EURL vs. TDS
EURL (Direxion Daily FTSE Europe Bull 3x Shares) is Leveraged Equities fund tracking the FTSE Developed Europe Index (300%), while TDS (Telephone and Data Systems, Inc.) is a stock. Over the past 10 years, EURL returned 11.21%/yr vs 6.59%/yr for TDS. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
EURL vs. TDS - Performance Comparison
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Returns By Period
In the year-to-date period, EURL achieves a 19.99% return, which is significantly higher than TDS's 6.37% return. Over the past 10 years, EURL has outperformed TDS with an annualized return of 11.21%, while TDS has yielded a comparatively lower 6.59% annualized return.
EURL
- 1D
- -1.39%
- 1M
- 3.10%
- 6M
- 5.68%
- YTD
- 19.99%
- 1Y
- 59.89%
- 3Y*
- 31.34%
- 5Y*
- 7.64%
- 10Y*
- 11.21%
- ALL TIME*
- 2.97%
TDS
- 1D
- 0.00%
- 1M
- -7.21%
- 6M
- -25.45%
- YTD
- 6.37%
- 1Y
- 14.91%
- 3Y*
- 78.98%
- 5Y*
- 17.83%
- 10Y*
- 6.59%
- ALL TIME*
- 3.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $543.36K | $647.46K | $1.03M | |
| $26.86M | $33.30M | $42.63M |
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 | 19.99% | 105.85% | -11.42% | 44.19% | -54.41% | 46.59% | -23.19% | 72.61% | -46.39% | 91.32% |
TDS Telephone and Data Systems, Inc. | 6.37% | 20.73% | 89.02% | 86.26% | -45.27% | 12.04% | -24.32% | -19.98% | 19.58% | -1.46% |
Correlation
The correlation between EURL and TDS is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2014 | 0.37 |
The correlation between EURL and TDS shifts across timeframes, from 0.26 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| EURL | TDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.40 | +1.34 |
| Martin ratioReturn relative to average drawdown | 5.37 | 1.07 | +4.29 |
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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% | -29.70% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -38.81% | -33.36% | -5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -75.24% | -66.28% | -8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -84.65% | -78.98% | -5.67% |
Current DrawdownCurrent decline from peak | -3.74% | -29.30% | +25.56% |
Average DrawdownAverage peak-to-trough decline | -36.62% | -47.23% | +10.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.71% | 11.18% | -0.47% |
Volatility
EURL vs. TDS - Volatility Comparison
Direxion Daily FTSE Europe Bull 3x Shares (EURL) has a higher volatility of 13.53% compared to Telephone and Data Systems, Inc. (TDS) at 6.36%. 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 | 13.53% | 6.36% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 41.54% | 19.09% | +22.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.83% | 37.69% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.54% | 63.80% | -10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.48% | 52.57% | +1.91% |
Dividends
EURL vs. TDS - Dividend Comparison
EURL's dividend yield for the trailing twelve months is around 1.50%, less than TDS's 31.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURL Direxion Daily FTSE Europe Bull 3x Shares | 1.50% | 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. | 31.00% | 0.39% | 0.91% | 4.03% | 6.86% | 3.47% | 3.66% | 2.60% | 1.97% | 2.23% | 2.05% | 2.18% |
Frequently Asked Questions
EURL and TDS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EURL has higher volatility (13.53%) compared to TDS (6.36%). In terms of maximum drawdown, EURL dropped -84.65% vs TDS's -88.89%.
EURL currently has the higher Sharpe Ratio (1.21 vs 0.32), 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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