BRZU vs. XDSQ
Compare and contrast key facts about Direxion Daily Brazil Bull 2X Shares (BRZU) and Innovator US Equity Accelerated ETF (XDSQ).
BRZU and XDSQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRZU is a passively managed fund by Direxion that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Apr 1, 2020. XDSQ is an actively managed fund by Innovator. It was launched on Apr 1, 2021.
Performance
BRZU vs. XDSQ - Performance Comparison
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BRZU vs. XDSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BRZU Direxion Daily Brazil Bull 2X Shares | 40.14% | 97.99% | -57.07% | 55.48% | 8.30% | -18.61% |
XDSQ Innovator US Equity Accelerated ETF | -4.22% | 14.22% | 23.12% | 23.00% | -16.78% | 12.75% |
Returns By Period
In the year-to-date period, BRZU achieves a 40.14% return, which is significantly higher than XDSQ's -4.22% return.
BRZU
- 1D
- -0.13%
- 1M
- -3.25%
- YTD
- 40.14%
- 6M
- 58.04%
- 1Y
- 111.48%
- 3Y*
- 26.12%
- 5Y*
- 10.30%
- 10Y*
- -14.69%
XDSQ
- 1D
- 0.71%
- 1M
- -5.75%
- YTD
- -4.22%
- 6M
- -0.33%
- 1Y
- 14.44%
- 3Y*
- 14.44%
- 5Y*
- —
- 10Y*
- —
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BRZU vs. XDSQ - Expense Ratio Comparison
BRZU has a 1.29% expense ratio, which is higher than XDSQ's 0.79% expense ratio.
Return for Risk
BRZU vs. XDSQ — Risk / Return Rank
BRZU
XDSQ
BRZU vs. XDSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Brazil Bull 2X Shares (BRZU) and Innovator US Equity Accelerated ETF (XDSQ). 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.
| BRZU | XDSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.81 | +1.37 |
Sortino ratioReturn per unit of downside risk | 2.53 | 1.27 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 5.13 | 1.21 | +3.92 |
Martin ratioReturn relative to average drawdown | 13.31 | 5.87 | +7.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRZU | XDSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.81 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.34 | 0.61 | -0.95 |
Correlation
The correlation between BRZU and XDSQ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BRZU vs. XDSQ - Dividend Comparison
BRZU's dividend yield for the trailing twelve months is around 1.90%, while XDSQ has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRZU Direxion Daily Brazil Bull 2X Shares | 1.90% | 2.39% | 8.73% | 3.24% | 4.70% | 6.29% | 0.78% | 0.95% | 1.04% | 0.74% |
XDSQ Innovator US Equity Accelerated ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRZU vs. XDSQ - Drawdown Comparison
The maximum BRZU drawdown since its inception was -99.71%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for BRZU and XDSQ.
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Drawdown Indicators
| BRZU | XDSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -26.06% | -73.65% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -12.18% | -10.49% |
Max Drawdown (5Y)Largest decline over 5 years | -65.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -98.11% | — | — |
Current DrawdownCurrent decline from peak | -99.00% | -6.46% | -92.54% |
Average DrawdownAverage peak-to-trough decline | -89.43% | -5.08% | -84.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 2.50% | +6.23% |
Volatility
BRZU vs. XDSQ - Volatility Comparison
Direxion Daily Brazil Bull 2X Shares (BRZU) has a higher volatility of 22.44% compared to Innovator US Equity Accelerated ETF (XDSQ) at 5.68%. This indicates that BRZU's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRZU | XDSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.44% | 5.68% | +16.76% |
Volatility (6M)Calculated over the trailing 6-month period | 39.48% | 9.63% | +29.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.61% | 17.99% | +33.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.52% | 15.32% | +40.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.27% | 15.32% | +68.95% |