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TYD vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYD vs. TMV - 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 20-Year Treasury Bear 3X (TMV). 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 -5.40% return, which is significantly lower than TMV's 3.56% return. Over the past 10 years, TYD has underperformed TMV with an annualized return of -4.63%, while TMV has yielded a comparatively higher -0.91% annualized return.


TYD

1D
0.13%
1M
-1.42%
YTD
-5.40%
6M
-7.08%
1Y
1.17%
3Y*
-4.80%
5Y*
-12.47%
10Y*
-4.63%

TMV

1D
-0.63%
1M
-0.68%
YTD
3.56%
6M
9.40%
1Y
-4.92%
3Y*
12.41%
5Y*
17.86%
10Y*
-0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYD vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-5.40%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%
TMV
Direxion Daily 20-Year Treasury Bear 3X
3.56%-3.75%39.76%-9.69%150.18%0.83%-54.13%-34.22%3.99%-26.48%

Correlation

The correlation between TYD and TMV is -0.90, 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

-0.90

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

-0.92

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

-0.92

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

-0.85

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

-0.83

The correlation between TYD and TMV has been stable across timeframes, ranging from -0.92 to -0.83 - a consistent structural relationship.

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Return for Risk

TYD vs. TMV — Risk / Return Rank

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

TYD
TYD Risk / Return Rank: 99
Overall Rank
TYD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 99
Sortino Ratio Rank
TYD Omega Ratio Rank: 99
Omega Ratio Rank
TYD Calmar Ratio Rank: 99
Calmar Ratio Rank
TYD Martin Ratio Rank: 99
Martin Ratio Rank

TMV
TMV Risk / Return Rank: 77
Overall Rank
TMV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 77
Sortino Ratio Rank
TMV Omega Ratio Rank: 77
Omega Ratio Rank
TMV Calmar Ratio Rank: 77
Calmar Ratio Rank
TMV Martin Ratio Rank: 77
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. TMV - 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 20-Year Treasury Bear 3X (TMV). 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.


TYDTMVDifference

Sharpe ratio

Return per unit of total volatility

0.08

-0.17

+0.25

Sortino ratio

Return per unit of downside risk

0.22

-0.04

+0.26

Omega ratio

Gain probability vs. loss probability

1.02

1.00

+0.03

Calmar ratio

Return relative to maximum drawdown

0.02

-0.11

+0.13

Martin ratio

Return relative to average drawdown

0.05

-0.22

+0.27

TYD vs. TMV - Sharpe Ratio Comparison

The current TYD Sharpe Ratio is 0.08, which is higher than the TMV Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of TYD and TMV, 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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Sharpe Ratios by Period


TYDTMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.17

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.38

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

-0.02

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.33

+0.38

Drawdowns

TYD vs. TMV - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for TYD and TMV.


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Drawdown Indicators


TYDTMVDifference

Max Drawdown

Largest peak-to-trough decline

-64.28%

-98.96%

+34.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-21.73%

+8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-25.04%

-48.49%

+23.45%

Max Drawdown (5Y)

Largest decline over 5 years

-59.84%

-48.49%

-11.35%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

-82.31%

+18.03%

Current Drawdown

Current decline from peak

-58.89%

-95.98%

+37.09%

Average Drawdown

Average peak-to-trough decline

-21.94%

-86.60%

+64.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

11.12%

-6.20%

Volatility

TYD vs. TMV - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 4.26%, while Direxion Daily 20-Year Treasury Bear 3X (TMV) has a volatility of 8.37%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYDTMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

8.37%

-4.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

19.47%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

29.22%

-15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

47.21%

-24.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

44.45%

-24.08%

TYD vs. TMV - Expense Ratio Comparison

TYD has a 1.09% expense ratio, which is higher than TMV's 1.04% expense ratio.


Dividends

TYD vs. TMV - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.20%, more than TMV's 2.65% yield.


PositionTTM20252024202320222021202020192018201720162015
TMV
Direxion Daily 20-Year Treasury Bear 3X
2.65%2.85%3.41%3.87%0.00%0.00%0.37%1.60%0.62%0.00%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.20%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 TMV have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMV has higher volatility (8.37%) compared to TYD (4.26%). In terms of maximum drawdown, TYD dropped -64.28% vs TMV's -98.96%.

On 10-year performance, TMV leads with -0.91% vs -4.63% for TYD. On fees, TMV is cheaper at 1.04% per year. On volatility, TYD has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMV has performed better with a -0.91% return vs -4.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMV is cheaper with a 1.04% expense ratio, compared with 1.09% for TYD.

TYD has the higher dividend yield at 3.20%, compared with 2.65% for TMV.

TYD tracks NYSE 7-10 Year Treasury Bond Index, while TMV tracks NYSE 20 Year Plus Treasury Bond Index (-300%). Their fees differ too: 1.09% for TYD and 1.04% for TMV.

TYD currently has the higher Sharpe Ratio (0.08 vs -0.17), 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

Find the right allocation for TYD and TMV

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