TYD vs. BOEG
TYD (Direxion Daily 7-10 Year Treasury Bull 3X) and BOEG (Leverage Shares 2X Long BA Daily ETF) are both exchange-traded funds - TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index, while BOEG is a Leveraged Equities fund actively managed by Leverage Shares. TYD is passively managed, while BOEG is actively managed. Over the past year, TYD returned -8.85% vs -24.14% for BOEG. Their 0.19 correlation means their historical movements had little consistent relationship. TYD charges 1.09%/yr vs 0.75%/yr for BOEG.
Performance
TYD vs. BOEG - Performance Comparison
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Returns By Period
In the year-to-date period, TYD achieves a -10.03% return, which is significantly higher than BOEG's -13.15% return.
TYD
- 1D
- -1.01%
- 1M
- -4.64%
- 6M
- -8.59%
- YTD
- -10.03%
- 1Y
- -8.85%
- 3Y*
- -3.83%
- 5Y*
- -14.92%
- 10Y*
- -5.77%
- ALL TIME*
- 0.87%
BOEG
- 1D
- -4.54%
- 1M
- -10.23%
- 6M
- -23.91%
- YTD
- -13.15%
- 1Y
- -24.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -6.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $765.58K | $551.79K | $570.86K | |
| $420.72K | $411.37K | $510.43K |
TYD vs. BOEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -10.03% | 5.01% |
BOEG Leverage Shares 2X Long BA Daily ETF | -13.15% | 6.85% |
Correlation
The correlation between TYD and BOEG is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | 0.19 |
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Return for Risk
TYD vs. BOEG — Risk / Return Rank
TYD
BOEG
TYD vs. BOEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Leverage Shares 2X Long BA Daily ETF (BOEG). 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.
| TYD | BOEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.98 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.52 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.84 | -0.94 | +0.09 |
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Drawdowns
TYD vs. BOEG - Drawdown Comparison
The maximum TYD drawdown since its inception was -64.28%, which is greater than BOEG's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for TYD and BOEG.
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Drawdown Indicators
| TYD | BOEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.28% | -46.47% | -17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.41% | -46.13% | +31.72% |
Max Drawdown (3Y)Largest decline over 3 years | -22.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -59.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.28% | — | — |
Current DrawdownCurrent decline from peak | -60.90% | -34.79% | -26.11% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -20.85% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.69% | 25.64% | -18.95% |
Volatility
TYD vs. BOEG - Volatility Comparison
The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 3.45%, while Leverage Shares 2X Long BA Daily ETF (BOEG) has a volatility of 22.02%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than BOEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYD | BOEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 22.02% | -18.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 49.17% | -38.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 65.14% | -51.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 64.47% | -41.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 64.47% | -44.29% |
TYD vs. BOEG - Expense Ratio Comparison
TYD has a 1.09% expense ratio, which is higher than BOEG's 0.75% expense ratio.
Dividends
TYD vs. BOEG - Dividend Comparison
TYD's dividend yield for the trailing twelve months is around 3.43%, while BOEG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOEG Leverage Shares 2X Long BA Daily ETF | 0.00% | 0.00% | 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 | 3.43% | 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
TYD and BOEG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOEG has higher volatility (22.02%) compared to TYD (3.45%). In terms of maximum drawdown, TYD dropped -64.28% vs BOEG's -46.47%.
On 1-year performance, TYD leads with -8.85% vs -24.14% for BOEG. On fees, BOEG is cheaper at 0.75% per year. On volatility, TYD has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TYD has performed better with a -8.85% return vs -24.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BOEG is cheaper with a 0.75% expense ratio, compared with 1.09% for TYD.
TYD has the higher dividend yield at 3.43%, compared with 0.00% for BOEG.
TYD is categorized as Leveraged Bonds, while BOEG is Leveraged Equities. They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.09% for TYD and 0.75% for BOEG.
BOEG currently has the higher Sharpe Ratio (-0.37 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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