DUSL vs. QUAL
Compare and contrast key facts about Direxion Daily Industrials Bull 3X Shares (DUSL) and iShares MSCI USA Quality Factor ETF (QUAL).
DUSL and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DUSL is a passively managed fund by Direxion that tracks the performance of the Industrials Select Sector Index (300%). It was launched on May 3, 2017. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Jul 18, 2013. Both DUSL and QUAL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DUSL vs. QUAL - Performance Comparison
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DUSL vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSL Direxion Daily Industrials Bull 3X Shares | 13.88% | 37.50% | 34.75% | 37.23% | -31.17% | 60.72% | -19.77% | 90.70% | -46.28% | 48.29% |
QUAL iShares MSCI USA Quality Factor ETF | -2.74% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 17.04% | 33.89% | -5.70% | 14.87% |
Returns By Period
In the year-to-date period, DUSL achieves a 13.88% return, which is significantly higher than QUAL's -2.74% return.
DUSL
- 1D
- 4.80%
- 1M
- -23.66%
- YTD
- 13.88%
- 6M
- 14.01%
- 1Y
- 63.08%
- 3Y*
- 39.99%
- 5Y*
- 18.86%
- 10Y*
- —
QUAL
- 1D
- 0.50%
- 1M
- -5.52%
- YTD
- -2.74%
- 6M
- -1.05%
- 1Y
- 13.65%
- 3Y*
- 17.10%
- 5Y*
- 10.71%
- 10Y*
- 12.99%
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DUSL vs. QUAL - Expense Ratio Comparison
DUSL has a 1.01% expense ratio, which is higher than QUAL's 0.15% expense ratio.
Return for Risk
DUSL vs. QUAL — Risk / Return Rank
DUSL
QUAL
DUSL vs. QUAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and iShares MSCI USA Quality Factor ETF (QUAL). 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.
| DUSL | QUAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.79 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.24 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.21 | +0.66 |
Martin ratioReturn relative to average drawdown | 6.50 | 5.50 | +1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUSL | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.79 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.62 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.75 | -0.48 |
Correlation
The correlation between DUSL and QUAL is 0.79, 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
DUSL vs. QUAL - Dividend Comparison
DUSL's dividend yield for the trailing twelve months is around 10.06%, more than QUAL's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSL Direxion Daily Industrials Bull 3X Shares | 10.06% | 11.39% | 6.61% | 1.28% | 0.66% | 0.07% | 0.48% | 1.01% | 1.46% | 0.57% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Drawdowns
DUSL vs. QUAL - Drawdown Comparison
The maximum DUSL drawdown since its inception was -85.74%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for DUSL and QUAL.
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Drawdown Indicators
| DUSL | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.74% | -34.06% | -51.68% |
Max Drawdown (1Y)Largest decline over 1 year | -34.87% | -11.52% | -23.35% |
Max Drawdown (5Y)Largest decline over 5 years | -58.43% | -28.23% | -30.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -23.66% | -5.97% | -17.69% |
Average DrawdownAverage peak-to-trough decline | -22.15% | -4.15% | -18.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.00% | 2.53% | +7.47% |
Volatility
DUSL vs. QUAL - Volatility Comparison
Direxion Daily Industrials Bull 3X Shares (DUSL) has a higher volatility of 20.09% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 5.36%. This indicates that DUSL's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSL | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.09% | 5.36% | +14.73% |
Volatility (6M)Calculated over the trailing 6-month period | 36.06% | 9.30% | +26.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.65% | 17.46% | +42.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.02% | 17.34% | +34.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.64% | 18.08% | +43.56% |