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DFEN vs. PPA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEN vs. PPA - Performance Comparison

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

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DFEN vs. PPA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
-1.16%156.62%27.07%24.70%6.99%12.72%-70.23%95.09%-32.86%83.64%
PPA
Invesco Aerospace & Defense ETF
5.82%37.15%25.28%18.41%9.52%7.09%0.45%39.63%-7.51%21.33%

Returns By Period

In the year-to-date period, DFEN achieves a -1.16% return, which is significantly lower than PPA's 5.82% return.


DFEN

1D
11.19%
1M
-30.09%
YTD
-1.16%
6M
1.22%
1Y
127.12%
3Y*
56.37%
5Y*
30.53%
10Y*

PPA

1D
3.49%
1M
-8.46%
YTD
5.82%
6M
6.62%
1Y
42.80%
3Y*
27.91%
5Y*
18.59%
10Y*
17.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFEN vs. PPA - Expense Ratio Comparison

DFEN has a 0.99% expense ratio, which is higher than PPA's 0.61% expense ratio.


Return for Risk

DFEN vs. PPA — Risk / Return Rank

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

DFEN
DFEN Risk / Return Rank: 8888
Overall Rank
DFEN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFEN Omega Ratio Rank: 8484
Omega Ratio Rank
DFEN Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFEN Martin Ratio Rank: 8888
Martin Ratio Rank

PPA
PPA Risk / Return Rank: 9292
Overall Rank
PPA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPA Sortino Ratio Rank: 9292
Sortino Ratio Rank
PPA Omega Ratio Rank: 9090
Omega Ratio Rank
PPA Calmar Ratio Rank: 9292
Calmar Ratio Rank
PPA Martin Ratio Rank: 9292
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. PPA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) and Invesco Aerospace & Defense ETF (PPA). 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.


DFENPPADifference

Sharpe ratio

Return per unit of total volatility

1.83

1.99

-0.16

Sortino ratio

Return per unit of downside risk

2.27

2.68

-0.41

Omega ratio

Gain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

3.03

3.11

-0.08

Martin ratio

Return relative to average drawdown

10.38

12.51

-2.13

DFEN vs. PPA - Sharpe Ratio Comparison

The current DFEN Sharpe Ratio is 1.83, which is comparable to the PPA Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DFEN and PPA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFENPPADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.99

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.03

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.66

-0.45

Correlation

The correlation between DFEN and PPA is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFEN vs. PPA - Dividend Comparison

DFEN's dividend yield for the trailing twelve months is around 9.03%, more than PPA's 0.40% yield.


TTM20252024202320222021202020192018201720162015
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
9.03%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%0.00%0.00%
PPA
Invesco Aerospace & Defense ETF
0.40%0.42%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%

Drawdowns

DFEN vs. PPA - Drawdown Comparison

The maximum DFEN drawdown since its inception was -91.36%, which is greater than PPA's maximum drawdown of -57.37%. Use the drawdown chart below to compare losses from any high point for DFEN and PPA.


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Drawdown Indicators


DFENPPADifference

Max Drawdown

Largest peak-to-trough decline

-91.36%

-57.37%

-33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-41.75%

-13.71%

-28.04%

Max Drawdown (5Y)

Largest decline over 5 years

-56.23%

-18.37%

-37.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

Current Drawdown

Current decline from peak

-35.23%

-10.69%

-24.54%

Average Drawdown

Average peak-to-trough decline

-45.54%

-9.19%

-36.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.18%

3.41%

+8.77%

Volatility

DFEN vs. PPA - Volatility Comparison

Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) has a higher volatility of 23.85% compared to Invesco Aerospace & Defense ETF (PPA) at 7.16%. This indicates that DFEN's price experiences larger fluctuations and is considered to be riskier than PPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFENPPADifference

Volatility (1M)

Calculated over the trailing 1-month period

23.85%

7.16%

+16.69%

Volatility (6M)

Calculated over the trailing 6-month period

48.18%

15.07%

+33.11%

Volatility (1Y)

Calculated over the trailing 1-year period

69.88%

21.64%

+48.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.00%

18.19%

+40.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.31%

20.48%

+50.83%