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TMF vs. TTT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMF and TTT is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

TMF vs. TTT - Performance Comparison

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

-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2025FebruaryMarchApril
-70.00%
-76.36%
TMF
TTT

Key characteristics

Sharpe Ratio

TMF:

-0.28

TTT:

-0.05

Sortino Ratio

TMF:

-0.11

TTT:

0.25

Omega Ratio

TMF:

0.99

TTT:

1.03

Calmar Ratio

TMF:

-0.13

TTT:

-0.02

Martin Ratio

TMF:

-0.51

TTT:

-0.10

Ulcer Index

TMF:

23.12%

TTT:

19.01%

Daily Std Dev

TMF:

42.63%

TTT:

42.99%

Max Drawdown

TMF:

-92.11%

TTT:

-94.00%

Current Drawdown

TMF:

-91.68%

TTT:

-78.14%

Returns By Period

In the year-to-date period, TMF achieves a -2.42% return, which is significantly higher than TTT's -4.01% return. Over the past 10 years, TMF has underperformed TTT with an annualized return of -15.21%, while TTT has yielded a comparatively higher -4.45% annualized return.


TMF

YTD

-2.42%

1M

-8.64%

6M

-17.13%

1Y

-11.25%

5Y*

-38.06%

10Y*

-15.21%

TTT

YTD

-4.01%

1M

6.17%

6M

11.33%

1Y

-2.44%

5Y*

27.80%

10Y*

-4.45%

*Annualized

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TMF vs. TTT - Expense Ratio Comparison

TMF has a 1.09% expense ratio, which is higher than TTT's 0.95% expense ratio.


Expense ratio chart for TMF: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMF: 1.09%
Expense ratio chart for TTT: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TTT: 0.95%

Risk-Adjusted Performance

TMF vs. TTT — Risk-Adjusted Performance Rank

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

TMF
The Risk-Adjusted Performance Rank of TMF is 1717
Overall Rank
The Sharpe Ratio Rank of TMF is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of TMF is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TMF is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TMF is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TMF is 1818
Martin Ratio Rank

TTT
The Risk-Adjusted Performance Rank of TTT is 3131
Overall Rank
The Sharpe Ratio Rank of TTT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of TTT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TTT is 3434
Omega Ratio Rank
The Calmar Ratio Rank of TTT is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TTT is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMF vs. TTT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bull 3X (TMF) and UltraPro Short 20+ Year Treasury (TTT). 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.


The chart of Sharpe ratio for TMF, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00
TMF: -0.28
TTT: -0.05
The chart of Sortino ratio for TMF, currently valued at -0.11, compared to the broader market-2.000.002.004.006.008.00
TMF: -0.11
TTT: 0.25
The chart of Omega ratio for TMF, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
TMF: 0.99
TTT: 1.03
The chart of Calmar ratio for TMF, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
TMF: -0.13
TTT: -0.02
The chart of Martin ratio for TMF, currently valued at -0.51, compared to the broader market0.0020.0040.0060.00
TMF: -0.51
TTT: -0.10

The current TMF Sharpe Ratio is -0.28, which is lower than the TTT Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of TMF and TTT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.28
-0.05
TMF
TTT

Dividends

TMF vs. TTT - Dividend Comparison

TMF's dividend yield for the trailing twelve months is around 4.34%, less than TTT's 5.74% yield.


TTM20242023202220212020201920182017
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.34%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%
TTT
UltraPro Short 20+ Year Treasury
5.74%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%

Drawdowns

TMF vs. TTT - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.11%, roughly equal to the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for TMF and TTT. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%NovemberDecember2025FebruaryMarchApril
-91.68%
-78.14%
TMF
TTT

Volatility

TMF vs. TTT - Volatility Comparison

Direxion Daily 20-Year Treasury Bull 3X (TMF) and UltraPro Short 20+ Year Treasury (TTT) have volatilities of 17.87% and 17.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.87%
17.10%
TMF
TTT