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Direxion Daily Real Estate Bull 3x Shares (DRN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25459W7552

CUSIP

25459W755

Issuer

Direxion

Inception Date

Jul 16, 2009

Region

North America (U.S.)

Category

REIT, Leveraged

Leveraged

3x

Index Tracked

MSCI US REIT Index (300%)

Asset Class

Real Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DRN has a high expense ratio of 0.99%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Direxion Daily Real Estate Bull 3x Shares (DRN) returned 1.74% year-to-date (YTD) and 12.84% over the past 12 months. Over the past 10 years, DRN returned -4.07% annually, underperforming the S&P 500 benchmark at 10.87%.


DRN

YTD

1.74%

1M

15.70%

6M

-13.37%

1Y

12.84%

5Y*

10.30%

10Y*

-4.07%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of DRN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.46%11.98%-8.91%-7.46%4.19%1.74%
2024-15.16%5.88%4.23%-25.25%13.92%5.06%21.07%16.18%8.74%-10.70%10.80%-25.28%-5.29%
202329.90%-18.07%-7.38%1.57%-14.31%15.47%2.94%-10.50%-21.37%-10.80%39.12%25.81%12.03%
2022-23.73%-11.89%24.01%-11.93%-16.88%-21.55%26.45%-17.03%-36.54%3.25%17.65%-15.40%-67.25%
2021-1.03%10.00%15.52%24.81%1.42%7.32%13.23%6.13%-16.66%22.05%-7.07%30.34%152.94%
20202.78%-21.57%-64.81%18.05%2.41%3.06%9.64%0.86%-9.59%-9.87%30.42%7.49%-55.36%
201937.98%1.38%9.66%-2.26%0.00%1.99%3.56%9.90%5.22%2.80%-4.80%1.46%81.86%
2018-12.96%-22.94%11.23%3.11%11.16%13.20%1.05%8.43%-8.40%-9.92%13.56%-24.64%-25.11%
2017-0.93%10.27%-7.77%0.05%-2.59%6.13%2.96%-1.39%-0.88%-3.52%7.70%-1.34%7.50%
2016-11.30%-2.24%33.38%-7.77%6.23%21.33%12.76%-11.27%-6.85%-17.02%-6.08%13.63%13.46%
201521.17%-11.56%4.12%-17.26%-1.62%-13.92%17.51%-19.25%8.08%17.66%-2.85%4.51%-4.21%
201412.36%15.44%0.81%9.95%6.81%3.23%-0.08%8.72%-17.54%31.88%5.86%5.02%108.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DRN is 37, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DRN is 3737
Overall Rank
The Sharpe Ratio Rank of DRN is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DRN is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DRN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DRN is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DRN is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Direxion Daily Real Estate Bull 3x Shares (DRN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Direxion Daily Real Estate Bull 3x Shares Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.24
  • 5-Year: 0.17
  • 10-Year: -0.07
  • All Time: 0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Direxion Daily Real Estate Bull 3x Shares compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Direxion Daily Real Estate Bull 3x Shares provided a 2.45% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.24$0.22$0.30$0.27$1.28$0.24$0.76$0.52$0.21

Dividend yield

2.45%2.25%2.84%2.70%4.21%1.91%2.59%3.12%0.92%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily Real Estate Bull 3x Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.06$0.00$0.00$0.06
2024$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.04$0.22
2023$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.30
2022$0.00$0.00$0.12$0.00$0.00$0.05$0.00$0.00$0.09$0.00$0.00$0.01$0.27
2021$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$1.13$1.28
2020$0.00$0.00$0.16$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.24
2019$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.40$0.76
2018$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.14$0.00$0.00$0.13$0.52
2017$0.21$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily Real Estate Bull 3x Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Direxion Daily Real Estate Bull 3x Shares was 86.32%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Direxion Daily Real Estate Bull 3x Shares drawdown is 67.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.32%Feb 18, 202025Mar 23, 2020
-60.01%Jul 25, 201150Oct 3, 2011198Jul 17, 2012248
-49.17%Aug 2, 2016384Feb 8, 2018342Jun 20, 2019726
-48.2%Apr 30, 201046Jul 6, 201086Nov 4, 2010132
-48.13%Jan 27, 2015264Feb 11, 201697Jun 30, 2016361

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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