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TZA vs. UWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TZA vs. UWM - 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 Ultra Russell2000 (UWM). 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 UWM's 31.87% return. Over the past 10 years, TZA has underperformed UWM with an annualized return of -43.15%, while UWM has yielded a comparatively higher 12.16% 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%

UWM

1D
-2.69%
1M
6.41%
YTD
31.87%
6M
28.56%
1Y
76.77%
3Y*
25.03%
5Y*
1.71%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TZA vs. UWM - 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%
UWM
ProShares Ultra Russell2000
31.87%13.59%11.32%22.62%-43.69%23.91%16.57%48.62%-25.89%26.92%

Correlation

The correlation between TZA and UWM is -1.00, 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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

-1.00

The correlation between TZA and UWM has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

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Return for Risk

TZA vs. UWM — 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

UWM
UWM Risk / Return Rank: 5959
Overall Rank
UWM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UWM Sortino Ratio Rank: 5454
Sortino Ratio Rank
UWM Omega Ratio Rank: 4949
Omega Ratio Rank
UWM Calmar Ratio Rank: 6969
Calmar Ratio Rank
UWM Martin Ratio Rank: 6565
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. UWM - 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 Ultra Russell2000 (UWM). 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.


TZAUWMDifference

Sharpe ratio

Return per unit of total volatility

-1.16

2.03

-3.19

Sortino ratio

Return per unit of downside risk

-2.07

2.63

-4.70

Omega ratio

Gain probability vs. loss probability

0.78

1.31

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.98

3.46

-4.44

Martin ratio

Return relative to average drawdown

-1.51

11.85

-13.36

TZA vs. UWM - Sharpe Ratio Comparison

The current TZA Sharpe Ratio is -1.16, which is lower than the UWM Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TZA and UWM, 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


TZAUWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.16

2.03

-3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.04

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.63

0.26

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

0.14

-0.86

Drawdowns

TZA vs. UWM - Drawdown Comparison

The maximum TZA drawdown since its inception was -100.00%, which is greater than UWM's maximum drawdown of -88.21%. Use the drawdown chart below to compare losses from any high point for TZA and UWM.


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Drawdown Indicators


TZAUWMDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-88.21%

-11.79%

Max Drawdown (1Y)

Largest decline over 1 year

-67.28%

-22.28%

-45.00%

Max Drawdown (3Y)

Largest decline over 3 years

-88.34%

-49.79%

-38.55%

Max Drawdown (5Y)

Largest decline over 5 years

-90.83%

-61.62%

-29.21%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

-71.46%

-28.25%

Current Drawdown

Current decline from peak

-100.00%

-3.55%

-96.45%

Average Drawdown

Average peak-to-trough decline

-98.00%

-30.88%

-67.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.51%

6.50%

+37.01%

Volatility

TZA vs. UWM - Volatility Comparison

Direxion Daily Small Cap Bear 3X Shares (TZA) has a higher volatility of 17.03% compared to ProShares Ultra Russell2000 (UWM) at 11.45%. This indicates that TZA's price experiences larger fluctuations and is considered to be riskier than UWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TZAUWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.03%

11.45%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

40.64%

26.82%

+13.82%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

38.04%

+19.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

45.01%

+22.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.91%

46.08%

+22.83%

TZA vs. UWM - Expense Ratio Comparison

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


Dividends

TZA vs. UWM - Dividend Comparison

TZA's dividend yield for the trailing twelve months is around 4.82%, more than UWM's 0.78% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
UWM
ProShares Ultra Russell2000
0.78%1.05%1.16%0.34%0.40%0.00%0.07%0.55%0.41%0.11%0.27%0.23%

Frequently Asked Questions


TZA and UWM have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TZA has higher volatility (17.03%) compared to UWM (11.45%). In terms of maximum drawdown, TZA dropped -100.00% vs UWM's -88.21%.

On 10-year performance, UWM leads with 12.16% vs -43.15% for TZA. On fees, UWM is cheaper at 0.95% per year. On volatility, UWM has been the lower-risk option at 11.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UWM has performed better with a 12.16% return vs -43.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

TZA has the higher dividend yield at 4.82%, compared with 0.78% for UWM.

TZA tracks Russell 2000 Index (-300%), while UWM tracks Russell 2000 Index (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.11% for TZA and 0.95% for UWM.

UWM currently has the higher Sharpe Ratio (2.03 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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