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MIDU vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDU vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Mid Cap Bull 3X Shares (MIDU) 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, MIDU achieves a 37.67% return, which is significantly higher than TMF's -4.67% return. Over the past 10 years, MIDU has outperformed TMF with an annualized return of 12.98%, while TMF has yielded a comparatively lower -16.87% annualized return.


MIDU

1D
-3.21%
1M
6.62%
YTD
37.67%
6M
30.01%
1Y
63.47%
3Y*
26.25%
5Y*
3.28%
10Y*
12.98%

TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDU vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDU
Direxion Daily Mid Cap Bull 3X Shares
37.67%-2.75%20.32%27.79%-49.27%72.89%-18.31%77.38%-39.21%46.86%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-4.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between MIDU and TMF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.22

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

0.09

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

-0.10

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

-0.24

The correlation between MIDU and TMF shifts across timeframes, from -0.24 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MIDU vs. TMF — Risk / Return Rank

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

MIDU
MIDU Risk / Return Rank: 4444
Overall Rank
MIDU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MIDU Sortino Ratio Rank: 4141
Sortino Ratio Rank
MIDU Omega Ratio Rank: 3737
Omega Ratio Rank
MIDU Calmar Ratio Rank: 5353
Calmar Ratio Rank
MIDU Martin Ratio Rank: 5151
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.

MIDU vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Mid Cap Bull 3X Shares (MIDU) 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.

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.


MIDUTMFDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.23

1.01

+0.23

Calmar ratioReturn relative to maximum drawdown

2.47

-0.11

+2.58

Martin ratioReturn relative to average drawdown

8.20

-0.23

+8.42

MIDU vs. TMF - Sharpe Ratio Comparison

The current MIDU Sharpe Ratio is 1.35, which is higher than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of MIDU 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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Drawdowns

MIDU vs. TMF - Drawdown Comparison

The maximum MIDU drawdown since its inception was -86.26%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for MIDU and TMF.


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Drawdown Indicators


MIDUTMFDifference

Max Drawdown

Largest peak-to-trough decline

-86.26%

-92.89%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-25.80%

-26.51%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-60.41%

-56.09%

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-64.14%

-88.81%

+24.67%

Max Drawdown (10Y)

Largest decline over 10 years

-86.26%

-92.89%

+6.63%

Current Drawdown

Current decline from peak

-4.17%

-92.11%

+87.94%

Average Drawdown

Average peak-to-trough decline

-22.38%

-43.76%

+21.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.77%

12.26%

-4.49%

Volatility

MIDU vs. TMF - Volatility Comparison

Direxion Daily Mid Cap Bull 3X Shares (MIDU) has a higher volatility of 13.97% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 6.50%. This indicates that MIDU'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


MIDUTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

6.50%

+7.47%

Volatility (6M)

Calculated over the trailing 6-month period

34.92%

19.35%

+15.57%

Volatility (1Y)

Calculated over the trailing 1-year period

47.39%

27.91%

+19.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.50%

46.59%

+12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.57%

43.86%

+19.71%

MIDU vs. TMF - Expense Ratio Comparison

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


Dividends

MIDU vs. TMF - Dividend Comparison

MIDU's dividend yield for the trailing twelve months is around 0.65%, less than TMF's 4.09% yield.


PositionTTM2025202420232022202120202019201820172016
MIDU
Direxion Daily Mid Cap Bull 3X Shares
0.65%1.04%1.10%1.43%0.11%0.00%0.06%0.71%0.70%2.67%1.89%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.09%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%

Frequently Asked Questions


MIDU and TMF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIDU has higher volatility (13.97%) compared to TMF (6.50%). In terms of maximum drawdown, MIDU dropped -86.26% vs TMF's -92.89%.

On 10-year performance, MIDU leads with 12.98% vs -16.87% for TMF. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 6.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MIDU has performed better with a 12.98% return vs -16.87%. 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 MIDU.

TMF has the higher dividend yield at 4.09%, compared with 0.65% for MIDU.

MIDU is categorized as Leveraged Equities, while TMF is Leveraged Bonds. MIDU tracks S&P MidCap 400 Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.06% for MIDU and 1.01% for TMF.

MIDU currently has the higher Sharpe Ratio (1.35 vs -0.10), 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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