PortfoliosLab logoPortfoliosLab logo
AAPU vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPU vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AAPL Bull 2X Shares (AAPU) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AAPU achieves a 13.33% return, which is significantly lower than DBC's 29.16% return.


AAPU

1D
-3.64%
1M
-4.76%
6M
16.42%
YTD
13.33%
1Y
93.91%
3Y*
22.71%
5Y*
10Y*
ALL TIME*
18.81%

DBC

1D
-1.94%
1M
8.69%
6M
22.68%
YTD
29.16%
1Y
35.14%
3Y*
10.50%
5Y*
11.93%
10Y*
9.05%
ALL TIME*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$95.46M$84.08M$76.55M
$29.57M$30.05M$33.92M

AAPU vs. DBC - Yearly Performance Comparison


2026 (YTD)2025202420232022
AAPU
Direxion Daily AAPL Bull 2X Shares
13.33%-2.91%58.45%68.66%-32.44%
DBC
Invesco DB Commodity Index Tracking Fund
29.16%8.10%2.18%-6.19%-1.48%

Correlation

The correlation between AAPU and DBC is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

-0.00

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.04

The correlation between AAPU and DBC shifts across timeframes, from -0.20 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

AAPU vs. DBC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAPU
AAPU Risk / Return Rank: 7474
Overall Rank
AAPU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AAPU Sortino Ratio Rank: 7070
Sortino Ratio Rank
AAPU Omega Ratio Rank: 7575
Omega Ratio Rank
AAPU Calmar Ratio Rank: 8484
Calmar Ratio Rank
AAPU Martin Ratio Rank: 6060
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 6868
Overall Rank
DBC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 7373
Sortino Ratio Rank
DBC Omega Ratio Rank: 7272
Omega Ratio Rank
DBC Calmar Ratio Rank: 5959
Calmar Ratio Rank
DBC Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAPU vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AAPL Bull 2X Shares (AAPU) and Invesco DB Commodity Index Tracking Fund (DBC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAPUDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

3.27

2.13

+1.13

Martin ratioReturn relative to average drawdown

7.45

7.07

+0.39

AAPU vs. DBC - Sharpe Ratio Comparison

The current AAPU Sharpe Ratio is 1.83, which is comparable to the DBC Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of AAPU and DBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AAPU vs. DBC - Drawdown Comparison

The maximum AAPU drawdown since its inception was -58.61%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for AAPU and DBC.


Loading charts...

Drawdown Indicators


AAPUDBCDifference

Max Drawdown

Largest peak-to-trough decline

-58.61%

-76.36%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-28.90%

-16.54%

-12.36%

Max Drawdown (3Y)

Largest decline over 3 years

-58.61%

-16.54%

-42.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-21.19%

-25.28%

+4.09%

Average Drawdown

Average peak-to-trough decline

-17.30%

-46.07%

+28.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.64%

4.99%

+7.65%

Volatility

AAPU vs. DBC - Volatility Comparison

Direxion Daily AAPL Bull 2X Shares (AAPU) has a higher volatility of 21.88% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 7.43%. This indicates that AAPU's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AAPUDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.88%

7.43%

+14.45%

Volatility (6M)

Calculated over the trailing 6-month period

41.74%

17.09%

+24.65%

Volatility (1Y)

Calculated over the trailing 1-year period

51.65%

19.63%

+32.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.09%

19.33%

+30.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.09%

17.88%

+32.21%

AAPU vs. DBC - Expense Ratio Comparison

AAPU has a 0.96% expense ratio, which is higher than DBC's 0.85% expense ratio.


Dividends

AAPU vs. DBC - Dividend Comparison

AAPU's dividend yield for the trailing twelve months is around 7.90%, more than DBC's 2.58% yield.


PositionTTM20252024202320222021202020192018
AAPU
Direxion Daily AAPL Bull 2X Shares
7.90%8.66%14.58%2.32%0.79%0.00%0.00%0.00%0.00%
DBC
Invesco DB Commodity Index Tracking Fund
2.58%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%

Frequently Asked Questions


AAPU and DBC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPU has higher volatility (21.88%) compared to DBC (7.43%). In terms of maximum drawdown, AAPU dropped -58.61% vs DBC's -76.36%.

On 3-year performance, AAPU leads with 22.71% vs 10.50% for DBC. On fees, DBC is cheaper at 0.85% per year. On volatility, DBC has been the lower-risk option at 7.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AAPU has performed better with a 22.71% return vs 10.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBC is cheaper with a 0.85% expense ratio, compared with 0.96% for AAPU.

AAPU has the higher dividend yield at 7.90%, compared with 2.58% for DBC.

AAPU is categorized as Leveraged Equities, while DBC is Commodities. AAPU tracks Apple Inc. (200%), while DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return. They also come from different issuers: Direxion and Invesco. Their fees differ too: 0.96% for AAPU and 0.85% for DBC.

AAPU currently has the higher Sharpe Ratio (1.83 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AAPU and DBC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer