DURA vs. NVDU

Last updated Jun 24, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and NVDU (Direxion Daily NVDA Bull 2X Shares ETF) are both exchange-traded funds - DURA is a Large Cap Blend Equities fund tracking the Morningstar US Dividend Valuation Index, while NVDU is a Leveraged Equities fund actively managed by Direxion. DURA is passively managed, while NVDU is actively managed. Over the past year, DURA returned 20.37% vs 51.92% for NVDU. At a correlation of -0.05, they often move in opposite directions. DURA charges 0.29%/yr vs 1.04%/yr for NVDU.

Performance

DURA vs. NVDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Direxion Daily NVDA Bull 2X Shares ETF (NVDU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 12.23% return, which is significantly higher than NVDU's 2.08% return.

DURA

• 1D: 0.41%
• 1M: -2.77%
• YTD: 12.23%
• 6M: 12.16%
• 1Y: 20.37%
• 3Y*: 10.25%
• 5Y*: 7.63%
• 10Y*: —

NVDU

• 1D: -8.71%
• 1M: -16.05%
• YTD: 2.08%
• 6M: -1.18%
• 1Y: 51.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DURA vs. NVDU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DURA VanEck Vectors Morningstar Durable Dividend ETF	12.23%	7.61%	8.51%	1.14%
NVDU Direxion Daily NVDA Bull 2X Shares ETF	2.08%	33.65%	289.29%	12.08%

Correlation

The correlation between DURA and NVDU is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	-0.05

The correlation between DURA and NVDU shifts across timeframes, from -0.17 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

DURA vs. NVDU - Sectors Allocation Comparison

Sectors	DURA	NVDU
Consumer Defensive	22.1%	-
Healthcare	14.3%	-
Energy	13.8%	-
Technology	11.2%	100.0%
Financial Services	9.0%	-
Communication Services	8.8%	-
Utilities	6.6%	-
Consumer Cyclical	6.3%	-
Industrials	6.0%	-
Basic Materials	1.9%	-
Real Estate	-	-

Return for Risk

DURA vs. NVDU — Risk / Return Rank

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

DURA

DURA Risk / Return Rank: 50
DURA Sharpe Ratio Rank: 41
DURA Sortino Ratio Rank: 44
DURA Omega Ratio Rank: 52
DURA Calmar Ratio Rank: 52
DURA Martin Ratio Rank: 59

NVDU

NVDU Risk / Return Rank: 24
NVDU Sharpe Ratio Rank: 22
NVDU Sortino Ratio Rank: 26
NVDU Omega Ratio Rank: 25
NVDU Calmar Ratio Rank: 26
NVDU Martin Ratio Rank: 22

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.

DURA vs. NVDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Direxion Daily NVDA Bull 2X Shares ETF (NVDU). 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.

	DURA	NVDU	Difference
Sharpe ratio: Return per unit of total volatility	1.38	0.74	+0.64
Sortino ratio: Return per unit of downside risk	2.08	1.40	+0.68
Omega ratio: Gain probability vs. loss probability	1.31	1.17	+0.14
Calmar ratio: Return relative to maximum drawdown	2.40	1.23	+1.16
Martin ratio: Return relative to average drawdown	9.72	2.70	+7.02

DURA vs. NVDU - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.38, which is higher than the NVDU Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DURA and NVDU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DURA vs. NVDU - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, smaller than the maximum NVDU drawdown of -67.27%. Use the drawdown chart below to compare losses from any high point for DURA and NVDU.

Drawdown Indicators

	DURA	NVDU	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-67.27%	+34.12%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-42.27%	+33.74%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	—	—
Current Drawdown Current decline from peak	-2.77%	-30.48%	+27.71%
Average Drawdown Average peak-to-trough decline	-3.91%	-18.91%	+15.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	19.30%	-17.20%

Volatility

DURA vs. NVDU - Volatility Comparison

The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 3.22%, while Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a volatility of 26.33%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than NVDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURA	NVDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	26.33%	-23.11%
Volatility (6M) Calculated over the trailing 6-month period	7.78%	53.28%	-45.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	70.48%	-55.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.61%	91.03%	-77.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.95%	91.03%	-74.08%

DURA vs. NVDU - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than NVDU's 1.04% expense ratio.

Dividends

DURA vs. NVDU - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.31%, less than NVDU's 5.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.31%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%
NVDU Direxion Daily NVDA Bull 2X Shares ETF	5.68%	5.68%	16.85%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DURA and NVDU in my portfolio?

DURA and NVDU have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or NVDU?

NVDU has higher volatility (26.33%) compared to DURA (3.22%). In terms of maximum drawdown, DURA dropped -33.15% vs NVDU's -67.27%.

Which ETF is better, DURA or NVDU?

On 1-year performance, NVDU leads with 51.92% vs 20.37% for DURA. On fees, DURA is cheaper at 0.29% per year. On volatility, DURA has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or NVDU?

Over the 1-year period, NVDU has performed better with a 51.92% return vs 20.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or NVDU?

DURA is cheaper with a 0.29% expense ratio, compared with 1.04% for NVDU.

Which ETF pays a higher dividend yield, DURA or NVDU?

NVDU has the higher dividend yield at 5.68%, compared with 3.31% for DURA.

What is the main difference between DURA and NVDU?

DURA is categorized as Large Cap Blend Equities, while NVDU is Leveraged Equities. They also come from different issuers: VanEck and Direxion. Their fees differ too: 0.29% for DURA and 1.04% for NVDU.

Which has better risk-adjusted returns?

DURA currently has the higher Sharpe Ratio (1.38 vs 0.74), 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.