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TYO vs. BSCU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYO vs. BSCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 7-10 Year Treasury Bear 3X (TYO) and Invesco BulletShares 2030 Corporate Bond ETF (BSCU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYO achieves a 8.03% return, which is significantly higher than BSCU's 0.32% return.


TYO

1D
1.07%
1M
1.54%
YTD
8.03%
6M
11.18%
1Y
3.00%
3Y*
7.71%
5Y*
12.51%
10Y*
1.79%

BSCU

1D
-0.09%
1M
0.18%
YTD
0.32%
6M
0.52%
1Y
5.00%
3Y*
5.53%
5Y*
0.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYO vs. BSCU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
8.03%-7.64%18.94%1.06%58.83%7.47%1.16%
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
0.32%8.24%3.12%8.66%-15.08%-3.02%2.07%

Correlation

The correlation between TYO and BSCU is -0.86, 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

-0.86

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

-0.91

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

-0.90

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

-0.88

The correlation between TYO and BSCU has been stable across timeframes, ranging from -0.91 to -0.86 - a consistent structural relationship.

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Return for Risk

TYO vs. BSCU — Risk / Return Rank

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

TYO
TYO Risk / Return Rank: 1111
Overall Rank
TYO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TYO Sortino Ratio Rank: 1111
Sortino Ratio Rank
TYO Omega Ratio Rank: 1111
Omega Ratio Rank
TYO Calmar Ratio Rank: 1212
Calmar Ratio Rank
TYO Martin Ratio Rank: 1111
Martin Ratio Rank

BSCU
BSCU Risk / Return Rank: 5050
Overall Rank
BSCU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BSCU Sortino Ratio Rank: 5353
Sortino Ratio Rank
BSCU Omega Ratio Rank: 4848
Omega Ratio Rank
BSCU Calmar Ratio Rank: 4848
Calmar Ratio Rank
BSCU Martin Ratio Rank: 5050
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.

TYO vs. BSCU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bear 3X (TYO) and Invesco BulletShares 2030 Corporate Bond ETF (BSCU). 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.


TYOBSCUDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.69

-1.48

Sortino ratio

Return per unit of downside risk

0.39

2.58

-2.19

Omega ratio

Gain probability vs. loss probability

1.05

1.31

-0.26

Calmar ratio

Return relative to maximum drawdown

0.29

2.42

-2.13

Martin ratio

Return relative to average drawdown

0.51

8.29

-7.78

TYO vs. BSCU - Sharpe Ratio Comparison

The current TYO Sharpe Ratio is 0.21, which is lower than the BSCU Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TYO and BSCU, 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


TYOBSCUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.69

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.13

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.06

-0.40

Drawdowns

TYO vs. BSCU - Drawdown Comparison

The maximum TYO drawdown since its inception was -89.25%, which is greater than BSCU's maximum drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for TYO and BSCU.


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Drawdown Indicators


TYOBSCUDifference

Max Drawdown

Largest peak-to-trough decline

-89.25%

-22.34%

-66.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-2.07%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-5.66%

-18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-21.74%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-52.21%

Current Drawdown

Current decline from peak

-77.19%

-0.91%

-76.28%

Average Drawdown

Average peak-to-trough decline

-71.09%

-8.04%

-63.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

0.60%

+5.25%

Volatility

TYO vs. BSCU - Volatility Comparison

Direxion Daily 7-10 Year Treasury Bear 3X (TYO) has a higher volatility of 4.94% compared to Invesco BulletShares 2030 Corporate Bond ETF (BSCU) at 0.85%. This indicates that TYO's price experiences larger fluctuations and is considered to be riskier than BSCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYOBSCUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

0.85%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

2.11%

+8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

2.97%

+11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

6.62%

+16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

6.47%

+13.72%

TYO vs. BSCU - Expense Ratio Comparison

TYO has a 1.08% expense ratio, which is higher than BSCU's 0.10% expense ratio.


Dividends

TYO vs. BSCU - Dividend Comparison

TYO's dividend yield for the trailing twelve months is around 2.82%, less than BSCU's 4.62% yield.


PositionTTM20252024202320222021202020192018
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
4.62%4.56%4.70%4.07%3.06%1.93%0.33%0.00%0.00%
TYO
Direxion Daily 7-10 Year Treasury Bear 3X
2.82%3.69%4.22%3.62%0.09%0.00%0.36%1.58%0.32%

Frequently Asked Questions


TYO and BSCU have a correlation of -0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TYO has higher volatility (4.94%) compared to BSCU (0.85%). In terms of maximum drawdown, TYO dropped -89.25% vs BSCU's -22.34%.

On 5-year performance, TYO leads with 12.51% vs 0.84% for BSCU. On fees, BSCU is cheaper at 0.10% per year. On volatility, BSCU has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TYO has performed better with a 12.51% return vs 0.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCU is cheaper with a 0.10% expense ratio, compared with 1.08% for TYO.

BSCU has the higher dividend yield at 4.62%, compared with 2.82% for TYO.

TYO is categorized as Leveraged Bonds, while BSCU is Corporate Bonds. TYO tracks NYSE 7-10 Year Treasury Bond Index, while BSCU tracks NASDAQ BulletShares USD Corporate Bond 2030 Index. They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.08% for TYO and 0.10% for BSCU.

BSCU currently has the higher Sharpe Ratio (1.69 vs 0.21), 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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