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DFEN vs. DXYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFEN vs. DXYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) and Destiny Tech100 Inc (DXYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFEN achieves a 13.12% return, which is significantly higher than DXYZ's -5.42% return.


DFEN

1D
-2.71%
1M
7.74%
YTD
13.12%
6M
20.44%
1Y
76.99%
3Y*
64.38%
5Y*
29.22%
10Y*

DXYZ

1D
-25.14%
1M
-44.50%
YTD
-5.42%
6M
-23.68%
1Y
-28.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEN vs. DXYZ - Yearly Performance Comparison


2026 (YTD)20252024
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
13.12%156.62%20.31%
DXYZ
Destiny Tech100 Inc
-5.42%-47.96%613.45%

Correlation

The correlation between DFEN and DXYZ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.32

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Return for Risk

DFEN vs. DXYZ — Risk / Return Rank

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

DFEN
DFEN Risk / Return Rank: 3838
Overall Rank
DFEN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 4040
Sortino Ratio Rank
DFEN Omega Ratio Rank: 3636
Omega Ratio Rank
DFEN Calmar Ratio Rank: 4242
Calmar Ratio Rank
DFEN Martin Ratio Rank: 3333
Martin Ratio Rank

DXYZ
DXYZ Risk / Return Rank: 3232
Overall Rank
DXYZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXYZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXYZ Omega Ratio Rank: 3838
Omega Ratio Rank
DXYZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
DXYZ Martin Ratio Rank: 2424
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.

DFEN vs. DXYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) and Destiny Tech100 Inc (DXYZ). 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.


DFENDXYZDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.22

1.03

+0.18

Calmar ratioReturn relative to maximum drawdown

1.85

-0.47

+2.33

Martin ratioReturn relative to average drawdown

4.29

-0.93

+5.23

DFEN vs. DXYZ - Sharpe Ratio Comparison

The current DFEN Sharpe Ratio is 1.18, which is higher than the DXYZ Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of DFEN and DXYZ, 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

DFEN vs. DXYZ - Drawdown Comparison

The maximum DFEN drawdown since its inception was -91.36%, roughly equal to the maximum DXYZ drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for DFEN and DXYZ.


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Drawdown Indicators


DFENDXYZDifference

Max Drawdown

Largest peak-to-trough decline

-91.36%

-90.35%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-41.75%

-59.33%

+17.58%

Max Drawdown (3Y)

Largest decline over 3 years

-43.13%

Max Drawdown (5Y)

Largest decline over 5 years

-55.30%

Current Drawdown

Current decline from peak

-25.87%

-70.97%

+45.10%

Average Drawdown

Average peak-to-trough decline

-45.20%

-68.37%

+23.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.99%

30.12%

-12.13%

Volatility

DFEN vs. DXYZ - Volatility Comparison

The current volatility for Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) is 27.31%, while Destiny Tech100 Inc (DXYZ) has a volatility of 52.18%. This indicates that DFEN experiences smaller price fluctuations and is considered to be less risky than DXYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFENDXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.31%

52.18%

-24.87%

Volatility (6M)

Calculated over the trailing 6-month period

55.81%

85.74%

-29.93%

Volatility (1Y)

Calculated over the trailing 1-year period

65.81%

101.63%

-35.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.74%

165.45%

-104.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.66%

165.45%

-93.79%

Dividends

DFEN vs. DXYZ - Dividend Comparison

DFEN's dividend yield for the trailing twelve months is around 7.89%, while DXYZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
7.89%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%
DXYZ
Destiny Tech100 Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DFEN and DXYZ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYZ has higher volatility (52.18%) compared to DFEN (27.31%). In terms of maximum drawdown, DFEN dropped -91.36% vs DXYZ's -90.35%.

DFEN currently has the higher Sharpe Ratio (1.18 vs -0.28), 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

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