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TSLL vs. TMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLL vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Direxion Daily 20-Year Treasury Bull 3X (TMF). The values are adjusted to include any dividend payments, if applicable.

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TSLL vs. TMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 1.5X Shares
-35.93%-26.80%99.63%139.86%-73.85%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-2.78%-2.94%-35.95%-13.01%-42.81%

Returns By Period

In the year-to-date period, TSLL achieves a -35.93% return, which is significantly lower than TMF's -2.78% return.


TSLL

1D
9.16%
1M
-16.71%
YTD
-35.93%
6M
-39.94%
1Y
34.59%
3Y*
3.01%
5Y*
10Y*

TMF

1D
-0.19%
1M
-13.14%
YTD
-2.78%
6M
-8.60%
1Y
-14.86%
3Y*
-23.40%
5Y*
-29.30%
10Y*
-15.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLL vs. TMF - Expense Ratio Comparison

TSLL has a 1.08% expense ratio, which is lower than TMF's 1.09% expense ratio.


Return for Risk

TSLL vs. TMF — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 3333
Overall Rank
TSLL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 5050
Sortino Ratio Rank
TSLL Omega Ratio Rank: 4141
Omega Ratio Rank
TSLL Calmar Ratio Rank: 2828
Calmar Ratio Rank
TSLL Martin Ratio Rank: 2222
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 55
Overall Rank
TMF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 55
Sortino Ratio Rank
TMF Omega Ratio Rank: 55
Omega Ratio Rank
TMF Calmar Ratio Rank: 55
Calmar Ratio Rank
TMF Martin Ratio Rank: 77
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.

TSLL vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 1.5X Shares (TSLL) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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.


TSLLTMFDifference

Sharpe ratio

Return per unit of total volatility

0.31

-0.44

+0.76

Sortino ratio

Return per unit of downside risk

1.25

-0.41

+1.66

Omega ratio

Gain probability vs. loss probability

1.15

0.95

+0.20

Calmar ratio

Return relative to maximum drawdown

0.59

-0.46

+1.05

Martin ratio

Return relative to average drawdown

1.26

-0.74

+1.99

TSLL vs. TMF - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.31, which is higher than the TMF Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of TSLL and TMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSLLTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

-0.44

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.13

0.00

Correlation

The correlation between TSLL and TMF is 0.07, 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.


Dividends

TSLL vs. TMF - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.98%, more than TMF's 4.01% yield.


TTM202520242023202220212020201920182017
TSLL
Direxion Daily TSLA Bull 1.5X Shares
7.98%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.01%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Drawdowns

TSLL vs. TMF - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, smaller than the maximum TMF drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for TSLL and TMF.


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Drawdown Indicators


TSLLTMFDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-92.61%

+9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-51.06%

-27.13%

-23.93%

Max Drawdown (5Y)

Largest decline over 5 years

-88.37%

Max Drawdown (10Y)

Largest decline over 10 years

-92.61%

Current Drawdown

Current decline from peak

-67.65%

-91.95%

+24.30%

Average Drawdown

Average peak-to-trough decline

-53.34%

-43.13%

-10.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.92%

16.93%

+6.99%

Volatility

TSLL vs. TMF - Volatility Comparison

Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a higher volatility of 22.31% compared to Direxion Daily 20-Year Treasury Bull 3X (TMF) at 10.85%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.31%

10.85%

+11.46%

Volatility (6M)

Calculated over the trailing 6-month period

59.24%

19.51%

+39.73%

Volatility (1Y)

Calculated over the trailing 1-year period

110.51%

33.89%

+76.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.90%

46.85%

+61.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.90%

44.00%

+63.90%