COM vs. SPUU
COM (Direxion Auspice Broad Commodity Strategy ETF) and SPUU (Direxion Daily S&P 500 Bull 2X ETF) are both exchange-traded funds - COM is a Commodities fund tracking the Auspice Broad Commodity ER Index, while SPUU is a Leveraged Equities fund tracking the S&P 500 Index (200% Daily). Both are passively managed. Over the past 5 years, COM returned 8.38%/yr vs 18.35%/yr for SPUU. Their 0.15 correlation means their historical movements had little consistent relationship. COM charges 0.70%/yr vs 0.60%/yr for SPUU.
Performance
COM vs. SPUU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COM achieves a 15.98% return, which is significantly lower than SPUU's 20.19% return.
COM
- 1D
- -0.01%
- 1M
- 3.62%
- 6M
- 12.15%
- YTD
- 15.98%
- 1Y
- 25.71%
- 3Y*
- 8.10%
- 5Y*
- 8.38%
- 10Y*
- —
- ALL TIME*
- 7.03%
SPUU
- 1D
- 2.97%
- 1M
- 3.22%
- 6M
- 15.98%
- YTD
- 20.19%
- 1Y
- 42.24%
- 3Y*
- 34.65%
- 5Y*
- 18.35%
- 10Y*
- 23.85%
- ALL TIME*
- 21.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.46M | $1.65M | $5.10M | |
| $4.50M | $4.98M | $4.51M |
COM vs. SPUU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 15.98% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -1.97% |
SPUU Direxion Daily S&P 500 Bull 2X ETF | 20.19% | 26.55% | 44.25% | 47.28% | -38.72% | 61.27% | 21.85% | 66.84% | -14.59% | 29.86% |
Correlation
The correlation between COM and SPUU is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2017 | 0.15 |
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
COM vs. SPUU — Risk / Return Rank
COM
SPUU
COM vs. SPUU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and Direxion Daily S&P 500 Bull 2X ETF (SPUU). 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.
| COM | SPUU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.28 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.33 | +1.05 |
| Martin ratioReturn relative to average drawdown | 10.17 | 9.41 | +0.76 |
Loading charts...
Drawdowns
COM vs. SPUU - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum SPUU drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for COM and SPUU.
Loading charts...
Drawdown Indicators
| COM | SPUU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -59.35% | +43.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -18.19% | +10.56% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -35.18% | +26.68% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -46.59% | +32.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.35% | — |
Current DrawdownCurrent decline from peak | -3.70% | -0.97% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -9.43% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 4.50% | -1.96% |
Volatility
COM vs. SPUU - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 2.00%, while Direxion Daily S&P 500 Bull 2X ETF (SPUU) has a volatility of 7.66%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COM | SPUU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 7.66% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 20.55% | -13.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 25.83% | -15.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.44% | 33.73% | -24.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.73% | 35.81% | -26.08% |
COM vs. SPUU - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is higher than SPUU's 0.60% expense ratio.
Dividends
COM vs. SPUU - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.51%, more than SPUU's 1.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% | 0.00% | 0.00% |
SPUU Direxion Daily S&P 500 Bull 2X ETF | 1.31% | 1.63% | 0.55% | 0.83% | 0.88% | 3.04% | 8.03% | 1.80% | 5.50% | 6.96% | 8.08% | 4.42% |
Frequently Asked Questions
COM and SPUU have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPUU has higher volatility (7.66%) compared to COM (2.00%). In terms of maximum drawdown, COM dropped -15.95% vs SPUU's -59.35%.
On 5-year performance, SPUU leads with 18.35% vs 8.38% for COM. On fees, SPUU is cheaper at 0.60% per year. On volatility, COM has been the lower-risk option at 2.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SPUU has performed better with a 18.35% return vs 8.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPUU is cheaper with a 0.60% expense ratio, compared with 0.70% for COM.
COM has the higher dividend yield at 2.51%, compared with 1.31% for SPUU.
COM is categorized as Commodities, while SPUU is Leveraged Equities. COM tracks Auspice Broad Commodity ER Index, while SPUU tracks S&P 500 Index (200% Daily). Their fees differ too: 0.70% for COM and 0.60% for SPUU.
COM currently has the higher Sharpe Ratio (2.57 vs 1.65), 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.
Find the right allocation for COM and SPUU
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