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CURE vs. QULL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CURE vs. QULL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). 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 -7.96% return, which is significantly lower than QULL's 15.87% return.


CURE

1D
-0.55%
1M
13.53%
YTD
-7.96%
6M
-6.00%
1Y
26.46%
3Y*
3.05%
5Y*
1.51%
10Y*
13.49%

QULL

1D
0.83%
1M
4.92%
YTD
15.87%
6M
15.39%
1Y
36.85%
3Y*
31.62%
5Y*
16.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CURE vs. QULL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CURE
Direxion Daily Healthcare Bull 3x Shares
-7.96%22.55%-8.47%-9.40%-20.51%80.16%
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
15.87%17.61%38.03%57.07%-42.00%51.36%

Correlation

The correlation between CURE and QULL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.61

The correlation between CURE and QULL shifts across timeframes, from 0.44 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CURE vs. QULL — Risk / Return Rank

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

CURE
CURE Risk / Return Rank: 2121
Overall Rank
CURE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 2424
Sortino Ratio Rank
CURE Omega Ratio Rank: 2222
Omega Ratio Rank
CURE Calmar Ratio Rank: 2222
Calmar Ratio Rank
CURE Martin Ratio Rank: 1919
Martin Ratio Rank

QULL
QULL Risk / Return Rank: 4949
Overall Rank
QULL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QULL Sortino Ratio Rank: 4848
Sortino Ratio Rank
QULL Omega Ratio Rank: 4646
Omega Ratio Rank
QULL Calmar Ratio Rank: 4545
Calmar Ratio Rank
QULL Martin Ratio Rank: 5757
Martin Ratio Rank
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. QULL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) and ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL). 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.


CUREQULLDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratioReturn relative to maximum drawdown

0.85

2.01

-1.15

Martin ratioReturn relative to average drawdown

1.94

8.94

-7.00

CURE vs. QULL - Sharpe Ratio Comparison

The current CURE Sharpe Ratio is 0.60, which is lower than the QULL Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CURE and QULL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CURE vs. QULL - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, which is greater than QULL's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for CURE and QULL.


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Drawdown Indicators


CUREQULLDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-51.83%

-17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-31.10%

-18.43%

-12.67%

Max Drawdown (3Y)

Largest decline over 3 years

-51.93%

-36.82%

-15.11%

Max Drawdown (5Y)

Largest decline over 5 years

-52.23%

-51.83%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

Current Drawdown

Current decline from peak

-26.94%

0.00%

-26.94%

Average Drawdown

Average peak-to-trough decline

-18.16%

-13.98%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.71%

4.16%

+9.55%

Volatility

CURE vs. QULL - Volatility Comparison

Direxion Daily Healthcare Bull 3x Shares (CURE) has a higher volatility of 14.30% compared to ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) at 5.66%. This indicates that CURE's price experiences larger fluctuations and is considered to be riskier than QULL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUREQULLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.30%

5.66%

+8.64%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

19.08%

+11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

44.32%

24.65%

+19.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.84%

35.63%

+8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.59%

35.08%

+14.51%

CURE vs. QULL - Expense Ratio Comparison

CURE has a 1.08% expense ratio, which is higher than QULL's 0.95% expense ratio.


Dividends

CURE vs. QULL - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.16%, while QULL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.16%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
QULL
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN
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 QULL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CURE has higher volatility (14.30%) compared to QULL (5.66%). In terms of maximum drawdown, CURE dropped -69.19% vs QULL's -51.83%.

On 5-year performance, QULL leads with 16.17% vs 1.51% for CURE. On fees, QULL is cheaper at 0.95% per year. On volatility, QULL has been the lower-risk option at 5.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QULL has performed better with a 16.17% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QULL is cheaper with a 0.95% expense ratio, compared with 1.08% for CURE.

CURE has the higher dividend yield at 1.16%, compared with 0.00% for QULL.

CURE tracks Health Care Select Sector Index (300%), while QULL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: Direxion and UBS. Their fees differ too: 1.08% for CURE and 0.95% for QULL.

QULL currently has the higher Sharpe Ratio (1.50 vs 0.60), 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 CURE and QULL

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