TSYW vs. TYD
TSYW (Roundhill Treasury Bond WeeklyPay ETF) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both Leveraged Bonds funds. TSYW is actively managed, while TYD is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. TSYW charges 0.99%/yr vs 1.09%/yr for TYD.
Performance
TSYW vs. TYD - Performance Comparison
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Returns By Period
In the year-to-date period, TSYW achieves a -2.14% return, which is significantly higher than TYD's -6.21% return.
TSYW
- 1D
- -0.50%
- 1M
- 0.63%
- YTD
- -2.14%
- 6M
- -4.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TYD
- 1D
- -0.86%
- 1M
- -1.19%
- YTD
- -6.21%
- 6M
- -8.43%
- 1Y
- 0.66%
- 3Y*
- -5.07%
- 5Y*
- -12.90%
- 10Y*
- -4.71%
TSYW vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSYW Roundhill Treasury Bond WeeklyPay ETF | -2.14% | -2.56% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -6.21% | -1.11% |
Correlation
The correlation between TSYW and TYD is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 14, 2025 | 0.88 |
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Return for Risk
TSYW vs. TYD — Risk / Return Rank
TSYW
TYD
TSYW vs. TYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.
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Sharpe Ratios by Period
| TSYW | TYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.05 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.56 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.78 | 0.05 | -0.83 |
Drawdowns
TSYW vs. TYD - Drawdown Comparison
The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for TSYW and TYD.
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Drawdown Indicators
| TSYW | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.79% | -64.28% | +54.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.54% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.28% | — |
Current DrawdownCurrent decline from peak | -6.51% | -59.24% | +52.73% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -21.95% | +17.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.97% | — |
Volatility
TSYW vs. TYD - Volatility Comparison
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Volatility by Period
| TSYW | TYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.58% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 14.13% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.78% | 22.98% | -12.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.78% | 20.36% | -9.58% |
TSYW vs. TYD - Expense Ratio Comparison
TSYW has a 0.99% expense ratio, which is lower than TYD's 1.09% expense ratio.
Dividends
TSYW vs. TYD - Dividend Comparison
TSYW's dividend yield for the trailing twelve months is around 7.44%, more than TYD's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.23% | 2.97% | 3.10% | 2.71% | 0.55% | 0.00% | 9.80% | 0.92% | 1.10% | 0.01% | 6.84% | 1.65% |
Frequently Asked Questions
TSYW and TYD have a correlation of 0.88, 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 1.09% for TYD.
TSYW has the higher dividend yield at 7.44%, compared with 3.23% for TYD.
They also come from different issuers: Roundhill and Direxion. Their fees differ too: 0.99% for TSYW and 1.09% for TYD.
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