PLTG vs. TYD
PLTG (Leverage Shares 2X Long PLTR Daily ETF) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - PLTG is a Leveraged Equities fund actively managed by Leverage Shares, while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. PLTG is actively managed, while TYD is passively managed. Over the past year, PLTG returned -24.67% vs 0.66% for TYD. At a 0.02 correlation, their price movements are largely independent. PLTG charges 0.75%/yr vs 1.09%/yr for TYD.
Performance
PLTG vs. TYD - Performance Comparison
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Returns By Period
In the year-to-date period, PLTG achieves a -47.23% return, which is significantly lower than TYD's -6.21% return.
PLTG
- 1D
- -13.32%
- 1M
- -9.50%
- YTD
- -47.23%
- 6M
- -47.68%
- 1Y
- -24.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TYD
- 1D
- -0.86%
- 1M
- -1.19%
- YTD
- -6.21%
- 6M
- -8.43%
- 1Y
- 0.66%
- 3Y*
- -5.07%
- 5Y*
- -12.90%
- 10Y*
- -4.71%
PLTG vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTG Leverage Shares 2X Long PLTR Daily ETF | -47.23% | 86.53% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -6.21% | 3.59% |
Correlation
The correlation between PLTG and TYD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.02 |
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Return for Risk
PLTG vs. TYD — Risk / Return Rank
PLTG
TYD
PLTG vs. TYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PLTR Daily ETF (PLTG) 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.
| PLTG | TYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.02 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.05 | -0.41 |
| Martin ratioReturn relative to average drawdown | -0.62 | 0.13 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLTG | TYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 0.05 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.56 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.05 | -0.07 |
Drawdowns
PLTG vs. TYD - Drawdown Comparison
The maximum PLTG drawdown since its inception was -69.02%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for PLTG and TYD.
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Drawdown Indicators
| PLTG | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.02% | -64.28% | -4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -69.02% | -13.54% | -55.48% |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.28% | — |
Current DrawdownCurrent decline from peak | -64.14% | -59.24% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -30.36% | -21.95% | -8.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.15% | 4.97% | +35.18% |
Volatility
PLTG vs. TYD - Volatility Comparison
Leverage Shares 2X Long PLTR Daily ETF (PLTG) has a higher volatility of 36.64% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.20%. This indicates that PLTG'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
| PLTG | TYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.64% | 4.20% | +32.44% |
Volatility (6M)Calculated over the trailing 6-month period | 77.89% | 9.58% | +68.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.03% | 14.13% | +88.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.00% | 22.98% | +83.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 106.00% | 20.36% | +85.64% |
PLTG vs. TYD - Expense Ratio Comparison
PLTG has a 0.75% expense ratio, which is lower than TYD's 1.09% expense ratio.
Dividends
PLTG vs. TYD - Dividend Comparison
PLTG's dividend yield for the trailing twelve months is around 34.37%, more than TYD's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLTG Leverage Shares 2X Long PLTR Daily ETF | 34.37% | 18.14% | 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 | 3.23% | 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
PLTG and TYD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTG has higher volatility (36.64%) compared to TYD (4.20%). In terms of maximum drawdown, PLTG dropped -69.02% vs TYD's -64.28%.
On 1-year performance, TYD leads with 0.66% vs -24.67% for PLTG. On fees, PLTG is cheaper at 0.75% per year. On volatility, TYD has been the lower-risk option at 4.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TYD has performed better with a 0.66% return vs -24.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTG is cheaper with a 0.75% expense ratio, compared with 1.09% for TYD.
PLTG has the higher dividend yield at 34.37%, compared with 3.23% for TYD.
PLTG is categorized as Leveraged Equities, while TYD is Leveraged Bonds. They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for PLTG and 1.09% for TYD.
TYD currently has the higher Sharpe Ratio (0.05 vs -0.24), 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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