COM vs. TECL
COM (Direxion Auspice Broad Commodity Strategy ETF) and TECL (Direxion Daily Technology Bull 3X Shares) are both exchange-traded funds - COM is a Commodities fund tracking the Auspice Broad Commodity ER Index, while TECL is a Leveraged Equities fund tracking the Technology Select Sector Index (300%). Both are passively managed. Over the past 5 years, COM returned 7.89%/yr vs 33.78%/yr for TECL. At a 0.11 correlation, their price movements are largely independent. COM charges 0.70%/yr vs 0.91%/yr for TECL.
Performance
COM vs. TECL - Performance Comparison
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Returns By Period
In the year-to-date period, COM achieves a 11.12% return, which is significantly lower than TECL's 79.13% return.
COM
- 1D
- -1.21%
- 1M
- -5.08%
- YTD
- 11.12%
- 6M
- 10.20%
- 1Y
- 18.87%
- 3Y*
- 6.27%
- 5Y*
- 7.89%
- 10Y*
- —
TECL
- 1D
- -12.35%
- 1M
- 1.15%
- YTD
- 79.13%
- 6M
- 71.47%
- 1Y
- 169.88%
- 3Y*
- 65.84%
- 5Y*
- 33.78%
- 10Y*
- 52.52%
COM vs. TECL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 11.12% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -1.97% |
TECL Direxion Daily Technology Bull 3X Shares | 79.13% | 38.60% | 36.15% | 203.14% | -74.32% | 112.80% | 69.46% | 185.58% | -24.03% | 67.70% |
Correlation
The correlation between COM and TECL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2017 | 0.11 |
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Return for Risk
COM vs. TECL — Risk / Return Rank
COM
TECL
COM vs. TECL - 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 Technology Bull 3X Shares (TECL). 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 | TECL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.67 | -1.22 |
| Martin ratioReturn relative to average drawdown | 8.97 | 10.12 | -1.16 |
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Drawdowns
COM vs. TECL - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for COM and TECL.
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Drawdown Indicators
| COM | TECL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -77.96% | +62.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -46.58% | +38.84% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -66.58% | +58.08% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -77.96% | +63.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.96% | — |
Current DrawdownCurrent decline from peak | -7.74% | -23.07% | +15.33% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -18.38% | +12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 16.85% | -14.73% |
Volatility
COM vs. TECL - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 2.26%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 38.27%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COM | TECL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 38.27% | -36.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 59.36% | -50.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 70.05% | -59.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.55% | 75.49% | -65.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.77% | 73.01% | -63.24% |
COM vs. TECL - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is lower than TECL's 0.91% expense ratio.
Dividends
COM vs. TECL - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.55%, less than TECL's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.55% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
TECL Direxion Daily Technology Bull 3X Shares | 3.97% | 7.19% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% |
Frequently Asked Questions
COM and TECL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TECL has higher volatility (38.27%) compared to COM (2.26%). In terms of maximum drawdown, COM dropped -15.95% vs TECL's -77.96%.
On 5-year performance, TECL leads with 33.78% vs 7.89% for COM. On fees, COM is cheaper at 0.70% per year. On volatility, COM has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, TECL has performed better with a 33.78% return vs 7.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COM is cheaper with a 0.70% expense ratio, compared with 0.91% for TECL.
TECL has the higher dividend yield at 3.97%, compared with 2.55% for COM.
COM is categorized as Commodities, while TECL is Leveraged Equities. COM tracks Auspice Broad Commodity ER Index, while TECL tracks Technology Select Sector Index (300%). Their fees differ too: 0.70% for COM and 0.91% for TECL.
TECL currently has the higher Sharpe Ratio (2.44 vs 1.81), 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.
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