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 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.16% |
| Expense ratio | 1.05% |
| Average spread | 0.147% |
| 1Y roundtrip cost | 1.197% |
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% |
| 2020 | 23.8% | 17.9% | 11.9% | 2.7% | -6.5% | 0.5% | 13.1% | -14.9% | 2.1% | -10.4% | 4.2% | -2.1% | 42.5% |
| 2019 | 0.4% | -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% |
| 2017 | 1.5% | 4.4% | -2.3% | 4.4% | 5.2% | 2.0% | -2.4% | 10.1% | -7.3% | -0.5% | 1.7% | 5.0% | 21.8% |
| 2016 | 17.7% | 8.7% | -0.6% | -2.4% | 1.9% | 21.2% | 6.1% | -3.6% | -4.8% | -13.3% | -23.9% | -1.0% | 6.0% |
| 2015 | 31.0% | -17.9% | 2.6% | -10.3% | -7.9% | -12.5% | 13.4% | -2.7% | 5.1% | -1.7% | -2.7% | -2.4% | -6.1% |
| 2014 | 19.5% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.01 | 0.03 | 0.04 | 0.08 | |||||||||
| 2021 | 0.01 | 0.01 | 0.01 | 0.00 | 0.04 | ||||||||
| 2020 | 0.10 | 1.37 | 1.47 | ||||||||||
| 2019 | 0.07 | 0.07 | 0.06 | 0.05 | 0.24 | ||||||||
| 2018 | 0.03 | 0.10 | 0.06 | 0.10 | 0.29 | ||||||||
| 2017 | 0.02 | 0.07 | 0.09 | ||||||||||
| 2013 | 0.01 | 0.03 | 0.02 | 0.06 | |||||||||
| 2012 | 0.01 | 0.02 | 0.03 | ||||||||||
| 2011 | 0.12 | 0.12 | |||||||||||
| 0.00 | 0.00 | 0.25 | 0.00 | 0.00 | 0.26 | 0.00 | 0.00 | 0.18 | 0.00 | 0.00 | 1.74 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| iShares 20+ Year Treasury Bond ETF | 63.20% |
| Goldman Sachs Trust Financial Square Treasury Instruments Fund Institutional | 22.01% |
| Dreyfus Government Cash Management Funds Institutional | 11.18% |
| U.S. Dollar | 2.45% |
| MUTUAL FUND (OTHER) | 1.16% |
| Top 5 Weights | 100.00% |
Compare with similar ETFs
| TMF | SPTL | TLT | UBT | VGLT | ZROZ | |
|---|---|---|---|---|---|---|
| Product name | Direxion Daily 20+ Year Treasury Bull 3x Shares ETF | SPDR Portfolio Long Term Treasury ETF | iShares 20+ Year Treasury Bond ETF | Ultra 20+ Year Treasury ETF | Vanguard Long-Term Government Bond ETF | PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund |
| Issuer | Direxion | SPDR | iShares | ProShares | Vanguard | PIMCO |
| Price | $6.81 | $27.68 | $94.88 | $22.13 | $58.77 | $79.09 |
| Expense Ratio | 1.05% |  0.06% | 0.15% | 0.95% | 0.05% | 0.15% |
| Average Spread | 0.147% | 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 |
| Shares | 13,084,758 | 109,237,776 | 104,093,144 | 981,118 | 29,899,435 | 2,608,638 |
| Average Daily Volume | 6,911,213 | 4,960,080 | 21,305,120 | 66,103 | 1,634,783 | 246,749 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2009-04-16 | 2007-05-23 | 2002-07-22 | 2010-01-19 | 2009-11-19 | 2009-10-30 |
| Index Tracked | ICE U.S. Treasury 20+ Year Bond Index | Bloomberg Long U.S. Treasury Index | ICE U.S. Treasury 20+ Year Bond Index | ICE U.S. Treasury 20+ Year Bond Index | Bloomberg Long U.S. Treasury Index | ICE BofAML Long US Treasury Principal STRIPS Index |
| Category | Leveraged Bonds | Government Bonds | Government Bonds | Leveraged Bonds | Government Bonds | Government Bonds |
| Asset Class | Bond | Bond | Bond | Bond | Bond | Bond |
| Asset Class Size | ||||||
| Value or Growth | ||||||
| Region | ||||||
| Countries | U.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 Yield | 0.012% | 0.028% | 0.026% | 0.000% | 0.029% | 0.031% |
| Number of Holdings | 61 | 32 | 61 | 19 | ||
| YTD Return | -75.64% | -33.21% | -34.94% | -59.35% | -33.11% | -47.19% |
| Beta | 1.45 | 0.47 | 0.57 | 1.09 | 0.46 | 0.90 |
| Upside Beta | -0.18 | 0.04 | 0.25 | -0.11 | -0.03 | -0.05 |
| Downside Beta | -0.37 | 0.01 | 0.23 | -0.30 | -0.11 | -0.21 |
| Volatility 1Y | 56.37% | 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 |