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DRN vs. QULL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRN vs. QULL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bull 3x Shares (DRN) 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, DRN achieves a 34.24% return, which is significantly higher than QULL's 15.87% return.


DRN

1D
2.62%
1M
6.26%
YTD
34.24%
6M
33.93%
1Y
16.41%
3Y*
10.01%
5Y*
-10.77%
10Y*
-3.96%

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)

DRN vs. QULL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRN
Direxion Daily Real Estate Bull 3x Shares
34.24%-11.24%-5.29%12.03%-67.26%132.00%
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 DRN and QULL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.45

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

0.58

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

0.58

Over the past year, the correlation between DRN and QULL has dropped to 0.37 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

DRN vs. QULL — Risk / Return Rank

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

DRN
DRN Risk / Return Rank: 1717
Overall Rank
DRN Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DRN Sortino Ratio Rank: 1717
Sortino Ratio Rank
DRN Omega Ratio Rank: 1717
Omega Ratio Rank
DRN Calmar Ratio Rank: 1919
Calmar Ratio Rank
DRN Martin Ratio Rank: 1717
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.

DRN vs. QULL - Risk-Adjusted Trends Comparison

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


DRNQULLDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.10

1.26

-0.16

Calmar ratioReturn relative to maximum drawdown

0.68

2.01

-1.33

Martin ratioReturn relative to average drawdown

1.51

8.94

-7.43

DRN vs. QULL - Sharpe Ratio Comparison

The current DRN Sharpe Ratio is 0.40, which is lower than the QULL Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DRN 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

DRN vs. QULL - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, which is greater than QULL's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for DRN and QULL.


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Drawdown Indicators


DRNQULLDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-51.83%

-34.49%

Max Drawdown (1Y)

Largest decline over 1 year

-24.28%

-18.43%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-48.26%

-36.82%

-11.44%

Max Drawdown (5Y)

Largest decline over 5 years

-80.58%

-51.83%

-28.75%

Max Drawdown (10Y)

Largest decline over 10 years

-86.32%

Current Drawdown

Current decline from peak

-61.73%

0.00%

-61.73%

Average Drawdown

Average peak-to-trough decline

-35.11%

-13.98%

-21.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.92%

4.16%

+6.76%

Volatility

DRN vs. QULL - Volatility Comparison

Direxion Daily Real Estate Bull 3x Shares (DRN) has a higher volatility of 14.29% compared to ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) at 5.66%. This indicates that DRN'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


DRNQULLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.29%

5.66%

+8.63%

Volatility (6M)

Calculated over the trailing 6-month period

30.42%

19.08%

+11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

41.19%

24.65%

+16.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.78%

35.63%

+21.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.68%

35.08%

+25.60%

DRN vs. QULL - Expense Ratio Comparison

DRN has a 0.99% expense ratio, which is higher than QULL's 0.95% expense ratio.


Dividends

DRN vs. QULL - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 1.98%, while QULL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DRN
Direxion Daily Real Estate Bull 3x Shares
1.98%2.81%2.24%2.84%2.70%4.21%1.90%2.59%3.11%0.91%
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


DRN and QULL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRN has higher volatility (14.29%) compared to QULL (5.66%). In terms of maximum drawdown, DRN dropped -86.32% vs QULL's -51.83%.

On 5-year performance, QULL leads with 16.17% vs -10.77% for DRN. 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 -10.77%. 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 0.99% for DRN.

DRN has the higher dividend yield at 1.98%, compared with 0.00% for QULL.

DRN is categorized as REIT, while QULL is Leveraged Equities. DRN tracks MSCI US REIT Index (300%), while QULL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: Direxion and UBS. Their fees differ too: 0.99% for DRN and 0.95% for QULL.

QULL currently has the higher Sharpe Ratio (1.50 vs 0.40), 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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