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HIBS vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) 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, HIBS achieves a -59.26% return, which is significantly lower than TMF's -5.59% return.


HIBS

1D
0.59%
1M
-26.80%
YTD
-59.26%
6M
-59.84%
1Y
-82.21%
3Y*
-63.10%
5Y*
-53.41%
10Y*

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)

HIBS vs. TMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-59.26%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-5.59%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%-0.50%

Correlation

The correlation between HIBS and TMF is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.17

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.08

The correlation between HIBS and TMF shifts across timeframes, from -0.18 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HIBS vs. TMF — Risk / Return Rank

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

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS 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.

HIBS vs. TMF - Risk-Adjusted Trends Comparison

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


HIBSTMFDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

0.70

1.00

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.12

-0.87

Martin ratioReturn relative to average drawdown

-1.50

-0.27

-1.23

HIBS vs. TMF - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.22, which is lower than the TMF Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of HIBS 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


HIBSTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

-0.11

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

-0.65

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

-0.13

-0.59

Drawdowns

HIBS vs. TMF - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for HIBS and TMF.


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Drawdown Indicators


HIBSTMFDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-92.89%

-7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-83.13%

-26.51%

-56.62%

Max Drawdown (3Y)

Largest decline over 3 years

-96.48%

-56.31%

-40.17%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-88.81%

-9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-99.98%

-92.18%

-7.80%

Average Drawdown

Average peak-to-trough decline

-93.14%

-43.64%

-49.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.63%

11.55%

+43.08%

Volatility

HIBS vs. TMF - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 22.04% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.99%. This indicates that HIBS'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


HIBSTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.04%

7.99%

+14.05%

Volatility (6M)

Calculated over the trailing 6-month period

52.82%

19.02%

+33.80%

Volatility (1Y)

Calculated over the trailing 1-year period

67.45%

28.76%

+38.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.46%

46.72%

+35.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.78%

43.91%

+50.87%

HIBS vs. TMF - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

HIBS vs. TMF - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 11.62%, more than TMF's 4.13% yield.


PositionTTM202520242023202220212020201920182017
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
11.62%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%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


HIBS and TMF have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (22.04%) compared to TMF (7.99%). In terms of maximum drawdown, HIBS dropped -99.98% vs TMF's -92.89%.

On 5-year performance, TMF leads with -30.44% vs -53.41% for HIBS. 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 5-year period, TMF has performed better with a -30.44% return vs -53.41%. 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 1.06% for HIBS.

HIBS has the higher dividend yield at 11.62%, compared with 4.13% for TMF.

HIBS is categorized as Inverse Equities, while TMF is Leveraged Bonds. HIBS tracks S&P 500® High Beta Index, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.06% for HIBS and 1.01% for TMF.

TMF currently has the higher Sharpe Ratio (-0.11 vs -1.22), 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

Find the right allocation for HIBS and TMF

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