TYD vs. WEBL
TYD (Direxion Daily 7-10 Year Treasury Bull 3X) and WEBL (Daily Dow Jones Internet Bull 3X Shares) are both exchange-traded funds - TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index, while WEBL is a Leveraged Equities fund tracking the Dow Jones Internet Composite Index (300%). Both are passively managed. Over the past 5 years, TYD returned -14.54%/yr vs -22.59%/yr for WEBL. At a 0.06 correlation, their price movements are largely independent. TYD charges 1.09%/yr vs 1.17%/yr for WEBL.
Performance
TYD vs. WEBL - Performance Comparison
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Returns By Period
In the year-to-date period, TYD achieves a -8.67% return, which is significantly higher than WEBL's -11.51% return.
TYD
- 1D
- -0.78%
- 1M
- -3.38%
- 6M
- -6.39%
- YTD
- -8.67%
- 1Y
- -3.97%
- 3Y*
- -4.77%
- 5Y*
- -14.54%
- 10Y*
- -5.55%
- ALL TIME*
- 0.96%
WEBL
- 1D
- -0.86%
- 1M
- 3.14%
- 6M
- 4.09%
- YTD
- -11.51%
- 1Y
- -19.70%
- 3Y*
- 25.10%
- 5Y*
- -22.59%
- 10Y*
- —
- ALL TIME*
- 0.07%
TYD vs. WEBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -8.67% | 11.68% | -13.89% | -2.87% | -43.32% | -11.36% | 27.62% | -2.64% |
WEBL Daily Dow Jones Internet Bull 3X Shares | -11.51% | 2.37% | 76.78% | 165.50% | -91.04% | 2.73% | 132.56% | 10.36% |
Correlation
The correlation between TYD and WEBL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2019 | 0.06 |
The correlation between TYD and WEBL shifts across timeframes, from 0.06 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TYD vs. WEBL — Risk / Return Rank
TYD
WEBL
TYD vs. WEBL - 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 Daily Dow Jones Internet Bull 3X Shares (WEBL). 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 | WEBL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.99 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.35 | +0.05 |
| Martin ratioReturn relative to average drawdown | -0.64 | -0.70 | +0.06 |
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Drawdowns
TYD vs. WEBL - Drawdown Comparison
The maximum TYD drawdown since its inception was -64.28%, smaller than the maximum WEBL drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for TYD and WEBL.
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Drawdown Indicators
| TYD | WEBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.28% | -94.44% | +30.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -56.57% | +43.03% |
Max Drawdown (3Y)Largest decline over 3 years | -22.32% | -60.82% | +38.50% |
Max Drawdown (5Y)Largest decline over 5 years | -59.84% | -94.44% | +34.60% |
Max Drawdown (10Y)Largest decline over 10 years | -64.28% | — | — |
Current DrawdownCurrent decline from peak | -60.31% | -73.95% | +13.64% |
Average DrawdownAverage peak-to-trough decline | -22.22% | -59.13% | +36.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 28.27% | -22.03% |
Volatility
TYD vs. WEBL - Volatility Comparison
The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 3.93%, while Daily Dow Jones Internet Bull 3X Shares (WEBL) has a volatility of 15.82%. This indicates that TYD experiences smaller price fluctuations and is considered to be less risky than WEBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYD | WEBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 15.82% | -11.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 47.69% | -37.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 59.30% | -45.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 81.11% | -58.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 82.56% | -62.36% |
TYD vs. WEBL - Expense Ratio Comparison
TYD has a 1.09% expense ratio, which is lower than WEBL's 1.17% expense ratio.
Dividends
TYD vs. WEBL - Dividend Comparison
TYD's dividend yield for the trailing twelve months is around 3.38%, more than WEBL's 0.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.38% | 2.97% | 3.10% | 2.71% | 0.55% | 0.00% | 9.80% | 0.92% | 1.10% | 0.01% | 6.84% | 1.65% |
WEBL Daily Dow Jones Internet Bull 3X Shares | 0.18% | 0.25% | 0.00% | 0.00% | 0.00% | 4.79% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TYD and WEBL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEBL has higher volatility (15.82%) compared to TYD (3.93%). In terms of maximum drawdown, TYD dropped -64.28% vs WEBL's -94.44%.
On 5-year performance, TYD leads with -14.54% vs -22.59% for WEBL. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, TYD has performed better with a -14.54% return vs -22.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TYD is cheaper with a 1.09% expense ratio, compared with 1.17% for WEBL.
TYD has the higher dividend yield at 3.38%, compared with 0.18% for WEBL.
TYD is categorized as Leveraged Bonds, while WEBL is Leveraged Equities. TYD tracks NYSE 7-10 Year Treasury Bond Index, while WEBL tracks Dow Jones Internet Composite Index (300%). Their fees differ too: 1.09% for TYD and 1.17% for WEBL.
TYD currently has the higher Sharpe Ratio (-0.29 vs -0.33), 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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