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Direxion Work From Home ETF (WFH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25460G7732

CUSIP

25460G773

Issuer

Direxion

Inception Date

Jun 25, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Solactive Remote Work Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

WFH has an expense ratio of 0.45%, placing it in the medium range.


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:
WFH vs. ITB WFH vs. TIME WFH vs. QQQ

Performance

Performance Chart


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Returns By Period

Direxion Work From Home ETF (WFH) returned 1.11% year-to-date (YTD) and 17.30% over the past 12 months.


WFH

YTD

1.11%

1M

19.88%

6M

4.40%

1Y

17.30%

5Y*

N/A

10Y*

N/A

^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 WFH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.92%-6.32%-12.09%4.01%9.37%1.11%
20241.89%4.20%-2.19%-7.45%0.90%4.45%0.34%2.71%3.12%0.93%9.74%-0.58%18.54%
20239.82%-0.39%3.20%-6.92%13.75%1.92%5.80%-2.18%-6.78%-5.05%13.44%7.22%35.75%
2022-9.25%-3.86%1.39%-13.53%-10.51%-6.50%1.69%-0.49%-11.58%3.37%-2.37%-5.28%-45.26%
20210.89%2.77%-2.43%5.16%-0.90%6.61%0.05%3.80%-5.88%4.67%-4.64%1.02%10.77%
20200.81%5.65%4.45%-4.32%-0.43%14.24%10.88%34.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WFH is 62, 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 WFH is 6262
Overall Rank
The Sharpe Ratio Rank of WFH is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of WFH is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WFH is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WFH is 5656
Calmar Ratio Rank
The Martin Ratio Rank of WFH is 5757
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 Work From Home ETF (WFH) 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 Work From Home ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.65
  • 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 Work From Home ETF 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 Work From Home ETF provided a 0.48% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.40%0.50%0.60%0.70%0.80%0.90%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.31$0.32$0.37$0.17$0.59$0.59

Dividend yield

0.48%0.50%0.67%0.42%0.79%0.87%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.02$0.00$0.00$0.02
2024$0.00$0.00$0.03$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.06$0.32
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.34$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.07$0.00$0.00$0.09$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.46$0.59
2020$0.03$0.00$0.00$0.55$0.59

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 Work From Home 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 Work From Home ETF was 51.23%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current Direxion Work From Home ETF drawdown is 16.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.23%Sep 7, 2021298Nov 9, 2022
-13.61%Feb 16, 202115Mar 8, 202176Jun 24, 202191
-11.15%Sep 2, 202016Sep 24, 202012Oct 12, 202028
-9.07%Oct 14, 202014Nov 2, 202015Nov 23, 202029
-6.02%Aug 6, 20204Aug 11, 202013Aug 28, 202017

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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