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CURE vs. FUTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CURE vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CURE achieves a -18.38% return, which is significantly higher than FUTG's -75.53% return.


CURE

1D
2.17%
1M
4.39%
YTD
-18.38%
6M
-18.70%
1Y
21.60%
3Y*
-0.15%
5Y*
0.21%
10Y*
11.65%

FUTG

1D
-11.10%
1M
-70.24%
YTD
-75.53%
6M
-77.00%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CURE vs. FUTG - Yearly Performance Comparison


Correlation

The correlation between CURE and FUTG is 0.02, 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 (All Time)
Calculated using the full available price history since Oct 15, 2025

0.02

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Return for Risk

CURE vs. FUTG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CURE
CURE Risk / Return Rank: 1818
Overall Rank
CURE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 1919
Sortino Ratio Rank
CURE Omega Ratio Rank: 1818
Omega Ratio Rank
CURE Calmar Ratio Rank: 1717
Calmar Ratio Rank
CURE Martin Ratio Rank: 1717
Martin Ratio Rank

FUTG
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CURE vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.


CUREFUTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.70

Martin ratioReturn relative to average drawdown

1.61

CURE vs. FUTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CUREFUTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.66

+1.12

Drawdowns

CURE vs. FUTG - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for CURE and FUTG.


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Drawdown Indicators


CUREFUTGDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-86.19%

+17.00%

Max Drawdown (1Y)

Largest decline over 1 year

-31.10%

Max Drawdown (3Y)

Largest decline over 3 years

-51.93%

Max Drawdown (5Y)

Largest decline over 5 years

-52.23%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

Current Drawdown

Current decline from peak

-35.21%

-84.29%

+49.08%

Average Drawdown

Average peak-to-trough decline

-18.15%

-40.35%

+22.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.43%

Volatility

CURE vs. FUTG - Volatility Comparison


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Volatility by Period


CUREFUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.99%

Volatility (6M)

Calculated over the trailing 6-month period

29.83%

Volatility (1Y)

Calculated over the trailing 1-year period

43.19%

136.01%

-92.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.69%

136.01%

-92.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.51%

136.01%

-86.50%

CURE vs. FUTG - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than FUTG's 0.75% expense ratio.


Dividends

CURE vs. FUTG - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.31%, while FUTG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.31%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
FUTG
Leverage Shares 2X Long FUTU Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CURE and FUTG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUTG is cheaper with a 0.75% expense ratio, compared with 1.08% for CURE.

CURE has the higher dividend yield at 1.31%, compared with 0.00% for FUTG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.08% for CURE and 0.75% for FUTG.

Portfolio Optimizer

Find the right allocation for CURE and FUTG

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

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