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Direxion Hydrogen ETF (HJEN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS25460G6171
CUSIP25460G617
IssuerDirexion
Inception DateMar 25, 2021
RegionGlobal (Broad)
CategoryAlternative Energy Equities
Leveraged1x
Index TrackedIndxx Hydrogen Economy Index - Benchmark TR Net
Asset ClassEquity

Expense Ratio

HJEN features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for HJEN: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

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.


Popular comparisons: HJEN vs. HYDR, HJEN vs. HDRO, HJEN vs. REMX, HJEN vs. VTI, HJEN vs. RTM, HJEN vs. VOO, HJEN vs. CMI, HJEN vs. CNRG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Direxion Hydrogen ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28
-6.69%
2.63%
HJEN (Direxion Hydrogen ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A24.72%
1 monthN/A2.30%
6 monthsN/A12.31%
1 yearN/A32.12%
5 years (annualized)N/A13.81%
10 years (annualized)N/A11.31%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.73%-3.28%3.85%-4.79%20.78%-16.36%-10.90%
202317.78%-5.15%-4.72%-4.58%-8.74%6.73%9.27%-9.62%-8.62%-8.67%7.67%4.01%-8.69%
2022-14.94%9.45%4.32%-14.22%-1.26%-13.09%11.29%3.15%-20.36%-2.29%13.54%-8.08%-33.34%
20216.69%-6.54%-5.00%2.72%-8.58%0.82%-5.82%20.43%-7.05%-8.88%-13.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HJEN is 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HJEN is 22
Combined Rank
The Sharpe Ratio Rank of HJEN is 22Sharpe Ratio Rank
The Sortino Ratio Rank of HJEN is 22Sortino Ratio Rank
The Omega Ratio Rank of HJEN is 22Omega Ratio Rank
The Calmar Ratio Rank of HJEN is 22Calmar Ratio Rank
The Martin Ratio Rank of HJEN is 33Martin 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 Hydrogen ETF (HJEN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HJEN
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.00100.0017.03

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Direxion Hydrogen ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28
-0.78
1.61
HJEN (Direxion Hydrogen ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Direxion Hydrogen ETF provided a 102.11% dividend yield over the last twelve months, with an annual payout of $11.03 per share.


0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.20202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$11.03$0.18$0.15$0.16

Dividend yield

102.11%1.50%1.12%0.76%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Hydrogen ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.08$10.88$10.98
2023$0.00$0.00$0.02$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.05$0.18
2022$0.00$0.00$0.02$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.02$0.15
2021$0.06$0.00$0.00$0.02$0.00$0.00$0.08$0.16

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28
-56.63%
-4.07%
HJEN (Direxion Hydrogen ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Hydrogen ETF. 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 Hydrogen ETF was 59.76%, occurring on Apr 25, 2024. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.76%Apr 6, 2021770Apr 25, 2024
-1.22%Mar 29, 20211Mar 29, 20211Mar 30, 20212

Volatility

Volatility Chart

The current Direxion Hydrogen ETF volatility is 8.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28
8.68%
3.98%
HJEN (Direxion Hydrogen ETF)
Benchmark (^GSPC)