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Data as of .

PST vs TYD: which held to its multiple?

Over three months against its own daily promise, PST finished 2.1 points over and TYD 2.5 points short.

ProShares UltraShort 7-10 Year Treasury and Direxion Daily 7-10 Year Treasury Bull 3X ETF, side by side, leveraged ETFs on ETFIQ.

+6.9%PST returned, 3 months
−9.6%TYD returned, 3 months
+2.1 ptsPST from its stated multiple
−2.5 ptsTYD from its stated multiple

ETFIQ Decay Resistance Score: PST scores higher

Did it keep up with its own daily multiple, compounded day by day?

PST 69TYD 51.30.4, the lowest in this set99.6, the highest

A percentile among the 121 inverse ETFs over three months. It is a position in a set, not a rating, and neither end of it is a recommendation. All leveraged ETFs ranked by it · How it is computed

PST2.1 pts over its label · 3 months to Sep 11, 2026
IEF −2.4% ×2 implies+4.7%PST returned+6.9%IEF −2.4% ×2 implies+4.7%PST returned+6.9%
TYD2.5 pts short of its label · 3 months to Sep 11, 2026
IEF −2.4% ×3 implies−7.1%TYD returned−9.6%IEF −2.4% ×3 implies−7.1%TYD returned−9.6%

Performance, window by window

PST and TYD over each window. Every figure is an ETFIQ calculation with distributions reinvested. Source: ETFIQ.
WindowTotal returnMultiple would giveDifference
PSTTYDPSTTYDPSTTYD
1 month+4.2%−6.1%+3.5%−5.2%+0.7 pts−0.8 pts
3 months+6.9%−9.6%+4.7%−7.1%+2.1 pts−2.5 pts
6 months+10.4%−13.1%+5.7%−8.5%+4.7 pts−4.6 pts
1 year+15.2%−17.5%+5.4%−8.2%+9.7 pts−9.4 pts
3 years+14.1%−10.9%−17.5%+26.3%+31.6 pts−37.2 pts
Since launch−47.4%+39.3%−99.8%+149.8%+52.5 pts−110.5 pts
Open the live comparison on ETFIQ
PST and TYD on the same fields, as of Sep 11, 2026. Source: ETFIQ.
PST
ProShares UltraShort 7-10 Year Treasury
Aims to return twice the opposite of the daily move of 10-year Treasuries (IEF)
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Aims to return three times the daily move of 10-year Treasuries (IEF)
IssuerProSharesDirexion
Sets out to return-2x+3x
OnIEFIEF
Segmentbondbond
Fund returned, 3 months+6.9%−9.6%
Underlying returned, 3 months−2.4%−2.4%
What the stated multiple implies, 3 months+4.7%−7.1%
Difference from stated, 3 months+2.1 pts−2.5 pts
Fund returned, 1 year or since launch+15.2%−17.5%
Difference from stated, over that window+9.7 pts−9.4 pts
Underlying volatility5%5%
Expense ratio0.95%1.07%
LaunchedJan 4, 2010Jan 4, 2010

PST in plain words

Three months to Sep 11, 2026: PST returned +6.9% where its own daily promise gave +4.7%, 2.1 points over. Read the multiple against the whole window instead and −2 times IEF's −2.4% implies +4.7%, which makes PST look 2.1 points over. 0.0 of that is daily compounding, which happens to any −2 times fund over the same path, and the rest is the fund. PST aims to return -2 times IEF's move each day, then resets. Over one day it does that. Over longer, the daily results compound, so the total is not -2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more. IEF moved at 5% annualized over that window. That is what decides how far the two figures separate: the same fund on a calm underlying and a violent one is a different product.

TYD in plain words

Three months to Sep 11, 2026: TYD returned −9.6% where its own daily promise gave −7.1%, 2.5 points short. Read the multiple against the whole window instead and +3 times IEF's −2.4% implies −7.1%, which makes TYD look 2.5 points short. 0.0 of that is daily compounding, which happens to any +3 times fund over the same path, and the rest is the fund. TYD aims to return +3 times IEF's move each day, then resets. Over longer, the daily results compound, so the total is not +3 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more.

Questions people ask

Which came closer to its stated multiple, PST or TYD?
Over the window to Sep 11, 2026, PST finished 2.1 points from what its multiple implies and TYD finished 2.5 points from its own, so PST came closer. Neither figure predicts the next window: it depends on how much the underlying moves about.
Are PST and TYD levered on the same thing?
Yes. Both are levered on 10-year Treasuries, PST at -2 times and TYD at +3 times the daily move.
Which one decays faster, PST or TYD?
Decay follows how much the underlying moves about. Over this window PST’s moved at 5% annualized and TYD’s at 5%, so PST has the rougher ride and, at the same multiple, loses more to compounding.
Can I hold PST or TYD for a year?
Both reset every day, so the multiple in the name applies to a single day and the daily results compound. Over a year the total is not the multiple times the year’s move, and in a market that falls and comes back it is reliably less. ETFIQ makes no recommendation either way.
Which is cheaper, PST or TYD?
PST charges 0.95% a year and TYD charges 1.07%, so PST is cheaper. Fees come from each fund's prospectus.

Other comparisons

Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

PST against TYD, ETFIQ, data as of Sep 11, 2026. Every figure is arithmetic on a named public source; the method is at etfiq.com/methodology. A comparison is not a recommendation.

Cite this page. ETFIQ, PST against TYD, data as of Sep 11, 2026. https://etfiq.com/compare/leverage/PST-TYD Free to use with attribution; the underlying files are at Open data.

How every figure is computed · Standards and sources