PortfoliosLab logoPortfoliosLab logo
RETL vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RETL vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Retail Bull 3X Shares (RETL) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RETL achieves a -2.25% return, which is significantly higher than TMF's -10.63% return. Over the past 10 years, RETL has outperformed TMF with an annualized return of -5.15%, while TMF has yielded a comparatively lower -17.90% annualized return.


RETL

1D
-1.97%
1M
-1.56%
6M
-16.24%
YTD
-2.25%
1Y
5.65%
3Y*
7.48%
5Y*
-26.88%
10Y*
-5.15%

TMF

1D
-1.85%
1M
-5.74%
6M
-11.74%
YTD
-10.63%
1Y
-5.83%
3Y*
-21.26%
5Y*
-33.16%
10Y*
-17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RETL vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RETL
Direxion Daily Retail Bull 3X Shares
-2.25%-5.98%9.59%33.62%-80.80%101.03%63.63%23.41%-35.21%-1.31%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-10.63%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between RETL and TMF is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.22

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

0.10

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2010

-0.15

The correlation between RETL and TMF shifts across timeframes, from -0.15 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RETL vs. TMF — Risk / Return Rank

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

RETL
RETL Risk / Return Rank: 1212
Overall Rank
RETL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RETL Sortino Ratio Rank: 1414
Sortino Ratio Rank
RETL Omega Ratio Rank: 1414
Omega Ratio Rank
RETL Calmar Ratio Rank: 1111
Calmar Ratio Rank
RETL Martin Ratio Rank: 1111
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 77
Overall Rank
TMF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 77
Sortino Ratio Rank
TMF Omega Ratio Rank: 77
Omega Ratio Rank
TMF Calmar Ratio Rank: 77
Calmar Ratio Rank
TMF Martin Ratio Rank: 77
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.

RETL vs. TMF - Risk-Adjusted Trends Comparison

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


RETLTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.07

0.99

+0.08

Calmar ratioReturn relative to maximum drawdown

0.15

-0.22

+0.37

Martin ratioReturn relative to average drawdown

0.29

-0.46

+0.75

RETL vs. TMF - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.09, which is higher than the TMF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of RETL 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.


Loading charts...

Drawdowns

RETL vs. TMF - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, roughly equal to the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for RETL and TMF.


Loading charts...

Drawdown Indicators


RETLTMFDifference

Max Drawdown

Largest peak-to-trough decline

-92.00%

-92.89%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-38.08%

-26.51%

-11.57%

Max Drawdown (3Y)

Largest decline over 3 years

-62.72%

-55.14%

-7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-92.00%

-88.81%

-3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-92.00%

-92.89%

+0.89%

Current Drawdown

Current decline from peak

-83.21%

-92.60%

+9.39%

Average Drawdown

Average peak-to-trough decline

-37.84%

-43.91%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.29%

12.82%

+6.47%

Volatility

RETL vs. TMF - Volatility Comparison

Direxion Daily Retail Bull 3X Shares (RETL) has a higher volatility of 19.36% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 8.51%. This indicates that RETL'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.


Loading charts...

Volatility by Period


RETLTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.36%

8.51%

+10.85%

Volatility (6M)

Calculated over the trailing 6-month period

42.59%

19.94%

+22.65%

Volatility (1Y)

Calculated over the trailing 1-year period

61.13%

27.62%

+33.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.46%

46.54%

+32.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.94%

43.72%

+36.22%

RETL vs. TMF - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

RETL vs. TMF - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.51%, less than TMF's 4.42% yield.


PositionTTM2025202420232022202120202019201820172016
RETL
Direxion Daily Retail Bull 3X Shares
0.51%0.58%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.42%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%

Frequently Asked Questions


RETL and TMF have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RETL has higher volatility (19.36%) compared to TMF (8.51%). In terms of maximum drawdown, RETL dropped -92.00% vs TMF's -92.89%.

On 10-year performance, RETL leads with -5.15% vs -17.90% for TMF. On fees, RETL is cheaper at 0.99% per year. On volatility, TMF has been the lower-risk option at 8.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RETL has performed better with a -5.15% return vs -17.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RETL is cheaper with a 0.99% expense ratio, compared with 1.01% for TMF.

TMF has the higher dividend yield at 4.42%, compared with 0.51% for RETL.

RETL is categorized as Leveraged Equities, while TMF is Leveraged Bonds. RETL tracks Russell 1000 Retail Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 0.99% for RETL and 1.01% for TMF.

RETL currently has the higher Sharpe Ratio (0.09 vs -0.21), 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 RETL 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.

Open Portfolio Optimizer