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TMF vs. SHYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMF vs. SHYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20-Year Treasury Bull 3X (TMF) and Xtrackers Short Duration High Yield Bond ETF (SHYL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMF achieves a -6.13% return, which is significantly lower than SHYL's 1.15% return.


TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%

SHYL

1D
-0.20%
1M
0.16%
YTD
1.15%
6M
1.57%
1Y
6.04%
3Y*
8.28%
5Y*
4.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMF vs. SHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMF
Direxion Daily 20-Year Treasury Bull 3X
-6.13%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-4.07%
SHYL
Xtrackers Short Duration High Yield Bond ETF
1.15%7.78%8.52%11.39%-5.21%4.60%3.64%10.16%-0.67%

Correlation

The correlation between TMF and SHYL is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.51

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2018

0.15

Over the past year, TMF and SHYL have become more correlated (0.41) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

TMF vs. SHYL — Risk / Return Rank

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

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

SHYL
SHYL Risk / Return Rank: 6666
Overall Rank
SHYL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 6161
Sortino Ratio Rank
SHYL Omega Ratio Rank: 6262
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7676
Calmar Ratio Rank
SHYL Martin Ratio Rank: 7777
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.

TMF vs. SHYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bull 3X (TMF) and Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.


TMFSHYLDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.03

1.38

-0.35

Calmar ratioReturn relative to maximum drawdown

0.03

3.81

-3.78

Martin ratioReturn relative to average drawdown

0.08

15.01

-14.93

TMF vs. SHYL - Sharpe Ratio Comparison

The current TMF Sharpe Ratio is 0.03, which is lower than the SHYL Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TMF and SHYL, 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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Sharpe Ratios by Period


TMFSHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

1.90

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.84

-1.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.72

-0.85

Drawdowns

TMF vs. SHYL - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.89%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for TMF and SHYL.


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Drawdown Indicators


TMFSHYLDifference

Max Drawdown

Largest peak-to-trough decline

-92.89%

-19.26%

-73.63%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-1.59%

-24.92%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

-4.73%

-51.58%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

-9.60%

-79.21%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-92.23%

-0.23%

-92.00%

Average Drawdown

Average peak-to-trough decline

-43.63%

-1.54%

-42.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

0.40%

+11.09%

Volatility

TMF vs. SHYL - Volatility Comparison

Direxion Daily 20-Year Treasury Bull 3X (TMF) has a higher volatility of 8.09% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 0.85%. This indicates that TMF's price experiences larger fluctuations and is considered to be riskier than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFSHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

0.85%

+7.24%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

2.45%

+16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

3.20%

+25.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.75%

5.84%

+40.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.92%

6.69%

+37.23%

TMF vs. SHYL - Expense Ratio Comparison

TMF has a 1.09% expense ratio, which is higher than SHYL's 0.20% expense ratio.


Dividends

TMF vs. SHYL - Dividend Comparison

TMF's dividend yield for the trailing twelve months is around 4.15%, less than SHYL's 6.94% yield.


PositionTTM202520242023202220212020201920182017
SHYL
Xtrackers Short Duration High Yield Bond ETF
6.94%7.02%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


TMF and SHYL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (8.09%) compared to SHYL (0.85%). In terms of maximum drawdown, TMF dropped -92.89% vs SHYL's -19.26%.

On 5-year performance, SHYL leads with 4.87% vs -30.52% for TMF. On fees, SHYL is cheaper at 0.20% per year. On volatility, SHYL has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SHYL has performed better with a 4.87% return vs -30.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHYL is cheaper with a 0.20% expense ratio, compared with 1.09% for TMF.

SHYL has the higher dividend yield at 6.94%, compared with 4.15% for TMF.

TMF is categorized as Leveraged Bonds, while SHYL is High Yield Bonds. TMF tracks NYSE 20 Year Plus Treasury Bond Index (300%), while SHYL tracks Solactive USD High Yield Corporates Total Market 0-5 Year Index. They also come from different issuers: Direxion and Deutsche Bank. Their fees differ too: 1.09% for TMF and 0.20% for SHYL.

SHYL currently has the higher Sharpe Ratio (1.90 vs 0.03), 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 TMF and SHYL

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