.06%
3Y*
-28.20%
5Y*
-38.05%
10Y*
-33.88%

TMF

1D
0.57%
1M
0.40%
YTD
-5.59%
6M
-9.73%
1Y
-3.14%
3Y*
-20.49%
5Y*
-30.44%
10Y*
-16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERY vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERY
Direxion Daily Energy Bear 2X Shares
-44.59%-18.54%-5.58%-0.35%-73.61%-68.00%-11.94%-38.67%45.61%-5.67%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-5.59%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between ERY and TMF is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.07

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

0.14

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.30

The correlation between ERY and TMF shifts across timeframes, from 0.07 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ERY vs. TMF — Risk / Return Rank

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

ERY
ERY Risk / Return Rank: 11
Overall Rank
ERY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ERY Sortino Ratio Rank: 00
Sortino Ratio Rank
ERY Omega Ratio Rank: 00
Omega Ratio Rank
ERY Calmar Ratio Rank: 11
Calmar Ratio Rank
ERY Martin Ratio Rank: 11
Martin Ratio Rank

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

ERY vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Energy Bear 2X Shares (ERY) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


ERYTMFDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

0.76

1.00

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.92

-0.12

-0.80

Martin ratioReturn relative to average drawdown

-1.65

-0.27

-1.37

ERY vs. TMF - Sharpe Ratio Comparison

The current ERY Sharpe Ratio is -1.36, which is lower than the TMF Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ERY and TMF, 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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Sharpe Ratios by Period


ERYTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.36

-0.11

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

-0.65

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.37

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.13

-0.41

Drawdowns

ERY vs. TMF - Drawdown Comparison

The maximum ERY drawdown since its inception was -99.99%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for ERY and TMF.


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Drawdown Indicators


ERYTMFDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-92.89%

-7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-59.79%

-26.51%

-33.28%

Max Drawdown (3Y)

Largest decline over 3 years

-67.94%

-56.31%

-11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-94.04%

-88.81%

-5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-92.89%

-6.77%

Current Drawdown

Current decline from peak

-99.99%

-92.18%

-7.81%

Average Drawdown

Average peak-to-trough decline

-96.93%

-43.64%

-53.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.47%

11.55%

+21.92%

Volatility

ERY vs. TMF - Volatility Comparison

Direxion Daily Energy Bear 2X Shares (ERY) has a higher volatility of 16.11% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.99%. This indicates that ERY's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERYTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

7.99%

+8.12%

Volatility (6M)

Calculated over the trailing 6-month period

32.64%

19.02%

+13.62%

Volatility (1Y)

Calculated over the trailing 1-year period

40.81%

28.76%

+12.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.89%

46.72%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.62%

43.91%

+26.71%

ERY vs. TMF - Expense Ratio Comparison

ERY has a 1.07% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

ERY vs. TMF - Dividend Comparison

ERY's dividend yield for the trailing twelve months is around 3.75%, less than TMF's 4.13% yield.


PositionTTM202520242023202220212020201920182017
ERY
Direxion Daily Energy Bear 2X Shares
3.75%3.48%4.13%4.14%0.32%0.00%0.43%1.50%0.56%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.13%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


ERY and TMF have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ERY has higher volatility (16.11%) compared to TMF (7.99%). In terms of maximum drawdown, ERY dropped -99.99% vs TMF's -92.89%.

On 10-year performance, TMF leads with -16.34% vs -33.88% for ERY. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 7.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMF has performed better with a -16.34% return vs -33.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.07% for ERY.

TMF has the higher dividend yield at 4.13%, compared with 3.75% for ERY.

ERY is categorized as Leveraged Equities, while TMF is Leveraged Bonds. ERY tracks Energy Select Sector Index (-300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.07% for ERY and 1.01% for TMF.

TMF currently has the higher Sharpe Ratio (-0.11 vs -1.36), 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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