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DRN vs. URE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRN and URE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DRN vs. URE - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
586.10%
715.17%
DRN
URE

Key characteristics

Sharpe Ratio

DRN:

0.39

URE:

0.54

Sortino Ratio

DRN:

0.88

URE:

0.95

Omega Ratio

DRN:

1.11

URE:

1.12

Calmar Ratio

DRN:

0.28

URE:

0.30

Martin Ratio

DRN:

1.18

URE:

1.70

Ulcer Index

DRN:

17.90%

URE:

11.64%

Daily Std Dev

DRN:

54.67%

URE:

36.70%

Max Drawdown

DRN:

-86.32%

URE:

-97.16%

Current Drawdown

DRN:

-70.30%

URE:

-57.98%

Returns By Period

In the year-to-date period, DRN achieves a -7.56% return, which is significantly lower than URE's -2.75% return. Over the past 10 years, DRN has underperformed URE with an annualized return of -5.09%, while URE has yielded a comparatively higher 2.72% annualized return.


DRN

YTD

-7.56%

1M

-10.05%

6M

-28.17%

1Y

21.81%

5Y*

2.05%

10Y*

-5.09%

URE

YTD

-2.75%

1M

-5.55%

6M

-16.98%

1Y

19.95%

5Y*

5.60%

10Y*

2.72%

*Annualized

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DRN vs. URE - Expense Ratio Comparison

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


Expense ratio chart for DRN: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRN: 0.99%
Expense ratio chart for URE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
URE: 0.95%

Risk-Adjusted Performance

DRN vs. URE — Risk-Adjusted Performance Rank

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

DRN
The Risk-Adjusted Performance Rank of DRN is 5252
Overall Rank
The Sharpe Ratio Rank of DRN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DRN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DRN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DRN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DRN is 4747
Martin Ratio Rank

URE
The Risk-Adjusted Performance Rank of URE is 5858
Overall Rank
The Sharpe Ratio Rank of URE is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of URE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of URE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of URE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of URE is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DRN vs. URE - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for DRN, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
DRN: 0.39
URE: 0.54
The chart of Sortino ratio for DRN, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
DRN: 0.88
URE: 0.95
The chart of Omega ratio for DRN, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
DRN: 1.11
URE: 1.12
The chart of Calmar ratio for DRN, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
DRN: 0.28
URE: 0.36
The chart of Martin ratio for DRN, currently valued at 1.18, compared to the broader market0.0020.0040.0060.00
DRN: 1.18
URE: 1.70

The current DRN Sharpe Ratio is 0.39, which is comparable to the URE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DRN and URE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.39
0.54
DRN
URE

Dividends

DRN vs. URE - Dividend Comparison

DRN's dividend yield for the trailing twelve months is around 2.70%, more than URE's 2.51% yield.


TTM20242023202220212020201920182017201620152014
DRN
Direxion Daily Real Estate Bull 3x Shares
2.70%2.25%2.84%2.70%4.21%1.91%2.59%3.12%0.92%0.00%0.00%0.00%
URE
ProShares Ultra Real Estate
2.51%2.09%1.32%1.26%0.58%0.94%1.10%1.54%0.93%1.23%0.81%1.24%

Drawdowns

DRN vs. URE - Drawdown Comparison

The maximum DRN drawdown since its inception was -86.32%, smaller than the maximum URE drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for DRN and URE. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-70.30%
-45.16%
DRN
URE

Volatility

DRN vs. URE - Volatility Comparison

Direxion Daily Real Estate Bull 3x Shares (DRN) has a higher volatility of 30.13% compared to ProShares Ultra Real Estate (URE) at 20.46%. This indicates that DRN's price experiences larger fluctuations and is considered to be riskier than URE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
30.13%
20.46%
DRN
URE