SBU vs. TYD

Last updated Jul 15, 2026

SBU (Leverage Shares 2X Long SBUX Daily ETF) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - SBU is a Leveraged Equities fund actively managed by Leverage Shares, while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. SBU is actively managed, while TYD is passively managed. At a 0.17 correlation, their price movements are largely independent. SBU charges 0.75%/yr vs 1.09%/yr for TYD.

Performance

SBU vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long SBUX Daily ETF (SBU) 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, SBU achieves a 46.62% return, which is significantly higher than TYD's -7.80% return.

SBU

• 1D: -1.97%
• 1M: 5.32%
• 6M: 28.57%
• YTD: 46.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TYD

• 1D: 0.55%
• 1M: -2.12%
• 6M: -7.87%
• YTD: -7.80%
• 1Y: -2.06%
• 3Y*: -4.59%
• 5Y*: -14.21%
• 10Y*: -5.46%

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

SBU vs. TYD - Yearly Performance Comparison

	2026 (YTD)	2025
SBU Leverage Shares 2X Long SBUX Daily ETF	46.62%	-6.03%
TYD Direxion Daily 7-10 Year Treasury Bull 3X	-7.80%	-0.59%

Correlation

The correlation between SBU and TYD is 0.17, 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 Nov 17, 2025	0.17

Return for Risk

SBU vs. TYD — Risk / Return Rank

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

SBU

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

TYD

TYD Risk / Return Rank: 7
TYD Sharpe Ratio Rank: 8
TYD Sortino Ratio Rank: 7
TYD Omega Ratio Rank: 7
TYD Calmar Ratio Rank: 8
TYD Martin Ratio Rank: 7

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.

SBU vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SBUX Daily ETF (SBU) 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.

	SBU	TYD	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.15	—
Sortino ratio: Return per unit of downside risk	—	-0.12	—
Omega ratio: Gain probability vs. loss probability	—	0.99	—
Calmar ratio: Return relative to maximum drawdown	—	-0.15	—
Martin ratio: Return relative to average drawdown	—	-0.34	—

Drawdowns

SBU vs. TYD - Drawdown Comparison

The maximum SBU drawdown since its inception was -28.10%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for SBU and TYD.

Drawdown Indicators

	SBU	TYD	Difference
Max Drawdown Largest peak-to-trough decline	-28.10%	-64.28%	+36.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.54%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.96%	—
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	-3.63%	-59.93%	+56.30%
Average Drawdown Average peak-to-trough decline	-7.33%	-22.17%	+14.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.00%	—

Volatility

Volatility by Period

	SBU	TYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	58.02%	13.82%	+44.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.02%	22.97%	+35.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.02%	20.20%	+37.82%

SBU vs. TYD - Expense Ratio Comparison

SBU has a 0.75% expense ratio, which is lower than TYD's 1.09% expense ratio.

Dividends

SBU vs. TYD - Dividend Comparison

SBU has not paid dividends to shareholders, while TYD's dividend yield for the trailing twelve months is around 3.35%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBU Leverage Shares 2X Long SBUX Daily 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	3.35%	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 SBU and TYD in my portfolio?

SBU and TYD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SBU or TYD?

On fees, SBU is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SBU or TYD?

SBU is cheaper with a 0.75% expense ratio, compared with 1.09% for TYD.

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

TYD has the higher dividend yield at 3.35%, compared with 0.00% for SBU.

What is the main difference between SBU and TYD?

SBU is categorized as Leveraged Equities, while TYD is Leveraged Bonds. They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for SBU and 1.09% for TYD.