PortfoliosLab logoPortfoliosLab logo
UBOT vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UBOT achieves a -4.70% return, which is significantly lower than TMF's 0.08% return.


UBOT

1D
-0.16%
1M
-18.53%
YTD
-4.70%
6M
-6.06%
1Y
21.26%
3Y*
6.07%
5Y*
-10.42%
10Y*

TMF

1D
3.90%
1M
10.18%
YTD
0.08%
6M
-2.86%
1Y
-0.04%
3Y*
-19.78%
5Y*
-30.25%
10Y*
-16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBOT vs. TMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
-4.70%13.42%12.02%72.59%-72.45%9.78%80.13%87.34%-71.74%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
0.08%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%4.54%

Correlation

The correlation between UBOT and TMF is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.17

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

0.09

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2018

-0.05

The correlation between UBOT and TMF shifts across timeframes, from -0.05 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UBOT vs. TMF — Risk / Return Rank

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

UBOT
UBOT Risk / Return Rank: 1717
Overall Rank
UBOT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 1818
Sortino Ratio Rank
UBOT Omega Ratio Rank: 1717
Omega Ratio Rank
UBOT Calmar Ratio Rank: 1616
Calmar Ratio Rank
UBOT Martin Ratio Rank: 1818
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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.

UBOT vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


UBOTTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.11

1.02

+0.09

Calmar ratioReturn relative to maximum drawdown

0.59

-0.00

+0.60

Martin ratioReturn relative to average drawdown

1.76

-0.00

+1.76

UBOT vs. TMF - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 0.42, which is higher than the TMF Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of UBOT and TMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UBOT vs. TMF - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.24%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for UBOT and TMF.


Loading charts...

Drawdown Indicators


UBOTTMFDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-92.89%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-26.51%

-9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

-56.09%

+4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

-88.81%

+5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-53.86%

-91.71%

+37.85%

Average Drawdown

Average peak-to-trough decline

-49.82%

-43.78%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.11%

12.28%

-0.17%

Volatility

UBOT vs. TMF - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 19.81% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.26%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UBOTTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.81%

7.26%

+12.55%

Volatility (6M)

Calculated over the trailing 6-month period

39.84%

19.68%

+20.16%

Volatility (1Y)

Calculated over the trailing 1-year period

50.77%

28.15%

+22.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.52%

46.63%

+6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.57%

43.87%

+19.70%

UBOT vs. TMF - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

UBOT vs. TMF - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 1.04%, less than TMF's 3.95% yield.


PositionTTM202520242023202220212020201920182017
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
3.95%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
1.04%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%0.00%

Frequently Asked Questions


UBOT and TMF have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBOT has higher volatility (19.81%) compared to TMF (7.26%). In terms of maximum drawdown, UBOT dropped -86.24% vs TMF's -92.89%.

On 5-year performance, UBOT leads with -10.42% vs -30.25% for TMF. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 7.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UBOT has performed better with a -10.42% return vs -30.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.29% for UBOT.

TMF has the higher dividend yield at 3.95%, compared with 1.04% for UBOT.

UBOT is categorized as Robotics, while TMF is Leveraged Bonds. UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.29% for UBOT and 1.01% for TMF.

UBOT currently has the higher Sharpe Ratio (0.42 vs -0.00), 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 UBOT and TMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer