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TSYW vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYW vs. TMV - 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 Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSYW achieves a -1.07% return, which is significantly lower than TMV's 1.44% return.


TSYW

1D
0.18%
1M
2.49%
YTD
-1.07%
6M
-1.42%
1Y
3Y*
5Y*
10Y*

TMV

1D
-1.17%
1M
-6.25%
YTD
1.44%
6M
2.97%
1Y
-1.80%
3Y*
12.91%
5Y*
20.39%
10Y*
-0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYW vs. TMV - Yearly Performance Comparison


Correlation

The correlation between TSYW and TMV is -0.98, 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 (All Time)
Calculated using the full available price history since Nov 13, 2025

-0.98

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Return for Risk

TSYW vs. TMV — Risk / Return Rank

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

TSYW

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


TMV
TMV Risk / Return Rank: 88
Overall Rank
TMV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 88
Sortino Ratio Rank
TMV Omega Ratio Rank: 88
Omega Ratio Rank
TMV Calmar Ratio Rank: 88
Calmar Ratio Rank
TMV Martin Ratio Rank: 88
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. TMV - 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 Bear 3X (TMV). 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.


TSYWTMVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.08

Martin ratioReturn relative to average drawdown

-0.16

TSYW vs. TMV - Sharpe Ratio Comparison


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Drawdowns

TSYW vs. TMV - Drawdown Comparison

The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for TSYW and TMV.


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Drawdown Indicators


TSYWTMVDifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-98.96%

+89.17%

Max Drawdown (1Y)

Largest decline over 1 year

-21.62%

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

-5.48%

-96.06%

+90.58%

Average Drawdown

Average peak-to-trough decline

-4.18%

-86.61%

+82.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

Volatility

TSYW vs. TMV - Volatility Comparison


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Volatility by Period


TSYWTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

28.25%

-17.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.73%

47.05%

-36.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.73%

44.38%

-33.65%

TSYW vs. TMV - Expense Ratio Comparison

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


Dividends

TSYW vs. TMV - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 8.18%, more than TMV's 2.70% yield.


PositionTTM20252024202320222021202020192018
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.70%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%
TSYW
Roundhill Treasury Bond WeeklyPay ETF
8.18%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSYW and TMV 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 8.18%, compared with 2.70% for TMV.

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

Portfolio Optimizer

Find the right allocation for TSYW and TMV

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

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