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QCMU vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCMU vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily QCOM Bull 2X Shares (QCMU) 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, QCMU achieves a 35.64% return, which is significantly higher than TMF's -4.08% return.


QCMU

1D
-3.68%
1M
-17.77%
YTD
35.64%
6M
30.44%
1Y
3Y*
5Y*
10Y*

TMF

1D
-2.15%
1M
5.61%
YTD
-4.08%
6M
-4.92%
1Y
-1.09%
3Y*
-20.90%
5Y*
-31.19%
10Y*
-16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCMU vs. TMF - Yearly Performance Comparison


Correlation

The correlation between QCMU and TMF is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.13

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Return for Risk

QCMU vs. TMF — Risk / Return Rank

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

QCMU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

QCMU vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily QCOM Bull 2X Shares (QCMU) 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.


QCMUTMFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

-0.04

Martin ratioReturn relative to average drawdown

-0.09

QCMU vs. TMF - Sharpe Ratio Comparison


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Drawdowns

QCMU vs. TMF - Drawdown Comparison

The maximum QCMU drawdown since its inception was -59.48%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for QCMU and TMF.


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Drawdown Indicators


QCMUTMFDifference

Max Drawdown

Largest peak-to-trough decline

-59.48%

-92.89%

+33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.09%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-25.56%

-92.06%

+66.50%

Average Drawdown

Average peak-to-trough decline

-22.82%

-43.75%

+20.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

Volatility

QCMU vs. TMF - Volatility Comparison


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Volatility by Period


QCMUTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

Volatility (6M)

Calculated over the trailing 6-month period

19.39%

Volatility (1Y)

Calculated over the trailing 1-year period

100.77%

27.96%

+72.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.77%

46.59%

+54.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.77%

43.92%

+56.85%

QCMU vs. TMF - Expense Ratio Comparison

QCMU has a 1.07% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

QCMU vs. TMF - Dividend Comparison

QCMU's dividend yield for the trailing twelve months is around 1.51%, less than TMF's 4.06% yield.


PositionTTM202520242023202220212020201920182017
QCMU
Direxion Daily QCOM Bull 2X Shares
1.51%1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.06%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


QCMU and TMF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMF is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMF is cheaper with a 1.01% expense ratio, compared with 1.07% for QCMU.

TMF has the higher dividend yield at 4.06%, compared with 1.51% for QCMU.

QCMU is categorized as Leveraged Equities, while TMF is Leveraged Bonds. Their fees differ too: 1.07% for QCMU and 1.01% for TMF.

Portfolio Optimizer

Find the right allocation for QCMU and TMF

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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