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TMV vs. PFFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMV vs. PFFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20-Year Treasury Bear 3X (TMV) and ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). 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 4.73% return, which is significantly higher than PFFL's 0.10% return.


TMV

1D
1.13%
1M
-1.68%
YTD
4.73%
6M
11.42%
1Y
-4.33%
3Y*
12.83%
5Y*
19.12%
10Y*
-0.80%

PFFL

1D
-0.99%
1M
-1.06%
YTD
0.10%
6M
0.21%
1Y
8.48%
3Y*
3.14%
5Y*
-5.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMV vs. PFFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMV
Direxion Daily 20-Year Treasury Bear 3X
4.73%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%-12.06%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
0.10%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-11.05%

Correlation

The correlation between TMV and PFFL is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.30

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

-0.39

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

-0.35

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

-0.24

The correlation between TMV and PFFL shifts across timeframes, from -0.39 (3 years) to -0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMV vs. PFFL — Risk / Return Rank

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

TMV
TMV Risk / Return Rank: 77
Overall Rank
TMV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 77
Sortino Ratio Rank
TMV Omega Ratio Rank: 77
Omega Ratio Rank
TMV Calmar Ratio Rank: 77
Calmar Ratio Rank
TMV Martin Ratio Rank: 77
Martin Ratio Rank

PFFL
PFFL Risk / Return Rank: 1717
Overall Rank
PFFL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1616
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1717
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1818
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1717
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.

TMV vs. PFFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bear 3X (TMV) and ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). 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.


TMVPFFLDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.00

1.11

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.20

0.71

-0.92

Martin ratioReturn relative to average drawdown

-0.40

1.76

-2.15

TMV vs. PFFL - Sharpe Ratio Comparison

The current TMV Sharpe Ratio is -0.15, which is lower than the PFFL Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TMV and PFFL, 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


TMVPFFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.50

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.25

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

-0.07

-0.26

Drawdowns

TMV vs. PFFL - Drawdown Comparison

The maximum TMV drawdown since its inception was -98.96%, which is greater than PFFL's maximum drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for TMV and PFFL.


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Drawdown Indicators


TMVPFFLDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-80.68%

-18.28%

Max Drawdown (1Y)

Largest decline over 1 year

-21.62%

-11.92%

-9.70%

Max Drawdown (3Y)

Largest decline over 3 years

-48.49%

-23.75%

-24.74%

Max Drawdown (5Y)

Largest decline over 5 years

-48.49%

-48.51%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-82.31%

Current Drawdown

Current decline from peak

-95.94%

-38.34%

-57.60%

Average Drawdown

Average peak-to-trough decline

-86.60%

-28.54%

-58.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.13%

4.84%

+6.29%

Volatility

TMV vs. PFFL - Volatility Comparison

Direxion Daily 20-Year Treasury Bear 3X (TMV) has a higher volatility of 8.15% compared to ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) at 3.83%. This indicates that TMV's price experiences larger fluctuations and is considered to be riskier than PFFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMVPFFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

3.83%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

10.33%

+8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

29.12%

16.91%

+12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.21%

23.62%

+23.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.44%

55.35%

-10.91%

TMV vs. PFFL - Expense Ratio Comparison

TMV has a 1.04% expense ratio, which is higher than PFFL's 0.85% expense ratio.


Dividends

TMV vs. PFFL - Dividend Comparison

TMV's dividend yield for the trailing twelve months is around 2.62%, less than PFFL's 12.44% yield.


PositionTTM20252024202320222021202020192018
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
12.44%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.62%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%

Frequently Asked Questions


TMV and PFFL have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMV has higher volatility (8.15%) compared to PFFL (3.83%). In terms of maximum drawdown, TMV dropped -98.96% vs PFFL's -80.68%.

On 5-year performance, TMV leads with 19.12% vs -5.89% for PFFL. On fees, PFFL is cheaper at 0.85% per year. On volatility, PFFL has been the lower-risk option at 3.83%. 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 19.12% return vs -5.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFL is cheaper with a 0.85% expense ratio, compared with 1.04% for TMV.

PFFL has the higher dividend yield at 12.44%, compared with 2.62% for TMV.

TMV is categorized as Leveraged Bonds, while PFFL is Preferred Stock/Convertible Bonds. TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%), while PFFL tracks Solactive Preferred Stock ETF Index. They also come from different issuers: Direxion and UBS. Their fees differ too: 1.04% for TMV and 0.85% for PFFL.

PFFL currently has the higher Sharpe Ratio (0.50 vs -0.15), 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

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