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DRN vs. BLDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRN vs. BLDG - Performance Comparison

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

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DRN vs. BLDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRN
Direxion Daily Real Estate Bull 3x Shares
1.41%-11.24%-5.29%12.03%-67.26%152.94%40.49%
BLDG
Cambria Global Real Estate ETF
-0.94%4.26%8.18%1.76%-14.66%22.47%15.37%

Returns By Period

In the year-to-date period, DRN achieves a 1.41% return, which is significantly higher than BLDG's -0.94% 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%

BLDG

1D
1.25%
1M
-8.62%
YTD
-0.94%
6M
-3.58%
1Y
6.03%
3Y*
5.67%
5Y*
2.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRN vs. BLDG - Expense Ratio Comparison

DRN has a 0.99% expense ratio, which is higher than BLDG's 0.59% expense ratio.


Return for Risk

DRN vs. BLDG — 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

BLDG
BLDG Risk / Return Rank: 2626
Overall Rank
BLDG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2525
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2525
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2525
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2727
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. BLDG - Risk-Adjusted Trends Comparison

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


DRNBLDGDifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.46

-0.76

Sortino ratio

Return per unit of downside risk

-0.11

0.71

-0.82

Omega ratio

Gain probability vs. loss probability

0.98

1.09

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.37

0.55

-0.93

Martin ratio

Return relative to average drawdown

-1.00

2.04

-3.04

DRN vs. BLDG - Sharpe Ratio Comparison

The current DRN Sharpe Ratio is -0.30, which is lower than the BLDG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of DRN and BLDG, 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


DRNBLDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.46

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.15

-0.32

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

0.38

-0.19

Correlation

The correlation between DRN and BLDG is 0.82, 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. BLDG - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 2.62%, less than BLDG's 6.12% 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%
BLDG
Cambria Global Real Estate ETF
6.12%7.46%7.97%4.99%3.99%10.40%0.59%0.00%0.00%0.00%

Drawdowns

DRN vs. BLDG - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, which is greater than BLDG's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for DRN and BLDG.


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Drawdown Indicators


DRNBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-27.25%

-59.07%

Max Drawdown (1Y)

Largest decline over 1 year

-32.57%

-10.80%

-21.77%

Max Drawdown (5Y)

Largest decline over 5 years

-80.58%

-27.25%

-53.33%

Max Drawdown (10Y)

Largest decline over 10 years

-86.32%

Current Drawdown

Current decline from peak

-71.08%

-8.96%

-62.12%

Average Drawdown

Average peak-to-trough decline

-34.76%

-9.44%

-25.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

2.93%

+9.27%

Volatility

DRN vs. BLDG - Volatility Comparison

Direxion Daily Real Estate Bull 3x Shares (DRN) has a higher volatility of 13.86% compared to Cambria Global Real Estate ETF (BLDG) at 4.20%. This indicates that DRN's price experiences larger fluctuations and is considered to be riskier than BLDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRNBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

4.20%

+9.66%

Volatility (6M)

Calculated over the trailing 6-month period

28.60%

7.38%

+21.22%

Volatility (1Y)

Calculated over the trailing 1-year period

48.60%

13.30%

+35.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.67%

15.24%

+41.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.62%

15.61%

+45.01%