PHDG vs TYO

Quick Verdict

PHDG has a lower expense ratio. PHDG delivered stronger 1-year returns. PHDG offers more diversification with 494 holdings.

Lower Fees: PHDGHigher Returns: PHDGMore Diversified: PHDG

Side-by-Side Comparison

MetricPHDGTYOWinner
Expense Ratio0.39%1.00%
AUM$61M$12M
Dividend Yield1.68%2.62%
Holdings5146
YTD Return+12.47%+11.63%
1Y Return+16.44%+10.94%
3Y Return (annualized)+9.60%+4.88%
5Y Return (annualized)+4.60%+14.70%
Volatility (annualized)9.9%19.3%
Max Drawdown-23.6%-90.4%
Fund FamilyInvesco (US)Direxion Shares ETF Trust
CategoryEquityAlternative
InceptionDec 5, 2012Apr 16, 2009

PHDG vs TYO Performance

Invesco S&P 500 Downside Hedged ETF (PHDG) is a ETF from Invesco (US) and Direxion Daily 7-10 Year Treasury Bear 3X ETF (TYO) is a ETF from Direxion Shares ETF Trust. Over the past year PHDG returned +16.44% while TYO returned +10.94%. Year to date, PHDG is up 12.47% versus a gain of 11.63% for TYO.

Over three years, PHDG compounded at +9.60% per year against +4.88% for TYO; over five years the annualized figures are +4.60% and +14.70% respectively. Across the full 14-year window we track, PHDG has the edge at +4.41% annualized vs -7.21%. 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 9.9% for PHDG. 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 -23.6% for PHDG 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 -0.08. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

PHDG charges 0.39% per year while TYO charges 1.00%. On a $10,000 position that is $39 vs $100 annually, a gap of $61 per year that compounds over a long holding period. On income, PHDG currently yields 1.68% against 2.62% for TYO.

Holdings Overlap

0.0%overlap

PHDG and TYO share 0 holdings out of 497 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, PHDG or TYO?

PHDG has an expense ratio of 0.39% while TYO charges 1.00%. PHDG is the cheaper option. On a $10,000 investment, that is $61 per year of difference.

Which performed better, PHDG or TYO?

Over the past year PHDG returned +16.44% vs +10.94% for TYO, so PHDG leads on 1-year performance. Over the longest common window we track (14 years), PHDG annualized +4.41% vs -7.21% for TYO. Past performance does not guarantee future results.

Which is riskier, PHDG or TYO?

TYO has been the more volatile fund at 19.3% annualized versus 9.9% for PHDG. Worst drawdown: PHDG -23.6% vs TYO -90.4%.

Should I hold both PHDG and TYO?

PHDG and TYO have a monthly-return correlation of -0.08, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between PHDG and TYO?

PHDG and TYO share 0 common holdings with a 0.0% weight overlap. Combined, they hold 497 unique securities.

Which pays a higher dividend, PHDG or TYO?

PHDG yields 1.68% while TYO yields 2.62%, so TYO currently pays the higher dividend yield.

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