RETL vs. TYD
RETL (Direxion Daily Retail Bull 3X Shares) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - RETL is a Leveraged Equities fund tracking the Russell 1000 Retail Index (300%), while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, RETL returned -5.07%/yr vs -5.55%/yr for TYD. At a correlation of -0.12, they often move in opposite directions. RETL charges 0.99%/yr vs 1.09%/yr for TYD.
Performance
RETL vs. TYD - Performance Comparison
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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%
RETL vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
RETL
TYD
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.
| RETL | TYD | Difference | |
|---|---|---|---|
| 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 |
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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
| RETL | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -82.71% | -60.31% | -22.40% |
Average DrawdownAverage peak-to-trough decline | -37.90% | -22.22% | -15.68% |
Ulcer IndexDepth 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
| RETL | TYD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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