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DRN vs. AVRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRN vs. AVRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bull 3x Shares (DRN) and Avantis Real Estate ETF (AVRE). The values are adjusted to include any dividend payments, if applicable.

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DRN vs. AVRE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRN
Direxion Daily Real Estate Bull 3x Shares
1.41%-11.24%-5.29%12.03%-67.26%47.83%
AVRE
Avantis Real Estate ETF
1.21%8.34%0.54%9.10%-23.70%13.16%

Returns By Period

In the year-to-date period, DRN achieves a 1.41% return, which is significantly higher than AVRE's 1.21% return.


DRN

1D
4.63%
1M
-18.72%
YTD
1.41%
6M
-11.22%
1Y
-14.69%
3Y*
-1.05%
5Y*
-9.75%
10Y*
-6.51%

AVRE

1D
1.87%
1M
-7.36%
YTD
1.21%
6M
0.30%
1Y
6.20%
3Y*
5.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRN vs. AVRE - Expense Ratio Comparison

DRN has a 0.99% expense ratio, which is higher than AVRE's 0.17% expense ratio.


Return for Risk

DRN vs. AVRE — Risk / Return Rank

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

DRN
DRN Risk / Return Rank: 77
Overall Rank
DRN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DRN Sortino Ratio Rank: 88
Sortino Ratio Rank
DRN Omega Ratio Rank: 88
Omega Ratio Rank
DRN Calmar Ratio Rank: 66
Calmar Ratio Rank
DRN Martin Ratio Rank: 44
Martin Ratio Rank

AVRE
AVRE Risk / Return Rank: 2727
Overall Rank
AVRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AVRE Sortino Ratio Rank: 2525
Sortino Ratio Rank
AVRE Omega Ratio Rank: 2525
Omega Ratio Rank
AVRE Calmar Ratio Rank: 2828
Calmar Ratio Rank
AVRE Martin Ratio Rank: 3030
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.

DRN vs. AVRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bull 3x Shares (DRN) and Avantis Real Estate ETF (AVRE). 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.


DRNAVREDifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.43

-0.74

Sortino ratio

Return per unit of downside risk

-0.11

0.69

-0.80

Omega ratio

Gain probability vs. loss probability

0.98

1.09

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.37

0.63

-1.00

Martin ratio

Return relative to average drawdown

-1.00

2.44

-3.43

DRN vs. AVRE - Sharpe Ratio Comparison

The current DRN Sharpe Ratio is -0.30, which is lower than the AVRE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of DRN and AVRE, 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


DRNAVREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.43

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.05

+0.14

Correlation

The correlation between DRN and AVRE 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

DRN vs. AVRE - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 2.62%, less than AVRE's 3.72% yield.


TTM202520242023202220212020201920182017
DRN
Direxion Daily Real Estate Bull 3x Shares
2.62%2.81%2.24%2.84%2.70%4.21%1.90%2.59%3.11%0.91%
AVRE
Avantis Real Estate ETF
3.72%4.30%3.99%3.33%3.78%0.61%0.00%0.00%0.00%0.00%

Drawdowns

DRN vs. AVRE - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, which is greater than AVRE's maximum drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for DRN and AVRE.


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Drawdown Indicators


DRNAVREDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-32.52%

-53.80%

Max Drawdown (1Y)

Largest decline over 1 year

-32.57%

-10.63%

-21.94%

Max Drawdown (5Y)

Largest decline over 5 years

-80.58%

Max Drawdown (10Y)

Largest decline over 10 years

-86.32%

Current Drawdown

Current decline from peak

-71.08%

-8.22%

-62.86%

Average Drawdown

Average peak-to-trough decline

-34.76%

-15.26%

-19.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

2.73%

+9.47%

Volatility

DRN vs. AVRE - Volatility Comparison

Direxion Daily Real Estate Bull 3x Shares (DRN) has a higher volatility of 13.86% compared to Avantis Real Estate ETF (AVRE) at 4.76%. This indicates that DRN's price experiences larger fluctuations and is considered to be riskier than AVRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRNAVREDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

4.76%

+9.10%

Volatility (6M)

Calculated over the trailing 6-month period

28.60%

8.45%

+20.15%

Volatility (1Y)

Calculated over the trailing 1-year period

48.60%

14.38%

+34.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.67%

16.71%

+39.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.62%

16.71%

+43.91%