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METD vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METD vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily META Bear 1X ETF (METD) 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, METD achieves a 10.02% return, which is significantly higher than TYD's -10.03% return.


METD

1D
-3.30%
1M
3.04%
6M
20.93%
YTD
10.02%
1Y
24.41%
3Y*
5Y*
10Y*
ALL TIME*
-11.68%

TYD

1D
-1.01%
1M
-4.64%
6M
-8.59%
YTD
-10.03%
1Y
-8.85%
3Y*
-3.83%
5Y*
-14.92%
10Y*
-5.77%
ALL TIME*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.85M$12.45M$7.88M
$420.72K$411.37K$510.43K

METD vs. TYD - Yearly Performance Comparison


2026 (YTD)20252024
METD
Direxion Daily META Bear 1X ETF
10.02%-17.33%-15.84%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-10.03%11.68%-4.95%

Correlation

The correlation between METD and TYD is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

-0.00

The correlation between METD and TYD shifts across timeframes, from -0.12 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

METD vs. TYD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

METD
METD Risk / Return Rank: 3232
Overall Rank
METD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
METD Sortino Ratio Rank: 3333
Sortino Ratio Rank
METD Omega Ratio Rank: 3535
Omega Ratio Rank
METD Calmar Ratio Rank: 3232
Calmar Ratio Rank
METD Martin Ratio Rank: 2929
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 66
Overall Rank
TYD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 55
Sortino Ratio Rank
TYD Omega Ratio Rank: 55
Omega Ratio Rank
TYD Calmar Ratio Rank: 66
Calmar Ratio Rank
TYD Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

METD vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily META Bear 1X ETF (METD) 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.


METDTYDDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.17

0.94

+0.22

Calmar ratioReturn relative to maximum drawdown

1.09

-0.39

+1.49

Martin ratioReturn relative to average drawdown

2.50

-0.84

+3.34

METD vs. TYD - Sharpe Ratio Comparison

The current METD Sharpe Ratio is 0.74, which is higher than the TYD Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of METD 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

METD vs. TYD - Drawdown Comparison

The maximum METD drawdown since its inception was -46.03%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for METD and TYD.


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Drawdown Indicators


METDTYDDifference

Max Drawdown

Largest peak-to-trough decline

-46.03%

-64.28%

+18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-26.03%

-14.41%

-11.62%

Max Drawdown (3Y)

Largest decline over 3 years

-22.32%

Max Drawdown (5Y)

Largest decline over 5 years

-59.80%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-29.29%

-60.90%

+31.61%

Average Drawdown

Average peak-to-trough decline

-28.87%

-22.29%

-6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

6.69%

+4.70%

Volatility

METD vs. TYD - Volatility Comparison

Direxion Daily META Bear 1X ETF (METD) has a higher volatility of 15.23% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.45%. This indicates that METD'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


METDTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.23%

3.45%

+11.78%

Volatility (6M)

Calculated over the trailing 6-month period

30.46%

10.38%

+20.08%

Volatility (1Y)

Calculated over the trailing 1-year period

40.18%

13.68%

+26.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.75%

22.92%

+14.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.75%

20.18%

+17.57%

METD vs. TYD - Expense Ratio Comparison

METD has a 1.00% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

METD vs. TYD - Dividend Comparison

METD's dividend yield for the trailing twelve months is around 2.51%, less than TYD's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
METD
Direxion Daily META Bear 1X ETF
2.51%3.35%2.30%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
3.43%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


METD and TYD have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

METD has higher volatility (15.23%) compared to TYD (3.45%). In terms of maximum drawdown, METD dropped -46.03% vs TYD's -64.28%.

On 1-year performance, METD leads with 24.41% vs -8.85% for TYD. On fees, METD is cheaper at 1.00% per year. On volatility, TYD has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, METD has performed better with a 24.41% return vs -8.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

METD is cheaper with a 1.00% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.43%, compared with 2.51% for METD.

METD is categorized as Inverse Equities, while TYD is Leveraged Bonds. Their fees differ too: 1.00% for METD and 1.09% for TYD.

METD currently has the higher Sharpe Ratio (0.74 vs -0.41), 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 METD and TYD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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