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INDL vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDL vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily India Bull 3x Shares (INDL) 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, INDL achieves a -23.37% return, which is significantly lower than TYD's -5.80% return. Over the past 10 years, INDL has outperformed TYD with an annualized return of 0.22%, while TYD has yielded a comparatively lower -5.12% annualized return.


INDL

1D
2.23%
1M
0.62%
YTD
-23.37%
6M
-20.84%
1Y
-26.49%
3Y*
-0.01%
5Y*
-2.48%
10Y*
0.22%

TYD

1D
-0.33%
1M
2.41%
YTD
-5.80%
6M
-5.59%
1Y
0.17%
3Y*
-3.95%
5Y*
-13.19%
10Y*
-5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDL vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDL
Direxion Daily India Bull 3x Shares
-23.37%-3.21%7.56%26.06%-22.88%40.26%-36.43%3.15%-34.29%127.98%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-5.80%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between INDL and TYD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.13

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

-0.11

The correlation between INDL and TYD shifts across timeframes, from -0.11 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

INDL vs. TYD — Risk / Return Rank

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

INDL
INDL Risk / Return Rank: 22
Overall Rank
INDL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDL Sortino Ratio Rank: 22
Sortino Ratio Rank
INDL Omega Ratio Rank: 22
Omega Ratio Rank
INDL Calmar Ratio Rank: 33
Calmar Ratio Rank
INDL Martin Ratio Rank: 11
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 88
Overall Rank
TYD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 88
Sortino Ratio Rank
TYD Omega Ratio Rank: 88
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD Martin Ratio Rank: 99
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.

INDL vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily India Bull 3x Shares (INDL) 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.


INDLTYDDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

0.85

1.00

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.08

-0.67

Martin ratioReturn relative to average drawdown

-1.55

-0.20

-1.35

INDL vs. TYD - Sharpe Ratio Comparison

The current INDL Sharpe Ratio is -0.96, which is lower than the TYD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of INDL 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

INDL vs. TYD - Drawdown Comparison

The maximum INDL drawdown since its inception was -95.67%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for INDL and TYD.


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Drawdown Indicators


INDLTYDDifference

Max Drawdown

Largest peak-to-trough decline

-95.67%

-64.28%

-31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-37.82%

-13.54%

-24.28%

Max Drawdown (3Y)

Largest decline over 3 years

-47.64%

-24.62%

-23.02%

Max Drawdown (5Y)

Largest decline over 5 years

-47.64%

-59.84%

+12.20%

Max Drawdown (10Y)

Largest decline over 10 years

-91.96%

-64.28%

-27.68%

Current Drawdown

Current decline from peak

-78.43%

-59.06%

-19.37%

Average Drawdown

Average peak-to-trough decline

-66.36%

-22.00%

-44.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.35%

5.30%

+13.05%

Volatility

INDL vs. TYD - Volatility Comparison

Direxion Daily India Bull 3x Shares (INDL) has a higher volatility of 8.12% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.49%. This indicates that INDL'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


INDLTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

4.49%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

25.59%

9.76%

+15.83%

Volatility (1Y)

Calculated over the trailing 1-year period

29.71%

13.86%

+15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.62%

22.97%

+7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.69%

20.36%

+32.33%

INDL vs. TYD - Expense Ratio Comparison

INDL has a 1.33% expense ratio, which is higher than TYD's 1.09% expense ratio.


Dividends

INDL vs. TYD - Dividend Comparison

INDL's dividend yield for the trailing twelve months is around 1.64%, less than TYD's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
INDL
Direxion Daily India Bull 3x Shares
1.64%1.42%2.79%1.65%0.09%2.35%0.00%0.68%0.18%0.31%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.22%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


INDL and TYD 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.

INDL has higher volatility (8.12%) compared to TYD (4.49%). In terms of maximum drawdown, INDL dropped -95.67% vs TYD's -64.28%.

On 10-year performance, INDL leads with 0.22% vs -5.12% for TYD. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, INDL has performed better with a 0.22% return vs -5.12%. 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 1.33% for INDL.

TYD has the higher dividend yield at 3.22%, compared with 1.64% for INDL.

INDL is categorized as Leveraged Equities, while TYD is Leveraged Bonds. INDL tracks Indus India Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.33% for INDL and 1.09% for TYD.

TYD currently has the higher Sharpe Ratio (-0.08 vs -0.96), 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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