(TZA) Direxion Daily Small Cap - Overview

ETF Category: Trading--Inverse Equity | Exchange: NYSE (USA) | Market Cap: 249m USD | Total Return: -63.8% in 12m

Swap Agreements, Futures Contracts, Short Positions
Total Rating 46
Safety 78
Buy Signal 1.04
Trading--Inverse Equity
Category Rotation: +26.0
TER: 1.04%
AUM: 249M
Avg Turnover: 1.24B
Risk 3d forecast
Volatility76.1%
VaR 5th Pctl13.6%
VaR vs Median-0.41%
Reward TTM
Sharpe Ratio-1.53
Rel. Str. IBD1.9
Rel. Str. Peer Group20.5
Character TTM
Beta-3.427
Beta Downside-3.850
Hurst Exponent0.516
Drawdowns 3y
Max DD88.35%
CAGR/Max DD-0.48
CAGR/Mean DD-0.75

Warnings

No concerns identified

Tailwinds

Idiosyncratic Leader

Description: TZA Direxion Daily Small Cap

The Direxion Daily Small Cap Bear 3X Shares (TZA) is an inverse leveraged exchange-traded fund designed to provide 300% of the opposite daily performance of the Russell 2000 Index. To achieve this objective, the fund allocates at least 80% of its net assets to financial derivatives, including swap agreements, futures contracts, and short positions.

The underlying index comprises approximately 2,000 small-cap companies from the Russell 3000 Index, representing the lower tier of U.S. equity market capitalization. Leveraged inverse ETFs like TZA are structured for short-term trading rather than long-term investment, as daily rebalancing leads to volatility decay in trending markets.

Small-cap stocks often exhibit higher sensitivity to domestic economic shifts and interest rate changes compared to large-cap equities. Investors can utilize tools on ValueRay to further analyze how market volatility impacts leveraged fund performance. Because this fund is non-diversified and employs significant leverage, it carries a high risk profile suitable primarily for sophisticated investors monitoring positions intraday.

Headlines to Watch Out For
  • Russell 2000 Index decline increases fund value through 3X inverse leverage
  • Rising interest rates pressure small-cap profitability and increase debt servicing
  • Economic recession fears trigger risk-off sentiment in small-cap equities
  • Daily rebalancing compounding risk accelerates losses during periods of high volatility
What is the price of TZA shares?

As of June 07, 2026, the stock is trading at USD 4.70 with a total of 375,048,250 shares traded.
Over the past week, the price has changed by +8.55%, over one month by -0.21%, over three months by -27.43% and over the past year by -63.79%.

Is TZA a buy, sell or hold?

Direxion Daily Small Cap has no consensus analysts rating.