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UBOT vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBOT vs. TYD - 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 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with UBOT having a -4.70% return and TYD slightly higher at -4.64%.


UBOT

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

TYD

1D
1.70%
1M
2.86%
YTD
-4.64%
6M
-5.39%
1Y
-1.34%
3Y*
-4.11%
5Y*
-12.66%
10Y*
-5.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBOT vs. TYD - 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%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-4.64%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%9.26%

Correlation

The correlation between UBOT and TYD 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

0.16

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

0.10

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

-0.03

The correlation between UBOT and TYD shifts across timeframes, from -0.03 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UBOT vs. TYD — 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

TYD
TYD Risk / Return Rank: 88
Overall Rank
TYD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 77
Sortino Ratio Rank
TYD Omega Ratio Rank: 77
Omega Ratio Rank
TYD Calmar Ratio Rank: 88
Calmar Ratio Rank
TYD Martin Ratio Rank: 88
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. TYD - 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 7-10 Year Treasury Bull 3X (TYD). 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.


UBOTTYDDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.11

Calmar ratioReturn relative to maximum drawdown

0.59

-0.10

+0.69

Martin ratioReturn relative to average drawdown

1.76

-0.24

+2.00

UBOT vs. TYD - Sharpe Ratio Comparison

The current UBOT Sharpe Ratio is 0.42, which is higher than the TYD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of UBOT and TYD, 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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Drawdowns

UBOT vs. TYD - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.24%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for UBOT and TYD.


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Drawdown Indicators


UBOTTYDDifference

Max Drawdown

Largest peak-to-trough decline

-86.24%

-64.28%

-21.96%

Max Drawdown (1Y)

Largest decline over 1 year

-35.90%

-13.54%

-22.36%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

-24.62%

-27.02%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

-59.84%

-23.06%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

Current Drawdown

Current decline from peak

-53.86%

-58.56%

+4.70%

Average Drawdown

Average peak-to-trough decline

-49.82%

-22.06%

-27.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.11%

5.56%

+6.55%

Volatility

UBOT vs. TYD - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 19.81% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 4.34%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBOTTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.81%

4.34%

+15.47%

Volatility (6M)

Calculated over the trailing 6-month period

39.84%

10.09%

+29.75%

Volatility (1Y)

Calculated over the trailing 1-year period

50.77%

13.92%

+36.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.52%

22.99%

+30.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.57%

20.34%

+43.23%

UBOT vs. TYD - Expense Ratio Comparison

UBOT has a 1.29% expense ratio, which is higher than TYD's 1.09% expense ratio.


Dividends

UBOT vs. TYD - Dividend Comparison

UBOT's dividend yield for the trailing twelve months is around 1.04%, less than TYD's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.24%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%
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%0.00%0.00%

Frequently Asked Questions


UBOT and TYD 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 TYD (4.34%). In terms of maximum drawdown, UBOT dropped -86.24% vs TYD's -64.28%.

On 5-year performance, UBOT leads with -10.42% vs -12.66% for TYD. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 4.34%. 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 -12.66%. 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 1.29% for UBOT.

TYD has the higher dividend yield at 3.24%, compared with 1.04% for UBOT.

UBOT is categorized as Robotics, while TYD is Leveraged Bonds. UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.29% for UBOT and 1.09% for TYD.

UBOT currently has the higher Sharpe Ratio (0.42 vs -0.10), 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 TYD

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

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