EURL vs. TDS
Compare and contrast key facts about Direxion Daily FTSE Europe Bull 3x Shares (EURL) and Telephone and Data Systems, Inc. (TDS).
EURL is a passively managed fund by Direxion that tracks the performance of the FTSE Developed Europe Index (300%). It was launched on Jan 22, 2014.
Performance
EURL vs. TDS - Performance Comparison
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EURL vs. TDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EURL Direxion Daily FTSE Europe Bull 3x Shares | -7.92% | 105.85% | -11.42% | 44.19% | -54.41% | 46.59% | -23.19% | 72.61% | -46.39% | 91.32% |
TDS Telephone and Data Systems, Inc. | 33.22% | 20.73% | 89.02% | 86.26% | -45.27% | 12.04% | -24.32% | -19.98% | 19.58% | -1.46% |
Returns By Period
In the year-to-date period, EURL achieves a -7.92% return, which is significantly lower than TDS's 33.22% return. Over the past 10 years, EURL has underperformed TDS with an annualized return of 7.52%, while TDS has yielded a comparatively higher 9.10% annualized return.
EURL
- 1D
- 8.71%
- 1M
- -25.55%
- YTD
- -7.92%
- 6M
- 4.42%
- 1Y
- 44.29%
- 3Y*
- 24.06%
- 5Y*
- 6.41%
- 10Y*
- 7.52%
TDS
- 1D
- 0.74%
- 1M
- -5.83%
- YTD
- 33.22%
- 6M
- 39.35%
- 1Y
- 41.46%
- 3Y*
- 77.09%
- 5Y*
- 22.45%
- 10Y*
- 9.10%
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Return for Risk
EURL vs. TDS — Risk / Return Rank
EURL
TDS
EURL vs. TDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily FTSE Europe Bull 3x Shares (EURL) and Telephone and Data Systems, Inc. (TDS). 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.
| EURL | TDS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.98 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.95 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.15 | -0.96 |
Martin ratioReturn relative to average drawdown | 4.25 | 5.70 | -1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EURL | TDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.98 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.35 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.17 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.11 | -0.10 |
Correlation
The correlation between EURL and TDS is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EURL vs. TDS - Dividend Comparison
EURL's dividend yield for the trailing twelve months is around 1.70%, less than TDS's 24.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURL Direxion Daily FTSE Europe Bull 3x Shares | 1.70% | 1.50% | 3.51% | 2.50% | 1.80% | 0.33% | 0.41% | 1.17% | 3.07% | 0.38% | 0.00% | 0.00% |
TDS Telephone and Data Systems, Inc. | 24.73% | 0.39% | 0.91% | 4.03% | 6.86% | 3.47% | 3.66% | 2.60% | 1.97% | 2.23% | 2.05% | 2.18% |
Drawdowns
EURL vs. TDS - Drawdown Comparison
The maximum EURL drawdown since its inception was -84.65%, roughly equal to the maximum TDS drawdown of -88.89%. Use the drawdown chart below to compare losses from any high point for EURL and TDS.
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Drawdown Indicators
| EURL | TDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.65% | -88.89% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -33.05% | -19.69% | -13.36% |
Max Drawdown (5Y)Largest decline over 5 years | -75.24% | -72.54% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -84.65% | -78.98% | -5.67% |
Current DrawdownCurrent decline from peak | -26.13% | -11.45% | -14.68% |
Average DrawdownAverage peak-to-trough decline | -37.31% | -47.54% | +10.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.27% | 7.41% | +1.86% |
Volatility
EURL vs. TDS - Volatility Comparison
Direxion Daily FTSE Europe Bull 3x Shares (EURL) has a higher volatility of 22.57% compared to Telephone and Data Systems, Inc. (TDS) at 7.58%. This indicates that EURL's price experiences larger fluctuations and is considered to be riskier than TDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EURL | TDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.57% | 7.58% | +14.99% |
Volatility (6M)Calculated over the trailing 6-month period | 32.59% | 29.87% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.28% | 42.36% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.65% | 63.76% | -11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.51% | 52.56% | +2.95% |