PortfoliosLab logoPortfoliosLab logo
TSYW vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYW vs. TMF - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TSYW achieves a -2.14% return, which is significantly higher than TMF's -6.13% return.


TSYW

1D
-0.50%
1M
0.63%
YTD
-2.14%
6M
-4.49%
1Y
3Y*
5Y*
10Y*

TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYW vs. TMF - Yearly Performance Comparison


Correlation

The correlation between TSYW and TMF is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.98

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSYW vs. TMF — Risk / Return Rank

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

TSYW

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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.

TSYW vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) 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.


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

TSYW vs. TMF - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TSYWTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

-0.14

-0.65

Drawdowns

TSYW vs. TMF - Drawdown Comparison

The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for TSYW and TMF.


Loading charts...

Drawdown Indicators


TSYWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-92.89%

+83.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-6.51%

-92.23%

+85.72%

Average Drawdown

Average peak-to-trough decline

-3.99%

-43.63%

+39.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

Volatility

TSYW vs. TMF - Volatility Comparison


Loading charts...

Volatility by Period


TSYWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

28.76%

-17.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

46.75%

-35.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

43.92%

-33.14%

TSYW vs. TMF - Expense Ratio Comparison

TSYW has a 0.99% expense ratio, which is lower than TMF's 1.09% expense ratio.


Dividends

TSYW vs. TMF - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 7.44%, more than TMF's 4.15% yield.


PositionTTM202520242023202220212020201920182017
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%
TSYW
Roundhill Treasury Bond WeeklyPay ETF
7.44%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, TSYW and TMF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 1.09% for TMF.

TSYW has the higher dividend yield at 7.44%, compared with 4.15% for TMF.

They also come from different issuers: Roundhill and Direxion. Their fees differ too: 0.99% for TSYW and 1.09% for TMF.

Portfolio Optimizer

Find the right allocation for TSYW and TMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer