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IEF5.L vs. TYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEF5.L vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) 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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IEF5.L vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023
IEF5.L
Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities
-7.95%0.56%-32.47%49.35%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-3.07%11.68%-13.89%-10.45%

Returns By Period

In the year-to-date period, IEF5.L achieves a -7.95% return, which is significantly lower than TYD's -3.07% return.


IEF5.L

1D
0.59%
1M
-13.27%
YTD
-7.95%
6M
-11.03%
1Y
-15.26%
3Y*
5Y*
10Y*

TYD

1D
0.45%
1M
-7.75%
YTD
-3.07%
6M
-3.16%
1Y
-0.42%
3Y*
-5.91%
5Y*
-11.66%
10Y*
-4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEF5.L vs. TYD - Expense Ratio Comparison

IEF5.L has a 0.75% expense ratio, which is lower than TYD's 1.09% expense ratio.


Return for Risk

IEF5.L vs. TYD — Risk / Return Rank

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

IEF5.L
IEF5.L Risk / Return Rank: 44
Overall Rank
IEF5.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IEF5.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IEF5.L Omega Ratio Rank: 44
Omega Ratio Rank
IEF5.L Calmar Ratio Rank: 33
Calmar Ratio Rank
IEF5.L Martin Ratio Rank: 55
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 1212
Overall Rank
TYD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 1111
Sortino Ratio Rank
TYD Omega Ratio Rank: 1111
Omega Ratio Rank
TYD Calmar Ratio Rank: 1313
Calmar Ratio Rank
TYD Martin Ratio Rank: 1313
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.

IEF5.L vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) 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.


IEF5.LTYDDifference

Sharpe ratio

Return per unit of total volatility

-0.52

-0.03

-0.49

Sortino ratio

Return per unit of downside risk

-0.53

0.08

-0.61

Omega ratio

Gain probability vs. loss probability

0.93

1.01

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.56

0.04

-0.60

Martin ratio

Return relative to average drawdown

-0.83

0.09

-0.93

IEF5.L vs. TYD - Sharpe Ratio Comparison

The current IEF5.L Sharpe Ratio is -0.52, which is lower than the TYD Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of IEF5.L and TYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEF5.LTYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

-0.03

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.06

-0.10

Correlation

The correlation between IEF5.L and TYD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEF5.L vs. TYD - Dividend Comparison

IEF5.L has not paid dividends to shareholders, while TYD's dividend yield for the trailing twelve months is around 3.12%.


TTM20252024202320222021202020192018201720162015
IEF5.L
Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.12%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Drawdowns

IEF5.L vs. TYD - Drawdown Comparison

The maximum IEF5.L drawdown since its inception was -54.23%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for IEF5.L and TYD.


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Drawdown Indicators


IEF5.LTYDDifference

Max Drawdown

Largest peak-to-trough decline

-54.23%

-64.28%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

-10.99%

-17.12%

Max Drawdown (5Y)

Largest decline over 5 years

-59.84%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-52.55%

-57.87%

+5.32%

Average Drawdown

Average peak-to-trough decline

-39.63%

-21.57%

-18.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.88%

5.18%

+13.70%

Volatility

IEF5.L vs. TYD - Volatility Comparison

Leverage Shares 5x Long 7-10 Year Treasury Bond ETP Securities (IEF5.L) has a higher volatility of 8.40% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 5.53%. This indicates that IEF5.L'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


IEF5.LTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

5.53%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

9.59%

+6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

29.42%

16.22%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.99%

22.96%

+44.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.99%

20.47%

+46.52%