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KRE vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KRE vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Regional Banking ETF (KRE) 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, KRE achieves a 14.14% return, which is significantly higher than TYD's -7.02% return. Over the past 10 years, KRE has outperformed TYD with an annualized return of 9.59%, while TYD has yielded a comparatively lower -5.34% annualized return.


KRE

1D
1.57%
1M
6.02%
YTD
14.14%
6M
10.96%
1Y
29.42%
3Y*
26.19%
5Y*
4.63%
10Y*
9.59%

TYD

1D
-0.47%
1M
0.30%
YTD
-7.02%
6M
-7.06%
1Y
-2.87%
3Y*
-4.91%
5Y*
-13.23%
10Y*
-5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRE vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KRE
SPDR S&P Regional Banking ETF
14.14%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-7.02%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between KRE 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

0.11

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

-0.01

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.28

The correlation between KRE and TYD shifts across timeframes, from -0.28 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KRE vs. TYD — Risk / Return Rank

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

KRE
KRE Risk / Return Rank: 3737
Overall Rank
KRE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3636
Sortino Ratio Rank
KRE Omega Ratio Rank: 3838
Omega Ratio Rank
KRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
KRE Martin Ratio Rank: 3535
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 66
Sortino Ratio Rank
TYD Omega Ratio Rank: 66
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 66
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.

KRE vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) 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.


KRETYDDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.24

0.98

+0.26

Calmar ratioReturn relative to maximum drawdown

1.98

-0.21

+2.19

Martin ratioReturn relative to average drawdown

5.13

-0.52

+5.65

KRE vs. TYD - Sharpe Ratio Comparison

The current KRE Sharpe Ratio is 1.27, which is higher than the TYD Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of KRE 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

KRE vs. TYD - Drawdown Comparison

The maximum KRE drawdown since its inception was -68.54%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for KRE and TYD.


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Drawdown Indicators


KRETYDDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-64.28%

-4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-13.54%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

-24.62%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-59.84%

+7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

-64.28%

+9.36%

Current Drawdown

Current decline from peak

0.00%

-59.59%

+59.59%

Average Drawdown

Average peak-to-trough decline

-21.85%

-22.05%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.54%

+0.21%

Volatility

KRE vs. TYD - Volatility Comparison

SPDR S&P Regional Banking ETF (KRE) has a higher volatility of 6.34% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.04%. This indicates that KRE'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


KRETYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

4.04%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

16.05%

9.96%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.33%

13.85%

+9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

22.98%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.85%

20.33%

+11.52%

KRE vs. TYD - Expense Ratio Comparison

KRE has a 0.35% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

KRE vs. TYD - Dividend Comparison

KRE's dividend yield for the trailing twelve months is around 2.19%, less than TYD's 3.26% yield.


PositionTTM20252024202320222021202020192018201720162015
KRE
SPDR S&P Regional Banking ETF
2.19%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%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


KRE 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.

KRE has higher volatility (6.34%) compared to TYD (4.04%). In terms of maximum drawdown, KRE dropped -68.54% vs TYD's -64.28%.

On 10-year performance, KRE leads with 9.59% vs -5.34% for TYD. On fees, KRE is cheaper at 0.35% per year. On volatility, TYD has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KRE has performed better with a 9.59% return vs -5.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KRE is cheaper with a 0.35% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.26%, compared with 2.19% for KRE.

KRE is categorized as Financials Equities, while TYD is Leveraged Bonds. KRE tracks S&P Regional Banks Select Industry Index, while TYD tracks NYSE 7-10 Year Treasury Bond Index. They also come from different issuers: State Street and Direxion. Their fees differ too: 0.35% for KRE and 1.09% for TYD.

KRE currently has the higher Sharpe Ratio (1.27 vs -0.21), 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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