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TSYW vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYW vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Treasury Bond WeeklyPay ETF (TSYW) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYW vs. TYD - Yearly Performance Comparison


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

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

TSYW

TYD
TYD Risk / Return Rank: 99
Overall Rank
TYD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 99
Sortino Ratio Rank
TYD Omega Ratio Rank: 88
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD 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. 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.

TSYW vs. TYD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWTYDDifference

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


TSYWTYDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.51%

-59.24%

+52.73%

Average Drawdown

Average peak-to-trough decline

-3.99%

-21.95%

+17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

Volatility

TSYW vs. TYD - Volatility Comparison


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Volatility by Period


TSYWTYDDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for TSYW and TYD

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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