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TSYW vs. TYO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYW vs. TYO - 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 Bear 3X (TYO). 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 lower than TYO's 8.03% return.


TSYW

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

TYO

1D
1.07%
1M
1.54%
YTD
8.03%
6M
11.18%
1Y
3.00%
3Y*
7.71%
5Y*
12.51%
10Y*
1.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYW vs. TYO - Yearly Performance Comparison


Correlation

The correlation between TSYW and TYO is -0.87, 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 14, 2025

-0.87

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Return for Risk

TSYW vs. TYO — Risk / Return Rank

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

TSYW

TYO
TYO Risk / Return Rank: 1111
Overall Rank
TYO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TYO Sortino Ratio Rank: 1111
Sortino Ratio Rank
TYO Omega Ratio Rank: 1111
Omega Ratio Rank
TYO Calmar Ratio Rank: 1212
Calmar Ratio Rank
TYO Martin Ratio Rank: 1111
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. TYO - 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 Bear 3X (TYO). 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. TYO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYWTYODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

-0.34

-0.44

Drawdowns

TSYW vs. TYO - Drawdown Comparison

The maximum TSYW drawdown since its inception was -9.79%, smaller than the maximum TYO drawdown of -89.25%. Use the drawdown chart below to compare losses from any high point for TSYW and TYO.


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Drawdown Indicators


TSYWTYODifference

Max Drawdown

Largest peak-to-trough decline

-9.79%

-89.25%

+79.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-52.21%

Current Drawdown

Current decline from peak

-6.51%

-77.19%

+70.68%

Average Drawdown

Average peak-to-trough decline

-3.99%

-71.09%

+67.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

Volatility

TSYW vs. TYO - Volatility Comparison


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Volatility by Period


TSYWTYODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

14.56%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

23.23%

-12.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

20.19%

-9.41%

TSYW vs. TYO - Expense Ratio Comparison

TSYW has a 0.99% expense ratio, which is lower than TYO's 1.08% expense ratio.


Dividends

TSYW vs. TYO - Dividend Comparison

TSYW's dividend yield for the trailing twelve months is around 7.44%, more than TYO's 2.82% yield.


PositionTTM20252024202320222021202020192018
TSYW
Roundhill Treasury Bond WeeklyPay ETF
7.44%1.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
2.82%3.69%4.22%3.62%0.09%0.00%0.36%1.58%0.32%

Frequently Asked Questions


TSYW and TYO have a correlation of -0.87, 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 1.08% for TYO.

TSYW has the higher dividend yield at 7.44%, compared with 2.82% for TYO.

They also come from different issuers: Roundhill and Direxion. Their fees differ too: 0.99% for TSYW and 1.08% for TYO.

Portfolio Optimizer

Find the right allocation for TSYW and TYO

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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