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TMV vs. TSYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMV vs. TSYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20-Year Treasury Bear 3X (TMV) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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 16.38% return, which is significantly higher than TSYW's -6.14% return.


TMV

1D
-0.98%
1M
12.24%
6M
14.16%
YTD
16.38%
1Y
18.32%
3Y*
10.87%
5Y*
28.21%
10Y*
1.70%
ALL TIME*
-14.09%

TSYW

1D
0.51%
1M
-4.54%
6M
-5.55%
YTD
-6.14%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$31.46M$23.47M$25.72M
$78.34K$62.08K$169.00K

TMV vs. TSYW - Yearly Performance Comparison


Correlation

The correlation between TMV and TSYW is -0.98, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 13, 2025

-0.98

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Return for Risk

TMV vs. TSYW — Risk / Return Rank

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

TMV
TMV Risk / Return Rank: 2828
Overall Rank
TMV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 2929
Sortino Ratio Rank
TMV Omega Ratio Rank: 2727
Omega Ratio Rank
TMV Calmar Ratio Rank: 2929
Calmar Ratio Rank
TMV Martin Ratio Rank: 2525
Martin Ratio Rank

TSYW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TSYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bear 3X (TMV) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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.


TMVTSYWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

1.97

TMV vs. TSYW - Sharpe Ratio Comparison


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Drawdowns

TMV vs. TSYW - Drawdown Comparison

The maximum TMV drawdown since its inception was -98.96%, which is greater than TSYW's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for TMV and TSYW.


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Drawdown Indicators


TMVTSYWDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-10.78%

-88.18%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

Max Drawdown (3Y)

Largest decline over 3 years

-48.49%

Max Drawdown (5Y)

Largest decline over 5 years

-48.49%

Max Drawdown (10Y)

Largest decline over 10 years

-82.31%

Current Drawdown

Current decline from peak

-95.48%

-10.33%

-85.15%

Average Drawdown

Average peak-to-trough decline

-86.67%

-4.70%

-81.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.30%

Volatility

TMV vs. TSYW - Volatility Comparison


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Volatility by Period


TMVTSYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

Volatility (6M)

Calculated over the trailing 6-month period

20.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.33%

10.83%

+16.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.82%

10.83%

+35.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.23%

10.83%

+33.40%

TMV vs. TSYW - Expense Ratio Comparison

TMV has a 1.04% expense ratio, which is higher than TSYW's 0.99% expense ratio.


Dividends

TMV vs. TSYW - Dividend Comparison

TMV's dividend yield for the trailing twelve months is around 2.27%, less than TSYW's 9.98% yield.


PositionTTM20252024202320222021202020192018
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.27%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%
TSYW
Roundhill Treasury Bond WeeklyPay ETF
9.98%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMV and TSYW have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSYW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSYW is cheaper with a 0.99% expense ratio, compared with 1.04% for TMV.

TSYW has the higher dividend yield at 9.98%, compared with 2.27% for TMV.

They also come from different issuers: Direxion and Roundhill. Their fees differ too: 1.04% for TMV and 0.99% for TSYW.

Portfolio Optimizer

Find the right allocation for TMV and TSYW

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