Direxion Daily 20+ Year Treasury Bull 3x Shares ETF (TMF)

Description

The investment seeks to track the performance of the ICE U.S. Treasury 20+ Year Bond Index. The TMF ETF contains constituents. It is focused on holdings in the region.

Price $6.81 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.16%
Expense ratio1.05%
Average spread0.147%
1Y roundtrip cost1.197%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-11.8%-5.5%-16.5%-26.6%-7.9%-5.3%6.5%-14.5%-24.4%-20.5%-126.6%
2021-10.8%-16.8%-15.4%6.4%-0.3%13.4%10.9%-1.4%-9.2%7.1%7.4%-6.9%-15.7%
202023.8%17.9%11.9%2.7%-6.5%0.5%13.1%-14.9%2.1%-10.4%4.2%-2.1%42.5%
20190.4%-4.5%17.0%-6.6%21.1%1.9%0.3%35.1%-9.1%-4.1%-2.0%-10.0%39.5%
2018-9.8%-9.6%8.4%-6.7%5.3%1.5%-4.7%3.4%-8.8%-9.1%4.8%17.9%-7.4%
20171.5%4.4%-2.3%4.4%5.2%2.0%-2.4%10.1%-7.3%-0.5%1.7%5.0%21.8%
201617.7%8.7%-0.6%-2.4%1.9%21.2%6.1%-3.6%-4.8%-13.3%-23.9%-1.0%6.0%
201531.0%-17.9%2.6%-10.3%-7.9%-12.5%13.4%-2.7%5.1%-1.7%-2.7%-2.4%-6.1%
201419.5%1.6%1.8%6.0%8.8%-1.0%1.6%14.4%-6.6%8.1%9.1%9.4%72.5%
2013-9.6%3.4%-1.8%14.3%-19.6%-10.3%-7.4%-4.5%1.5%4.1%-8.2%-6.0%-44.1%
2012-1.5%-7.9%-13.0%14.4%28.9%-5.8%11.4%-4.6%-7.9%-2.1%3.9%-7.8%8.0%
2011-9.4%4.5%-0.6%6.6%10.4%-7.4%13.3%27.3%41.4%-12.9%4.9%9.5%87.5%
41.0%-21.6%-8.6%2.0%39.1%-1.8%62.1%44.2%-27.9%-55.4%-0.8%5.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.010.030.040.08
20210.010.010.010.000.04
20200.101.371.47
20190.070.070.060.050.24
20180.030.100.060.100.29
20170.020.070.09
20130.010.030.020.06
20120.010.020.03
20110.120.12
0.000.000.250.000.000.260.000.000.180.000.001.74

Sectors and Top Holdings

Security % Assets
iShares 20+ Year Treasury Bond ETF63.20%
Goldman Sachs Trust Financial Square Treasury Instruments Fund Institutional22.01%
Dreyfus Government Cash Management Funds Institutional11.18%
U.S. Dollar2.45%
MUTUAL FUND (OTHER)1.16%
Top 5 Weights100.00%

Compare with similar ETFs

TMF SPTL TLT UBT VGLT ZROZ
Product nameDirexion Daily 20+ Year Treasury Bull 3x Shares ETFSPDR Portfolio Long Term Treasury ETFiShares 20+ Year Treasury Bond ETFUltra 20+ Year Treasury ETFVanguard Long-Term Government Bond ETFPIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
IssuerDirexionSPDRiSharesProSharesVanguardPIMCO
Price$6.81$27.68$94.88$22.13$58.77$79.09
Expense Ratio1.05%better0.06%better0.15%better0.95%better0.05%better0.15%
Average Spread0.147%0.036%0.011%0.181%0.017%0.164%
AUM$89,107,200$3,023,700,000$9,876,360,000$21,712,100$1,757,190,000$206,317,000
Shares13,084,758109,237,776104,093,144981,11829,899,4352,608,638
Average Daily Volume6,911,2134,960,08021,305,12066,1031,634,783246,749
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2009-04-162007-05-232002-07-222010-01-192009-11-192009-10-30
Index TrackedICE U.S. Treasury 20+ Year Bond IndexBloomberg Long U.S. Treasury IndexICE U.S. Treasury 20+ Year Bond IndexICE U.S. Treasury 20+ Year Bond IndexBloomberg Long U.S. Treasury IndexICE BofAML Long US Treasury Principal STRIPS Index
CategoryLeveraged BondsGovernment BondsGovernment BondsLeveraged BondsGovernment BondsGovernment Bonds
Asset ClassBondBondBondBondBondBond
Asset Class Size
Value or Growth
Region
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.079$0.762$2.455$0$1.691$2.43
Annual Dividend Yield0.012%0.028%0.026%0.000%0.029%0.031%
Number of Holdings61326119
YTD Return-75.64%-33.21%-34.94%-59.35%-33.11%-47.19%
Beta1.450.470.571.090.460.90
Upside Beta-0.180.040.25-0.11-0.03-0.05
Downside Beta-0.370.010.23-0.30-0.11-0.21
Volatility 1Y56.37%17.89%19.05%37.77%17.74%27.25%
Sharpe Ratio 3Y-0.84-1.03-1.02-0.96-1.05-0.99
Treynor Ratio 3Y-0.02-0.02-0.02-0.02-0.02-0.02

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew