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TZA vs. SMDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TZA vs. SMDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Small Cap Bear 3X Shares (TZA) and ProShares UltraPro Short MidCap400 (SMDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TZA achieves a -40.43% return, which is significantly lower than SMDD's -33.48% return. Over the past 10 years, TZA has underperformed SMDD with an annualized return of -43.15%, while SMDD has yielded a comparatively higher -40.23% annualized return.


TZA

1D
3.75%
1M
-10.87%
YTD
-40.43%
6M
-38.50%
1Y
-65.59%
3Y*
-44.69%
5Y*
-30.11%
10Y*
-43.15%

SMDD

1D
0.19%
1M
-11.19%
YTD
-33.48%
6M
-33.71%
1Y
-48.94%
3Y*
-38.20%
5Y*
-29.60%
10Y*
-40.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TZA vs. SMDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TZA
Direxion Daily Small Cap Bear 3X Shares
-40.43%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%
SMDD
ProShares UltraPro Short MidCap400
-33.48%-27.46%-31.02%-38.37%7.69%-58.01%-74.71%-53.34%33.50%-39.87%

Correlation

The correlation between TZA and SMDD is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.94

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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

0.94

The correlation between TZA and SMDD has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

TZA vs. SMDD — Risk / Return Rank

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

TZA
TZA Risk / Return Rank: 11
Overall Rank
TZA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TZA Sortino Ratio Rank: 11
Sortino Ratio Rank
TZA Omega Ratio Rank: 11
Omega Ratio Rank
TZA Calmar Ratio Rank: 11
Calmar Ratio Rank
TZA Martin Ratio Rank: 11
Martin Ratio Rank

SMDD
SMDD Risk / Return Rank: 11
Overall Rank
SMDD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SMDD Sortino Ratio Rank: 11
Sortino Ratio Rank
SMDD Omega Ratio Rank: 11
Omega Ratio Rank
SMDD Calmar Ratio Rank: 11
Calmar Ratio Rank
SMDD Martin Ratio Rank: 11
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.

TZA vs. SMDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Small Cap Bear 3X Shares (TZA) and ProShares UltraPro Short MidCap400 (SMDD). 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.


TZASMDDDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

0.78

0.82

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.97

0.00

Martin ratioReturn relative to average drawdown

-1.51

-1.65

+0.14

TZA vs. SMDD - Sharpe Ratio Comparison

The current TZA Sharpe Ratio is -1.16, which is comparable to the SMDD Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of TZA and SMDD, 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


TZASMDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.16

-1.05

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

-0.51

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

-0.64

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.71

0.00

Drawdowns

TZA vs. SMDD - Drawdown Comparison

The maximum TZA drawdown since its inception was -100.00%, roughly equal to the maximum SMDD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for TZA and SMDD.


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Drawdown Indicators


TZASMDDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.99%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-67.28%

-50.42%

-16.86%

Max Drawdown (3Y)

Largest decline over 3 years

-88.34%

-81.09%

-7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-90.83%

-87.20%

-3.63%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

-99.50%

-0.21%

Current Drawdown

Current decline from peak

-100.00%

-99.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-98.00%

-92.96%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.51%

29.68%

+13.83%

Volatility

TZA vs. SMDD - Volatility Comparison

Direxion Daily Small Cap Bear 3X Shares (TZA) has a higher volatility of 17.03% compared to ProShares UltraPro Short MidCap400 (SMDD) at 13.34%. This indicates that TZA's price experiences larger fluctuations and is considered to be riskier than SMDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TZASMDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.03%

13.34%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

40.64%

34.30%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

46.71%

+10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

58.82%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.91%

63.34%

+5.57%

TZA vs. SMDD - Expense Ratio Comparison

TZA has a 1.11% expense ratio, which is higher than SMDD's 0.95% expense ratio.


Dividends

TZA vs. SMDD - Dividend Comparison

TZA's dividend yield for the trailing twelve months is around 4.82%, less than SMDD's 7.01% yield.


PositionTTM20252024202320222021202020192018
SMDD
ProShares UltraPro Short MidCap400
7.01%4.96%4.09%3.86%0.14%0.00%0.13%1.51%0.09%
TZA
Direxion Daily Small Cap Bear 3X Shares
4.82%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%

Frequently Asked Questions


With a correlation of 0.92, TZA and SMDD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TZA has higher volatility (17.03%) compared to SMDD (13.34%). In terms of maximum drawdown, TZA dropped -100.00% vs SMDD's -99.99%.

On 10-year performance, SMDD leads with -40.23% vs -43.15% for TZA. On fees, SMDD is cheaper at 0.95% per year. On volatility, SMDD has been the lower-risk option at 13.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMDD has performed better with a -40.23% return vs -43.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMDD is cheaper with a 0.95% expense ratio, compared with 1.11% for TZA.

SMDD has the higher dividend yield at 7.01%, compared with 4.82% for TZA.

TZA tracks Russell 2000 Index (-300%), while SMDD tracks S&P MidCap 400 Index (-300%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.11% for TZA and 0.95% for SMDD.

SMDD currently has the higher Sharpe Ratio (-1.05 vs -1.16), 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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