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TZA vs IVAL

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

5-Year PerformanceIVAL has outperformed TZA, delivering a return of +9.2% compared to -32.0%

TZA vs IVAL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
TZA
$208M
Winner
IVAL
$208M
Expense Ratio
TZA
N/A
IVAL
0.38%
Max Drawdown
TZA
100.00%
Winner
IVAL
49.20%
Sharpe Ratio
TZA
-1.47
Winner
IVAL
1.63
5Y Beta
Winner
TZA
0.00
IVAL
0.67
5Y Dividends CAGR
TZA
N/A
IVAL
18.76%

TZA vs IVAL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
TZA
+2.22%
IVAL
+1.59%
3M
TZA
-22.24%
Winner
IVAL
+2.39%
6M
TZA
-31.00%
Winner
IVAL
+8.99%
1Y
TZA
-62.75%
Winner
IVAL
+30.65%
5Y(CAGR)
TZA
-31.96%
Winner
IVAL
+9.22%
10Y(CAGR)
TZA
-42.89%
Winner
IVAL
+7.99%
Max(CAGR)
TZA
-50.45%
Winner
IVAL
+6.35%

TZA vs IVAL - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

YearTZAIVAL
2026-44.63%+12.51%
2025-40.14%+34.83%
2024-33.52%-0.14%
2023-42.13%+21.45%
2022+35.32%-10.65%
2021-52.86%-0.49%
2020-80.41%-5.86%
2019-52.45%+21.63%
2018+28.74%-23.13%
2017-37.30%+30.02%
2016-58.67%+10.36%
2015-7.71%-3.15%
2014-31.55%+0.36%
2013-65.56%N/A
2012-46.46%N/A
2011-40.32%N/A
2010-65.58%N/A
2009-78.57%N/A
2008-59.11%N/A

TZA vs IVAL Drawdown Comparison

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

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

The current TZA drawdown is -100.00%. The current IVAL drawdown is -2.83%.

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

Correlation

Correlation between TZA and IVAL 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)

TZA vs IVAL dividend yield comparison.

YearTZAIVAL
20262.73%1.54%
20255.08%2.75%
20245.40%3.60%
20235.49%5.15%
20220.00%8.00%
20210.00%3.95%
20201.21%2.07%
20191.56%2.51%
20180.63%2.93%
20170.00%1.73%
20160.00%2.02%
20150.00%1.86%
20140.00%0.20%

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