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TECL vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECL vs. TMF - Performance Comparison

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

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Returns By Period

In the year-to-date period, TECL achieves a 75.80% return, which is significantly higher than TMF's 0.08% return. Over the past 10 years, TECL has outperformed TMF with an annualized return of 52.24%, while TMF has yielded a comparatively lower -16.47% annualized return.


TECL

1D
-1.95%
1M
-0.73%
YTD
75.80%
6M
66.96%
1Y
151.38%
3Y*
64.81%
5Y*
33.35%
10Y*
52.24%

TMF

1D
3.90%
1M
10.18%
YTD
0.08%
6M
-2.86%
1Y
-0.04%
3Y*
-19.78%
5Y*
-30.25%
10Y*
-16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECL vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
75.80%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
0.08%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between TECL and TMF is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.09

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

0.05

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.20

The correlation between TECL and TMF shifts across timeframes, from -0.20 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TECL vs. TMF — Risk / Return Rank

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

TECL
TECL Risk / Return Rank: 6464
Overall Rank
TECL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 5656
Sortino Ratio Rank
TECL Omega Ratio Rank: 5858
Omega Ratio Rank
TECL Calmar Ratio Rank: 7272
Calmar Ratio Rank
TECL Martin Ratio Rank: 5656
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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.

TECL vs. TMF - Risk-Adjusted Trends Comparison

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


TECLTMFDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.32

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

3.27

-0.00

+3.27

Martin ratioReturn relative to average drawdown

8.98

-0.00

+8.99

TECL vs. TMF - Sharpe Ratio Comparison

The current TECL Sharpe Ratio is 2.18, which is higher than the TMF Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of TECL 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.


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Drawdowns

TECL vs. TMF - Drawdown Comparison

The maximum TECL drawdown since its inception was -77.96%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for TECL and TMF.


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Drawdown Indicators


TECLTMFDifference

Max Drawdown

Largest peak-to-trough decline

-77.96%

-92.89%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-46.58%

-26.51%

-20.07%

Max Drawdown (3Y)

Largest decline over 3 years

-66.58%

-56.09%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-77.96%

-88.81%

+10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

-92.89%

+14.93%

Current Drawdown

Current decline from peak

-24.50%

-91.71%

+67.21%

Average Drawdown

Average peak-to-trough decline

-18.38%

-43.78%

+25.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

12.28%

+4.64%

Volatility

TECL vs. TMF - Volatility Comparison

Direxion Daily Technology Bull 3X Shares (TECL) has a higher volatility of 38.17% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.26%. This indicates that TECL'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.


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Volatility by Period


TECLTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.17%

7.26%

+30.91%

Volatility (6M)

Calculated over the trailing 6-month period

59.11%

19.68%

+39.43%

Volatility (1Y)

Calculated over the trailing 1-year period

70.02%

28.15%

+41.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.49%

46.63%

+28.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.00%

43.87%

+29.13%

TECL vs. TMF - Expense Ratio Comparison

TECL has a 0.91% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

TECL vs. TMF - Dividend Comparison

TECL's dividend yield for the trailing twelve months is around 4.05%, more than TMF's 3.95% yield.


PositionTTM202520242023202220212020201920182017
TECL
Direxion Daily Technology Bull 3X Shares
4.05%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
3.95%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


TECL and TMF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECL has higher volatility (38.17%) compared to TMF (7.26%). In terms of maximum drawdown, TECL dropped -77.96% vs TMF's -92.89%.

On 10-year performance, TECL leads with 52.24% vs -16.47% for TMF. On fees, TECL is cheaper at 0.91% per year. On volatility, TMF has been the lower-risk option at 7.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TECL has performed better with a 52.24% return vs -16.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TECL is cheaper with a 0.91% expense ratio, compared with 1.01% for TMF.

TECL has the higher dividend yield at 4.05%, compared with 3.95% for TMF.

TECL is categorized as Leveraged Equities, while TMF is Leveraged Bonds. TECL tracks Technology Select Sector Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 0.91% for TECL and 1.01% for TMF.

TECL currently has the higher Sharpe Ratio (2.18 vs -0.00), 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 TECL and TMF

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