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TYD vs. DRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYD vs. DRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Direxion Daily Real Estate Bull 3x Shares (DRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYD achieves a -8.30% return, which is significantly lower than DRN's 29.86% return. Over the past 10 years, TYD has outperformed DRN with an annualized return of -5.51%, while DRN has yielded a comparatively lower -6.30% annualized return.


TYD

1D
-0.90%
1M
-2.66%
6M
-8.14%
YTD
-8.30%
1Y
-2.67%
3Y*
-4.77%
5Y*
-14.07%
10Y*
-5.51%

DRN

1D
1.48%
1M
-3.26%
6M
27.76%
YTD
29.86%
1Y
16.43%
3Y*
4.43%
5Y*
-11.67%
10Y*
-6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYD vs. DRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-8.30%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%
DRN
Direxion Daily Real Estate Bull 3x Shares
29.86%-11.24%-5.29%12.03%-67.26%152.94%-55.37%81.86%-25.11%7.50%

Correlation

The correlation between TYD and DRN is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2009

0.01

Over the past year, TYD and DRN have become more correlated (0.35) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

TYD vs. DRN — Risk / Return Rank

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

TYD
TYD Risk / Return Rank: 77
Overall Rank
TYD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 77
Calmar Ratio Rank
TYD Martin Ratio Rank: 77
Martin Ratio Rank

DRN
DRN Risk / Return Rank: 1818
Overall Rank
DRN Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DRN Sortino Ratio Rank: 1818
Sortino Ratio Rank
DRN Omega Ratio Rank: 1818
Omega Ratio Rank
DRN Calmar Ratio Rank: 2020
Calmar Ratio Rank
DRN Martin Ratio Rank: 1818
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.

TYD vs. DRN - 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 Direxion Daily Real Estate Bull 3x Shares (DRN). 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.


TYDDRNDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

0.98

1.10

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.20

0.68

-0.88

Martin ratioReturn relative to average drawdown

-0.45

1.51

-1.96

TYD vs. DRN - Sharpe Ratio Comparison

The current TYD Sharpe Ratio is -0.19, which is lower than the DRN Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TYD and DRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TYD vs. DRN - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, smaller than the maximum DRN drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for TYD and DRN.


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Drawdown Indicators


TYDDRNDifference

Max Drawdown

Largest peak-to-trough decline

-64.28%

-86.32%

+22.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-24.28%

+10.74%

Max Drawdown (3Y)

Largest decline over 3 years

-23.96%

-48.26%

+24.30%

Max Drawdown (5Y)

Largest decline over 5 years

-59.84%

-80.58%

+20.74%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

-86.32%

+22.04%

Current Drawdown

Current decline from peak

-60.15%

-62.98%

+2.83%

Average Drawdown

Average peak-to-trough decline

-22.16%

-35.23%

+13.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

10.91%

-4.96%

Volatility

TYD vs. DRN - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 4.65%, while Direxion Daily Real Estate Bull 3x Shares (DRN) has a volatility of 15.53%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than DRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYDDRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

15.53%

-10.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

33.02%

-22.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

42.58%

-28.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

56.94%

-33.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

60.77%

-40.57%

TYD vs. DRN - Expense Ratio Comparison

TYD has a 1.09% expense ratio, which is higher than DRN's 0.99% expense ratio.


Dividends

TYD vs. DRN - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.36%, more than DRN's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
DRN
Direxion Daily Real Estate Bull 3x Shares
1.90%2.81%2.24%2.84%2.70%4.21%1.90%2.59%3.11%0.91%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.36%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 DRN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRN has higher volatility (15.53%) compared to TYD (4.65%). In terms of maximum drawdown, TYD dropped -64.28% vs DRN's -86.32%.

On 10-year performance, TYD leads with -5.51% vs -6.30% for DRN. On fees, DRN is cheaper at 0.99% per year. On volatility, TYD has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TYD has performed better with a -5.51% return vs -6.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRN is cheaper with a 0.99% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.36%, compared with 1.90% for DRN.

TYD is categorized as Leveraged Bonds, while DRN is REIT. TYD tracks NYSE 7-10 Year Treasury Bond Index, while DRN tracks MSCI US REIT Index (300%). Their fees differ too: 1.09% for TYD and 0.99% for DRN.

DRN currently has the higher Sharpe Ratio (0.39 vs -0.19), 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.

Portfolio Optimizer

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