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TYD vs. EDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYD and EDV is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

TYD vs. EDV - 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 Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
24.65%
33.75%
TYD
EDV

Key characteristics

Sharpe Ratio

TYD:

0.46

EDV:

0.08

Sortino Ratio

TYD:

0.79

EDV:

0.25

Omega Ratio

TYD:

1.09

EDV:

1.03

Calmar Ratio

TYD:

0.15

EDV:

0.03

Martin Ratio

TYD:

0.80

EDV:

0.15

Ulcer Index

TYD:

11.39%

EDV:

10.80%

Daily Std Dev

TYD:

19.75%

EDV:

20.74%

Max Drawdown

TYD:

-64.28%

EDV:

-59.96%

Current Drawdown

TYD:

-58.04%

EDV:

-53.95%

Returns By Period

In the year-to-date period, TYD achieves a 7.81% return, which is significantly higher than EDV's 1.26% return. Over the past 10 years, TYD has underperformed EDV with an annualized return of -3.50%, while EDV has yielded a comparatively higher -2.16% annualized return.


TYD

YTD

7.81%

1M

2.36%

6M

0.24%

1Y

10.69%

5Y*

-15.33%

10Y*

-3.50%

EDV

YTD

1.26%

1M

-0.24%

6M

-4.44%

1Y

2.92%

5Y*

-13.85%

10Y*

-2.16%

*Annualized

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TYD vs. EDV - Expense Ratio Comparison

TYD has a 1.09% expense ratio, which is higher than EDV's 0.06% expense ratio.


Expense ratio chart for TYD: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TYD: 1.09%
Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%

Risk-Adjusted Performance

TYD vs. EDV — Risk-Adjusted Performance Rank

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

TYD
The Risk-Adjusted Performance Rank of TYD is 4747
Overall Rank
The Sharpe Ratio Rank of TYD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 3939
Martin Ratio Rank

EDV
The Risk-Adjusted Performance Rank of EDV is 2626
Overall Rank
The Sharpe Ratio Rank of EDV is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYD vs. EDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Vanguard Extended Duration Treasury ETF (EDV). 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.


The chart of Sharpe ratio for TYD, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
TYD: 0.46
EDV: 0.08
The chart of Sortino ratio for TYD, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
TYD: 0.79
EDV: 0.25
The chart of Omega ratio for TYD, currently valued at 1.09, compared to the broader market0.501.001.502.00
TYD: 1.09
EDV: 1.03
The chart of Calmar ratio for TYD, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
TYD: 0.15
EDV: 0.03
The chart of Martin ratio for TYD, currently valued at 0.80, compared to the broader market0.0020.0040.0060.00
TYD: 0.80
EDV: 0.15

The current TYD Sharpe Ratio is 0.46, which is higher than the EDV Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of TYD and EDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.46
0.08
TYD
EDV

Dividends

TYD vs. EDV - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.26%, less than EDV's 4.68% yield.


TTM20242023202220212020201920182017201620152014
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.64%0.00%
EDV
Vanguard Extended Duration Treasury ETF
4.68%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%

Drawdowns

TYD vs. EDV - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, which is greater than EDV's maximum drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for TYD and EDV. For additional features, visit the drawdowns tool.


-62.00%-60.00%-58.00%-56.00%-54.00%-52.00%-50.00%NovemberDecember2025FebruaryMarchApril
-58.04%
-53.95%
TYD
EDV

Volatility

TYD vs. EDV - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 7.74%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 9.21%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
7.74%
9.21%
TYD
EDV