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

Correlation

The correlation between TYD and QQQ 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. QQQ - 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 Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
24.65%
1,534.18%
TYD
QQQ

Key characteristics

Sharpe Ratio

TYD:

0.46

QQQ:

0.47

Sortino Ratio

TYD:

0.79

QQQ:

0.82

Omega Ratio

TYD:

1.09

QQQ:

1.11

Calmar Ratio

TYD:

0.15

QQQ:

0.52

Martin Ratio

TYD:

0.80

QQQ:

1.79

Ulcer Index

TYD:

11.39%

QQQ:

6.64%

Daily Std Dev

TYD:

19.75%

QQQ:

25.28%

Max Drawdown

TYD:

-64.28%

QQQ:

-82.98%

Current Drawdown

TYD:

-58.04%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, TYD achieves a 7.81% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, TYD has underperformed QQQ with an annualized return of -3.46%, while QQQ has yielded a comparatively higher 16.91% annualized return.


TYD

YTD

7.81%

1M

0.08%

6M

0.24%

1Y

10.69%

5Y*

-15.50%

10Y*

-3.46%

QQQ

YTD

-7.43%

1M

0.77%

6M

-4.30%

1Y

10.31%

5Y*

18.26%

10Y*

16.91%

*Annualized

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TYD vs. QQQ - Expense Ratio Comparison

TYD has a 1.09% expense ratio, which is higher than QQQ's 0.20% 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 QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

TYD vs. QQQ — 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 4848
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 3636
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 4040
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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. QQQ - 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 Invesco QQQ (QQQ). 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
QQQ: 0.47
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
QQQ: 0.82
The chart of Omega ratio for TYD, currently valued at 1.09, compared to the broader market0.501.001.502.00
TYD: 1.09
QQQ: 1.11
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
QQQ: 0.52
The chart of Martin ratio for TYD, currently valued at 0.80, compared to the broader market0.0020.0040.0060.00
TYD: 0.80
QQQ: 1.79

The current TYD Sharpe Ratio is 0.46, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of TYD and QQQ, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.46
0.47
TYD
QQQ

Dividends

TYD vs. QQQ - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.26%, more than QQQ's 0.63% 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%1.65%0.00%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

TYD vs. QQQ - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TYD and QQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.04%
-12.28%
TYD
QQQ

Volatility

TYD vs. QQQ - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 7.74%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
7.74%
16.86%
TYD
QQQ