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TMV vs. IIGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMV vs. IIGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20-Year Treasury Bear 3X (TMV) and Invesco Investment Grade Defensive ETF (IIGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMV achieves a 17.52% return, which is significantly higher than IIGD's 0.22% return.


TMV

1D
1.99%
1M
13.35%
6M
16.52%
YTD
17.52%
1Y
19.49%
3Y*
13.00%
5Y*
27.59%
10Y*
1.86%
ALL TIME*
-14.05%

IIGD

1D
-0.10%
1M
-0.40%
6M
-0.12%
YTD
0.22%
1Y
2.37%
3Y*
5.08%
5Y*
1.52%
10Y*
ALL TIME*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.71K$101.17K$183.77K
$29.38M$22.37M$25.43M

TMV vs. IIGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMV
Direxion Daily 20-Year Treasury Bear 3X
17.52%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%-6.01%
IIGD
Invesco Investment Grade Defensive ETF
0.22%7.11%3.90%5.71%-7.27%-1.42%6.30%7.40%0.86%

Correlation

The correlation between TMV and IIGD is -0.72, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.72

Correlation (3Y)
Balances recent behavior with more history.

-0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.73

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

-0.63

The correlation between TMV and IIGD shifts across timeframes, from -0.75 (3 years) to -0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMV vs. IIGD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMV
TMV Risk / Return Rank: 2424
Overall Rank
TMV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 2525
Sortino Ratio Rank
TMV Omega Ratio Rank: 2323
Omega Ratio Rank
TMV Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMV Martin Ratio Rank: 2222
Martin Ratio Rank

IIGD
IIGD Risk / Return Rank: 5252
Overall Rank
IIGD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IIGD Sortino Ratio Rank: 5454
Sortino Ratio Rank
IIGD Omega Ratio Rank: 5353
Omega Ratio Rank
IIGD Calmar Ratio Rank: 5151
Calmar Ratio Rank
IIGD Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TMV vs. IIGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bear 3X (TMV) and Invesco Investment Grade Defensive ETF (IIGD). 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.


TMVIIGDDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.75

1.81

-1.06

Martin ratioReturn relative to average drawdown

1.56

5.44

-3.89

TMV vs. IIGD - Sharpe Ratio Comparison

The current TMV Sharpe Ratio is 0.53, which is lower than the IIGD Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of TMV and IIGD, 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

TMV vs. IIGD - Drawdown Comparison

The maximum TMV drawdown since its inception was -98.96%, which is greater than IIGD's maximum drawdown of -11.43%. Use the drawdown chart below to compare losses from any high point for TMV and IIGD.


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Drawdown Indicators


TMVIIGDDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-11.43%

-87.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

-1.67%

-17.65%

Max Drawdown (3Y)

Largest decline over 3 years

-48.49%

-1.97%

-46.52%

Max Drawdown (5Y)

Largest decline over 5 years

-48.49%

-11.43%

-37.06%

Max Drawdown (10Y)

Largest decline over 10 years

-82.31%

Current Drawdown

Current decline from peak

-95.44%

-0.83%

-94.61%

Average Drawdown

Average peak-to-trough decline

-86.66%

-2.38%

-84.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

0.55%

+8.77%

Volatility

TMV vs. IIGD - Volatility Comparison

Direxion Daily 20-Year Treasury Bear 3X (TMV) has a higher volatility of 7.07% compared to Invesco Investment Grade Defensive ETF (IIGD) at 0.65%. This indicates that TMV's price experiences larger fluctuations and is considered to be riskier than IIGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMVIIGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

0.65%

+6.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

1.87%

+18.25%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

2.34%

+25.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.81%

3.67%

+43.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.23%

3.68%

+40.55%

TMV vs. IIGD - Expense Ratio Comparison

TMV has a 1.04% expense ratio, which is higher than IIGD's 0.13% expense ratio.


Dividends

TMV vs. IIGD - Dividend Comparison

TMV's dividend yield for the trailing twelve months is around 2.25%, less than IIGD's 4.26% yield.


PositionTTM20252024202320222021202020192018
IIGD
Invesco Investment Grade Defensive ETF
4.26%4.25%4.13%3.74%1.73%1.77%3.21%2.44%1.23%
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.25%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%

Frequently Asked Questions


TMV and IIGD have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMV has higher volatility (7.07%) compared to IIGD (0.65%). In terms of maximum drawdown, TMV dropped -98.96% vs IIGD's -11.43%.

On 5-year performance, TMV leads with 27.59% vs 1.52% for IIGD. On fees, IIGD is cheaper at 0.13% per year. On volatility, IIGD has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TMV has performed better with a 27.59% return vs 1.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IIGD is cheaper with a 0.13% expense ratio, compared with 1.04% for TMV.

IIGD has the higher dividend yield at 4.26%, compared with 2.25% for TMV.

TMV is categorized as Leveraged Bonds, while IIGD is Corporate Bonds. TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%), while IIGD tracks Invesco Investment Grade Defensive Index. They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.04% for TMV and 0.13% for IIGD.

IIGD currently has the higher Sharpe Ratio (1.29 vs 0.53), 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 TMV and IIGD

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