PortfoliosLab logoPortfoliosLab logo
DRN vs. SRET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRN vs. SRET - Performance Comparison

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

Loading graphics...

DRN vs. SRET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRN
Direxion Daily Real Estate Bull 3x Shares
1.41%-11.24%-5.29%12.03%-67.26%152.94%-55.37%81.86%-25.11%7.50%
SRET
Global X SuperDividend REIT ETF
-1.33%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%

Returns By Period

In the year-to-date period, DRN achieves a 1.41% return, which is significantly higher than SRET's -1.33% return. Over the past 10 years, DRN has underperformed SRET with an annualized return of -6.51%, while SRET has yielded a comparatively higher 1.15% annualized 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%

SRET

1D
1.82%
1M
-6.86%
YTD
-1.33%
6M
1.97%
1Y
8.44%
3Y*
7.46%
5Y*
1.30%
10Y*
1.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DRN vs. SRET - Expense Ratio Comparison

DRN has a 0.99% expense ratio, which is higher than SRET's 0.58% expense ratio.


Return for Risk

DRN vs. SRET — 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

SRET
SRET Risk / Return Rank: 3434
Overall Rank
SRET Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3131
Sortino Ratio Rank
SRET Omega Ratio Rank: 3131
Omega Ratio Rank
SRET Calmar Ratio Rank: 3535
Calmar Ratio Rank
SRET Martin Ratio Rank: 3939
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. SRET - Risk-Adjusted Trends Comparison

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


DRNSRETDifference

Sharpe ratio

Return per unit of total volatility

-0.30

0.60

-0.91

Sortino ratio

Return per unit of downside risk

-0.11

0.87

-0.99

Omega ratio

Gain probability vs. loss probability

0.98

1.12

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.37

0.82

-1.20

Martin ratio

Return relative to average drawdown

-1.00

3.45

-4.45

DRN vs. SRET - Sharpe Ratio Comparison

The current DRN Sharpe Ratio is -0.30, which is lower than the SRET Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DRN and SRET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DRNSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

0.60

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.08

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.05

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.04

+0.15

Correlation

The correlation between DRN and SRET is 0.73, 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. SRET - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 2.62%, less than SRET's 8.24% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SRET
Global X SuperDividend REIT ETF
8.24%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Drawdowns

DRN vs. SRET - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, which is greater than SRET's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for DRN and SRET.


Loading graphics...

Drawdown Indicators


DRNSRETDifference

Max Drawdown

Largest peak-to-trough decline

-86.32%

-66.98%

-19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-32.57%

-11.38%

-21.19%

Max Drawdown (5Y)

Largest decline over 5 years

-80.58%

-30.56%

-50.02%

Max Drawdown (10Y)

Largest decline over 10 years

-86.32%

-66.98%

-19.34%

Current Drawdown

Current decline from peak

-71.08%

-27.93%

-43.15%

Average Drawdown

Average peak-to-trough decline

-34.76%

-22.47%

-12.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

2.72%

+9.48%

Volatility

DRN vs. SRET - Volatility Comparison

Direxion Daily Real Estate Bull 3x Shares (DRN) has a higher volatility of 13.86% compared to Global X SuperDividend REIT ETF (SRET) at 5.49%. This indicates that DRN's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRNSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

5.49%

+8.37%

Volatility (6M)

Calculated over the trailing 6-month period

28.60%

8.35%

+20.25%

Volatility (1Y)

Calculated over the trailing 1-year period

48.60%

14.10%

+34.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.67%

16.54%

+40.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.62%

24.60%

+36.02%