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IVAL vs TZA

Comparison between ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF (IVAL, ETF) and Direxion Small Cap Bear 3X ETF (TZA, ETF).

5-Year PerformanceIVAL has outperformed TZA, delivering a return of +9.0% compared to -31.8%

IVAL vs TZA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
IVAL
$208M
TZA
$208M
Expense Ratio
IVAL
0.38%
TZA
N/A
Max Drawdown
Winner
IVAL
49.20%
TZA
100.00%
Sharpe Ratio
Winner
IVAL
1.46
TZA
-1.37
5Y Beta
IVAL
0.66
Winner
TZA
0.00
5Y Dividends CAGR
IVAL
18.76%
TZA
N/A

IVAL vs TZA - Historical Returns

Returns include dividend reinvestment.

1M
IVAL
+2.61%
Winner
TZA
+3.73%
3M
Winner
IVAL
+2.27%
TZA
-17.91%
6M
Winner
IVAL
+7.04%
TZA
-30.02%
1Y
Winner
IVAL
+24.91%
TZA
-58.23%
5Y(CAGR)
Winner
IVAL
+8.99%
TZA
-31.84%
10Y(CAGR)
Winner
IVAL
+7.93%
TZA
-42.51%
Max(CAGR)
Winner
IVAL
+6.29%
TZA
-50.31%

IVAL vs TZA - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

YearIVALTZA
2026+11.92%-42.11%
2025+34.83%-40.14%
2024-0.14%-33.52%
2023+21.45%-42.13%
2022-10.65%+35.32%
2021-0.49%-52.86%
2020-5.86%-80.41%
2019+21.63%-52.45%
2018-23.13%+28.74%
2017+30.02%-37.30%
2016+10.36%-58.67%
2015-3.15%-7.71%
2014+0.36%-31.55%
2013N/A-65.56%
2012N/A-46.46%
2011N/A-40.32%
2010N/A-65.58%
2009N/A-78.57%
2008N/A-59.11%

IVAL vs TZA Drawdown Comparison

The maximum drawdown for IVAL was -46.04%, occurring on Mar 23, 2020. Recovery took 1797 trading sessions.

The maximum drawdown for TZA was -100.00%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

The current IVAL drawdown is -3.34%. The current TZA drawdown is -100.00%.

RankIVALTZA
#1-46.04%
Jan 24, 2018 - Mar 19, 2025
-100.00%
Nov 20, 2008 - Jun 30, 2026
#2-25.82%
May 18, 2015 - Feb 21, 2017
N/A
#3-13.12%
Mar 19, 2025 - Apr 28, 2025
N/A
#4-11.24%
Feb 27, 2026 - Mar 20, 2026
N/A
#5-5.22%
Oct 27, 2025 - Dec 4, 2025
N/A
#6-4.62%
Dec 26, 2014 - Feb 3, 2015
N/A
#7-4.58%
Nov 8, 2017 - Dec 21, 2017
N/A
#8-4.28%
Jul 23, 2025 - Aug 8, 2025
N/A
#9-4.27%
Sep 16, 2025 - Oct 27, 2025
N/A
#10-3.35%
Mar 23, 2015 - Apr 15, 2015
N/A
#11-3.09%
Feb 20, 2015 - Mar 23, 2015
N/A
#12-2.64%
Jun 2, 2017 - Jul 12, 2017
N/A
#13-2.64%
Jul 2, 2025 - Jul 23, 2025
N/A
#14-2.62%
Aug 1, 2017 - Aug 25, 2017
N/A
#15-2.49%
Jun 2, 2025 - Jun 27, 2025
N/A

Correlation

Correlation between IVAL and TZA is -0.55 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.55
-101

Dividend Comparison (2014 - 2026)

IVAL vs TZA dividend yield comparison.

YearIVALTZA
20261.55%2.61%
20252.75%5.08%
20243.60%5.40%
20235.15%5.49%
20228.00%0.00%
20213.95%0.00%
20202.07%1.21%
20192.51%1.56%
20182.93%0.63%
20171.73%0.00%
20162.02%0.00%
20151.86%0.00%
20140.20%0.00%

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