QQQP vs. TYD

Last updated Jun 3, 2026

QQQP (Tradr 2X Long Triple Q Quarterly ETF) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - QQQP is a Leveraged Equities fund actively managed by Tradr, while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. QQQP is actively managed, while TYD is passively managed. Over the past year, QQQP returned 77.97% vs 1.17% for TYD. At a 0.05 correlation, their price movements are largely independent. QQQP charges 1.30%/yr vs 1.09%/yr for TYD.

Performance

QQQP vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQP achieves a 36.32% return, which is significantly higher than TYD's -5.40% return.

QQQP

• 1D: 0.84%
• 1M: 18.29%
• YTD: 36.32%
• 6M: 32.45%
• 1Y: 77.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TYD

• 1D: 0.13%
• 1M: -1.42%
• YTD: -5.40%
• 6M: -7.08%
• 1Y: 1.17%
• 3Y*: -4.80%
• 5Y*: -12.47%
• 10Y*: -4.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQP vs. TYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QQQP Tradr 2X Long Triple Q Quarterly ETF	36.32%	30.21%	10.88%
TYD Direxion Daily 7-10 Year Treasury Bull 3X	-5.40%	11.68%	-16.84%

Correlation

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

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024	0.05

Return for Risk

QQQP vs. TYD — Risk / Return Rank

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

QQQP

QQQP Risk / Return Rank: 64
QQQP Sharpe Ratio Rank: 73
QQQP Sortino Ratio Rank: 62
QQQP Omega Ratio Rank: 61
QQQP Calmar Ratio Rank: 62
QQQP Martin Ratio Rank: 63

TYD

TYD Risk / Return Rank: 9
TYD Sharpe Ratio Rank: 10
TYD Sortino Ratio Rank: 9
TYD Omega Ratio Rank: 9
TYD Calmar Ratio Rank: 9
TYD Martin Ratio Rank: 9

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.

QQQP vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Triple Q Quarterly ETF (QQQP) 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.

	QQQP	TYD	Difference
Sharpe ratio Return per unit of total volatility	2.45	0.08	+2.36
Sortino ratio Return per unit of downside risk	2.94	0.22	+2.72
Omega ratio Gain probability vs. loss probability	1.38	1.02	+0.35
Calmar ratio Return relative to maximum drawdown	3.17	0.02	+3.15
Martin ratio Return relative to average drawdown	11.62	0.05	+11.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQQP vs. TYD - Sharpe Ratio Comparison

The current QQQP Sharpe Ratio is 2.45, which is higher than the TYD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of QQQP 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.

Sharpe Ratios by Period

	QQQP	TYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	0.08	+2.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.55	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.23	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.15	0.05	+1.10

Drawdowns

QQQP vs. TYD - Drawdown Comparison

The maximum QQQP drawdown since its inception was -42.50%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for QQQP and TYD.

Drawdown Indicators

	QQQP	TYD	Difference
Max Drawdown Largest peak-to-trough decline	-42.50%	-64.28%	+21.78%
Max Drawdown (1Y) Largest decline over 1 year	-25.35%	-13.54%	-11.81%
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 Drawdown Current decline from peak	0.00%	-58.89%	+58.89%
Average Drawdown Average peak-to-trough decline	-7.35%	-21.94%	+14.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.92%	4.92%	+2.00%

Volatility

QQQP vs. TYD - Volatility Comparison

Tradr 2X Long Triple Q Quarterly ETF (QQQP) has a higher volatility of 8.99% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.26%. This indicates that QQQP'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.

Volatility by Period

	QQQP	TYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.99%	4.26%	+4.73%
Volatility (6M) Calculated over the trailing 6-month period	24.63%	9.67%	+14.96%
Volatility (1Y) Calculated over the trailing 1-year period	32.06%	14.13%	+17.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.85%	22.98%	+20.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.85%	20.37%	+23.48%

QQQP vs. TYD - Expense Ratio Comparison

QQQP has a 1.30% expense ratio, which is higher than TYD's 1.09% expense ratio.

Dividends

QQQP vs. TYD - Dividend Comparison

QQQP has not paid dividends to shareholders, while TYD's dividend yield for the trailing twelve months is around 3.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQP Tradr 2X Long Triple Q Quarterly ETF	0.00%	0.00%	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	3.20%	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

Can I hold both QQQP and TYD in my portfolio?

QQQP and TYD 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.

Which is riskier, QQQP or TYD?

QQQP has higher volatility (8.99%) compared to TYD (4.26%). In terms of maximum drawdown, QQQP dropped -42.50% vs TYD's -64.28%.

Which ETF is better, QQQP or TYD?

On 1-year performance, QQQP leads with 77.97% vs 1.17% for TYD. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQP or TYD?

Over the 1-year period, QQQP has performed better with a 77.97% return vs 1.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQP or TYD?

TYD is cheaper with a 1.09% expense ratio, compared with 1.30% for QQQP.

Which ETF pays a higher dividend yield, QQQP or TYD?

TYD has the higher dividend yield at 3.20%, compared with 0.00% for QQQP.

What is the main difference between QQQP and TYD?

QQQP is categorized as Leveraged Equities, while TYD is Leveraged Bonds. They also come from different issuers: Tradr and Direxion. Their fees differ too: 1.30% for QQQP and 1.09% for TYD.

Which has better risk-adjusted returns?

QQQP currently has the higher Sharpe Ratio (2.45 vs 0.08), 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.