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HIBL vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBL vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) 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, HIBL achieves a 59.83% return, which is significantly higher than TYD's -8.67% return.


HIBL

1D
10.51%
1M
-19.93%
6M
50.26%
YTD
59.83%
1Y
119.45%
3Y*
38.71%
5Y*
13.07%
10Y*
ALL TIME*
17.86%

TYD

1D
-0.78%
1M
-3.38%
6M
-6.39%
YTD
-8.67%
1Y
-3.97%
3Y*
-4.77%
5Y*
-14.54%
10Y*
-5.55%
ALL TIME*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBL vs. TYD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
59.83%60.38%-0.40%81.02%-68.24%129.14%-24.96%19.23%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.67%11.68%-13.89%-2.87%-43.32%-11.36%27.62%-2.64%

Correlation

The correlation between HIBL and TYD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.14

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

-0.04

The correlation between HIBL and TYD shifts across timeframes, from -0.04 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HIBL vs. TYD — Risk / Return Rank

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

HIBL
HIBL Risk / Return Rank: 6969
Overall Rank
HIBL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HIBL Sortino Ratio Rank: 5656
Sortino Ratio Rank
HIBL Omega Ratio Rank: 5656
Omega Ratio Rank
HIBL Calmar Ratio Rank: 8888
Calmar Ratio Rank
HIBL Martin Ratio Rank: 8181
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 77
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.

HIBL vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) 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.


HIBLTYDDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratioReturn relative to maximum drawdown

3.83

-0.29

+4.12

Martin ratioReturn relative to average drawdown

11.56

-0.64

+12.19

HIBL vs. TYD - Sharpe Ratio Comparison

The current HIBL Sharpe Ratio is 1.56, which is higher than the TYD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of HIBL 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

HIBL vs. TYD - Drawdown Comparison

The maximum HIBL drawdown since its inception was -88.27%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for HIBL and TYD.


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Drawdown Indicators


HIBLTYDDifference

Max Drawdown

Largest peak-to-trough decline

-88.27%

-64.28%

-23.99%

Max Drawdown (1Y)

Largest decline over 1 year

-31.39%

-13.54%

-17.85%

Max Drawdown (3Y)

Largest decline over 3 years

-69.66%

-22.32%

-47.34%

Max Drawdown (5Y)

Largest decline over 5 years

-81.58%

-59.84%

-21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-23.42%

-60.31%

+36.89%

Average Drawdown

Average peak-to-trough decline

-43.61%

-22.22%

-21.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

6.24%

+4.14%

Volatility

HIBL vs. TYD - Volatility Comparison

Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) has a higher volatility of 30.74% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that HIBL'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


HIBLTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.74%

3.93%

+26.81%

Volatility (6M)

Calculated over the trailing 6-month period

64.08%

10.30%

+53.78%

Volatility (1Y)

Calculated over the trailing 1-year period

77.09%

13.80%

+63.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.45%

22.92%

+60.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.50%

20.20%

+72.30%

HIBL vs. TYD - Expense Ratio Comparison

HIBL has a 1.12% expense ratio, which is higher than TYD's 1.09% expense ratio.


Dividends

HIBL vs. TYD - Dividend Comparison

HIBL's dividend yield for the trailing twelve months is around 1.42%, less than TYD's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
1.42%2.43%0.82%0.69%0.00%0.06%0.19%0.19%0.00%0.00%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.38%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


HIBL and TYD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBL has higher volatility (30.74%) compared to TYD (3.93%). In terms of maximum drawdown, HIBL dropped -88.27% vs TYD's -64.28%.

On 5-year performance, HIBL leads with 13.07% vs -14.54% for TYD. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HIBL has performed better with a 13.07% return vs -14.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TYD is cheaper with a 1.09% expense ratio, compared with 1.12% for HIBL.

TYD has the higher dividend yield at 3.38%, compared with 1.42% for HIBL.

HIBL is categorized as Leveraged Equities, while TYD is Leveraged Bonds. HIBL tracks S&P 500 High Beta Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.12% for HIBL and 1.09% for TYD.

HIBL currently has the higher Sharpe Ratio (1.56 vs -0.29), 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

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