TYD vs. COMT
TYD (Direxion Daily 7-10 Year Treasury Bull 3X) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, TYD returned -5.35%/yr vs 8.33%/yr for COMT. At a correlation of -0.17, they often move in opposite directions. TYD charges 1.09%/yr vs 0.48%/yr for COMT.
Performance
TYD vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TYD achieves a -7.44% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, TYD has underperformed COMT with an annualized return of -5.35%, while COMT has yielded a comparatively higher 8.33% annualized return.
TYD
- 1D
- -0.30%
- 1M
- -2.72%
- 6M
- -7.62%
- YTD
- -7.44%
- 1Y
- -1.23%
- 3Y*
- -4.61%
- 5Y*
- -14.13%
- 10Y*
- -5.35%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
TYD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -7.44% | 11.68% | -13.89% | -2.87% | -43.32% | -11.36% | 27.62% | 17.88% | 0.76% | 5.64% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between TYD and COMT is -0.37, 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 (1Y) Calculated over the trailing 1-year period | -0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | -0.17 |
The correlation between TYD and COMT shifts across timeframes, from -0.37 (1 year) to -0.15 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TYD vs. COMT — Risk / Return Rank
TYD
COMT
TYD vs. COMT - 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 iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.90 | -1.99 |
| Martin ratioReturn relative to average drawdown | -0.20 | 6.35 | -6.55 |
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Drawdowns
TYD vs. COMT - Drawdown Comparison
The maximum TYD drawdown since its inception was -64.28%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TYD and COMT.
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Drawdown Indicators
| TYD | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.28% | -51.89% | -12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -17.57% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -23.96% | -17.57% | -6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -59.84% | -29.00% | -30.84% |
Max Drawdown (10Y)Largest decline over 10 years | -64.28% | -39.22% | -25.06% |
Current DrawdownCurrent decline from peak | -59.77% | -11.28% | -48.49% |
Average DrawdownAverage peak-to-trough decline | -22.19% | -23.95% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.09% | 5.24% | +0.85% |
Volatility
TYD vs. COMT - Volatility Comparison
The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 4.31%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYD | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.91% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 19.67% | -9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 21.54% | -7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.96% | 21.20% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 18.85% | +1.35% |
TYD vs. COMT - Expense Ratio Comparison
TYD has a 1.09% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
TYD vs. COMT - Dividend Comparison
TYD's dividend yield for the trailing twelve months is around 3.33%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.33% | 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 COMT have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to TYD (4.31%). In terms of maximum drawdown, TYD dropped -64.28% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.33% vs -5.35% for TYD. On fees, COMT is cheaper at 0.48% per year. On volatility, TYD has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 8.33% return vs -5.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 1.09% for TYD.
COMT has the higher dividend yield at 5.95%, compared with 3.33% for TYD.
TYD is categorized as Leveraged Bonds, while COMT is Commodities. TYD tracks NYSE 7-10 Year Treasury Bond Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.09% for TYD and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.09), 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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