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RETL vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RETL vs. TYD - 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 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RETL achieves a 0.69% return, which is significantly higher than TYD's -8.67% return. Over the past 10 years, RETL has outperformed TYD with an annualized return of -5.07%, while TYD has yielded a comparatively lower -5.55% annualized return.


RETL

1D
-1.39%
1M
6.66%
6M
-9.95%
YTD
0.69%
1Y
8.84%
3Y*
7.18%
5Y*
-26.39%
10Y*
-5.07%
ALL TIME*
14.64%

TYD

1D
-0.78%
1M
-3.38%
6M
-6.39%
YTD
-8.67%
1Y
-3.97%
3Y*
-4.77%
5Y*
-14.54%
10Y*
-5.55%
ALL TIME*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RETL vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RETL
Direxion Daily Retail Bull 3X Shares
0.69%-5.98%9.59%33.62%-80.80%101.03%63.63%23.41%-35.21%-1.31%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.67%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between RETL and TYD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.20

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

0.11

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

-0.05

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

-0.12

The correlation between RETL and TYD shifts across timeframes, from -0.12 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RETL vs. TYD — Risk / Return Rank

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

RETL
RETL Risk / Return Rank: 1515
Overall Rank
RETL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
RETL Sortino Ratio Rank: 1818
Sortino Ratio Rank
RETL Omega Ratio Rank: 1616
Omega Ratio Rank
RETL Calmar Ratio Rank: 1414
Calmar Ratio Rank
RETL Martin Ratio Rank: 1313
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD 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. TYD - 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 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.

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.


RETLTYDDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.07

0.96

+0.11

Calmar ratioReturn relative to maximum drawdown

0.23

-0.29

+0.53

Martin ratioReturn relative to average drawdown

0.46

-0.64

+1.09

RETL vs. TYD - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.15, which is higher than the TYD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of RETL 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.


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Drawdowns

RETL vs. TYD - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for RETL and TYD.


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Drawdown Indicators


RETLTYDDifference

Max Drawdown

Largest peak-to-trough decline

-92.00%

-64.28%

-27.72%

Max Drawdown (1Y)

Largest decline over 1 year

-38.08%

-13.54%

-24.54%

Max Drawdown (3Y)

Largest decline over 3 years

-62.72%

-22.32%

-40.40%

Max Drawdown (5Y)

Largest decline over 5 years

-92.00%

-59.84%

-32.16%

Max Drawdown (10Y)

Largest decline over 10 years

-92.00%

-64.28%

-27.72%

Current Drawdown

Current decline from peak

-82.71%

-60.31%

-22.40%

Average Drawdown

Average peak-to-trough decline

-37.90%

-22.22%

-15.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.41%

6.24%

+13.17%

Volatility

RETL vs. TYD - Volatility Comparison

Direxion Daily Retail Bull 3X Shares (RETL) has a higher volatility of 14.91% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that RETL'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


RETLTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.91%

3.93%

+10.98%

Volatility (6M)

Calculated over the trailing 6-month period

43.05%

10.30%

+32.75%

Volatility (1Y)

Calculated over the trailing 1-year period

61.10%

13.80%

+47.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.29%

22.92%

+56.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.96%

20.20%

+59.76%

RETL vs. TYD - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

RETL vs. TYD - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.50%, less than TYD's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
RETL
Direxion Daily Retail Bull 3X Shares
0.50%0.58%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.38%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


RETL and TYD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RETL has higher volatility (14.91%) compared to TYD (3.93%). In terms of maximum drawdown, RETL dropped -92.00% vs TYD's -64.28%.

On 10-year performance, RETL leads with -5.07% vs -5.55% for TYD. On fees, RETL is cheaper at 0.99% per year. On volatility, TYD has been the lower-risk option at 3.93%. 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 -5.07% return vs -5.55%. 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 1.09% for TYD.

TYD has the higher dividend yield at 3.38%, compared with 0.50% for RETL.

RETL is categorized as Leveraged Equities, while TYD is Leveraged Bonds. RETL tracks Russell 1000 Retail Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 0.99% for RETL and 1.09% for TYD.

RETL currently has the higher Sharpe Ratio (0.15 vs -0.29), 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

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