HSMV vs TYD

Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY SMALL/MID ETF (HSMV, ETF) and DIREXION DAILY 7-10 YEAR TREASURY BULL 3X SHARES (TYD, ETF).

5-Year PerformanceHSMV has outperformed TYD, delivering a return of +5.1% compared to -14.4%

HSMV vs TYD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HSMV(ETF)	TYD(ETF)
Net Assets	$35M	$35M
Expense Ratio	0.80%	N/A
Max Drawdown	19.84%	68.15%
Sharpe Ratio	0.68	-0.43
5Y Beta	0.50	-0.02
P/E Ratio	16.44	N/A
Forward P/E	15.21	N/A
5Y Dividends CAGR	23.96%	-30.01%
5Y EPS CAGR	6.45%	N/A
Debt to Equity	48.17%	N/A
P/S Ratio	1.64	N/A
P/B Ratio	1.77	N/A

Net Assets

HSMV

$35M

TYD

$35M

Expense Ratio

HSMV

0.80%

TYD

N/A

Max Drawdown

Winner

HSMV

19.84%

TYD

68.15%

Sharpe Ratio

Winner

HSMV

0.68

TYD

-0.43

5Y Beta

HSMV

0.50

Winner

TYD

-0.02

P/E Ratio

HSMV

16.44

TYD

N/A

Forward P/E

HSMV

15.21

TYD

N/A

5Y Dividends CAGR

Winner

HSMV

23.96%

TYD

-30.01%

5Y EPS CAGR

HSMV

6.45%

TYD

N/A

Debt to Equity

HSMV

48.17%

TYD

N/A

P/S Ratio

HSMV

1.64

TYD

N/A

P/B Ratio

HSMV

1.77

TYD

N/A

HSMV vs TYD - Holdings Comparison

HSMV and TYD have 0 common holdings. Overlap is 0.00%

HSMV's top 25 holdings weight is 32.71%. TYD's top 25 holdings weight is 71.07%.

Rank	HSMV	TYD
#1	n/a (PECO) - 2.17%	ISHARES 7-10 YEAR TREASURY BOND ETF (IEF) - 71.07%
#2	OGE ENERGY CORP (OGE) - 2.07%	N/A
#3	ELLINGTON FINANCIAL INC (EFC) - 1.61%	N/A
#4	IDACORP INC (IDA) - 1.59%	N/A
#5	INGREDION INC (INGR) - 1.55%	N/A
#6	NNN REIT INC (NNN) - 1.54%	N/A
#7	STARWOOD PROPERTY TRUST INC (STWD) - 1.45%	N/A
#8	AGREE REALTY CORP (ADC) - 1.38%	N/A
#9	FOUR CORNERS PROPERTY TRUST INC (FCPT) - 1.36%	N/A
#10	DT MIDSTREAM INC ORDINARY SHARES (DTM) - 1.28%	N/A
#11	GRACO INC (GGG) - 1.21%	N/A
#12	MONARCH CASINO & RESORT INC (MCRI) - 1.21%	N/A
#13	GRANITE CONSTRUCTION INC (GVA) - 1.21%	N/A
#14	ANTERO MIDSTREAM CORP (AM) - 1.20%	N/A
#15	GATX CORP (GATX) - 1.18%	N/A
#16	THE HANOVER INSURANCE GROUP INC (THG) - 1.17%	N/A
#17	RELIANCE INC (RS) - 1.16%	N/A
#18	CITY HOLDING CO (CHCO) - 1.09%	N/A
#19	WATTS WATER TECHNOLOGIES INC CLASS A (WTS) - 1.08%	N/A
#20	SERVICE CORP INTERNATIONAL (SCI) - 1.07%	N/A
#21	W.P. CAREY INC (WPC) - 1.07%	N/A
#22	ANNALY CAPITAL MANAGEMENT INC (NLY) - 1.03%	N/A
#23	BALCHEM CORP (BCPC) - 1.02%	N/A
#24	ONE GAS INC (OGS) - 1.01%	N/A
#25	NEW JERSEY RESOURCES CORP (NJR) - 1.00%	N/A
Total Holdings	151	1

HSMV vs TYD - Historical Returns

Returns include dividend reinvestment.

Period	HSMV	TYD
1 month	+4.27%	-2.24%
3 months	+3.47%	-6.40%
6 months	+5.90%	-7.28%
1 year	+11.19%	-3.98%
5 years(CAGR)	+5.14%	-14.39%
10 years(CAGR)	N/A	-5.59%
Max(CAGR)	+11.66%	+0.96%

Winner

HSMV

+4.27%

TYD

-2.24%

Winner

HSMV

+3.47%

TYD

-6.40%

Winner

HSMV

+5.90%

TYD

-7.28%

Winner

HSMV

+11.19%

TYD

-3.98%

5Y(CAGR)

Winner

HSMV

+5.14%

TYD

-14.39%

10Y(CAGR)

HSMV

N/A

TYD

-5.59%

Max(CAGR)

Winner

HSMV

+11.66%

TYD

+0.96%

HSMV vs TYD - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	HSMV	TYD
2026	+9.61%	-8.53%
2025	+2.19%	+11.28%
2024	+13.29%	-13.00%
2023	+4.87%	-5.03%
2022	-9.51%	-41.69%
2021	+25.06%	-11.62%
2020	+34.69%	+25.98%
2019	N/A	+17.54%
2018	N/A	+1.40%
2017	N/A	+4.82%
2016	N/A	-2.77%
2015	N/A	-0.45%
2014	N/A	+24.50%
2013	N/A	-17.40%
2012	N/A	+12.30%
2011	N/A	+52.36%
2010	N/A	+23.91%
2009	N/A	-20.83%

HSMV vs TYD Drawdown Comparison

The maximum drawdown for HSMV was -19.16%, occurring on Sep 30, 2022. Recovery took 590 trading sessions.

The maximum drawdown for TYD was -64.30%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current HSMV drawdown is -1.30%. The current TYD drawdown is -60.33%.

Rank	HSMV	TYD
#1	-19.16% Jan 4, 2022 - May 10, 2024	-64.30% Aug 4, 2020 - Oct 19, 2023
#2	-15.45% Nov 25, 2024 - Feb 6, 2026	-28.04% Jul 5, 2016 - Aug 1, 2019
#3	-9.48% Aug 12, 2020 - Nov 9, 2020	-25.05% May 2, 2013 - Dec 12, 2014
#4	-8.83% Jun 8, 2020 - Aug 7, 2020	-24.96% Apr 16, 2009 - Jun 29, 2010
#5	-8.59% Apr 29, 2020 - May 26, 2020	-22.78% Oct 11, 2010 - Jul 29, 2011
#6	-7.83% Mar 2, 2026 - Jun 26, 2026	-15.87% Feb 2, 2015 - Feb 2, 2016
#7	-6.87% Nov 15, 2021 - Dec 28, 2021	-14.85% Mar 9, 2020 - Apr 1, 2020
#8	-5.35% Jul 30, 2024 - Aug 23, 2024	-13.08% Sep 22, 2011 - Jan 31, 2012
#9	-4.86% Sep 2, 2021 - Oct 21, 2021	-11.20% Jan 31, 2012 - May 8, 2012
#10	-4.38% Apr 9, 2020 - Apr 27, 2020	-10.71% Sep 4, 2019 - Feb 24, 2020
#11	-4.35% Jun 11, 2021 - Aug 27, 2021	-10.68% Feb 24, 2016 - Jun 13, 2016
#12	-4.07% Jan 25, 2021 - Feb 5, 2021	-9.03% Jul 24, 2012 - Apr 26, 2013
#13	-3.93% Mar 15, 2021 - Apr 5, 2021	-8.03% Aug 31, 2010 - Oct 6, 2010
#14	-3.84% May 15, 2024 - Jul 11, 2024	-7.50% Feb 11, 2016 - Feb 24, 2016
#15	-3.79% May 7, 2021 - Jun 8, 2021	-6.57% Apr 21, 2020 - Jul 28, 2020

Correlation

Correlation between HSMV and TYD is -0.70 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.70

-101

Dividend Comparison (2009 - 2026)

HSMV vs TYD dividend yield comparison.

Year	HSMV	TYD
2026	0.69%	1.43%
2025	2.01%	2.97%
2024	1.43%	3.10%
2023	1.43%	2.71%
2022	1.26%	0.55%
2021	0.76%	0.00%
2020	0.80%	9.80%
2019	0.00%	0.92%
2018	0.00%	1.10%
2017	0.00%	0.01%
2016	0.00%	6.84%
2015	0.00%	1.65%
2011	0.00%	4.33%
2010	0.00%	5.51%
2009	0.00%	1.55%

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HSMV vs TYD

HSMV vs TYD - Performance Comparison

Key Characteristics

HSMV vs TYD - Holdings Comparison

HSMV vs TYD - Historical Returns

HSMV vs TYD - Annual Returns (2009 - 2026)

HSMV vs TYD Drawdown Comparison

Correlation

Dividend Comparison (2009 - 2026)

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