ETW vs TYO

ETW vs TYO
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Quick Verdict

TYO has a lower expense ratio. ETW delivered stronger 1-year returns. ETW offers more diversification with 291 holdings.

Lower Fees: TYOHigher Returns: ETWMore Diversified: ETW

Side-by-Side Comparison

MetricETWTYOWinner
Expense Ratio1.10%1.00%
AUM$936M$13M
Dividend Yield7.47%2.48%
Holdings2916
YTD Return+12.70%+12.51%
1Y Return+20.91%+10.88%
3Y Return (annualized)+17.63%+3.99%
5Y Return (annualized)+6.41%+15.51%
Volatility (annualized)16.9%19.3%
Max Drawdown-72.8%-90.4%
Fund FamilyEaton VanceDirexion Shares ETF Trust
CategoryAlternativeAlternative
InceptionSep 30, 2005Apr 16, 2009

ETW vs TYO Performance

Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is a ETF from Eaton Vance and Direxion Daily 7-10 Year Treasury Bear 3X ETF (TYO) is a ETF from Direxion Shares ETF Trust. Over the past year ETW returned +20.91% while TYO returned +10.88%. Year to date, ETW is up 12.70% versus a gain of 12.51% for TYO.

Over three years, ETW compounded at +17.63% per year against +3.99% for TYO; over five years the annualized figures are +6.41% and +15.51% respectively. Across the full 17-year window we track, ETW has the edge at -1.05% annualized vs -7.16%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

TYO has been the more volatile fund, with annualized monthly volatility of 19.3% compared with 16.9% for ETW. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -72.8% for ETW and -90.4% for TYO. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at -0.02. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

ETW charges 1.10% per year while TYO charges 1.00%. On a $10,000 position that is $110 vs $100 annually, a gap of $10 per year that compounds over a long holding period. On income, ETW currently yields 7.47% against 2.48% for TYO.

Holdings Overlap

0.0%overlap

ETW and TYO share 0 holdings out of 262 unique holdings combined, representing a 0.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Frequently Asked Questions

Which is cheaper, ETW or TYO?

ETW has an expense ratio of 1.10% while TYO charges 1.00%. TYO is the cheaper option. On a $10,000 investment, that is $10 per year of difference.

Which performed better, ETW or TYO?

Over the past year ETW returned +20.91% vs +10.88% for TYO, so ETW leads on 1-year performance. Over the longest common window we track (17 years), ETW annualized -1.05% vs -7.16% for TYO. Past performance does not guarantee future results.

Which is riskier, ETW or TYO?

TYO has been the more volatile fund at 19.3% annualized versus 16.9% for ETW. Worst drawdown: ETW -72.8% vs TYO -90.4%.

Should I hold both ETW and TYO?

ETW and TYO have a monthly-return correlation of -0.02, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between ETW and TYO?

ETW and TYO share 0 common holdings with a 0.0% weight overlap. Combined, they hold 262 unique securities.

Which pays a higher dividend, ETW or TYO?

ETW yields 7.47% while TYO yields 2.48%, so ETW currently pays the higher dividend yield.

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