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DUSL vs. SOXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUSL and SOXL is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DUSL vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Industrials Bull 3X Shares (DUSL) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DUSL:

43.22%

SOXL:

127.74%

Max Drawdown

DUSL:

-2.66%

SOXL:

-90.46%

Current Drawdown

DUSL:

0.00%

SOXL:

-80.15%

Returns By Period


DUSL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SOXL

YTD

-48.17%

1M

37.93%

6M

-59.92%

1Y

-65.25%

5Y*

11.45%

10Y*

20.66%

*Annualized

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DUSL vs. SOXL - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is higher than SOXL's 0.99% expense ratio.


Risk-Adjusted Performance

DUSL vs. SOXL — Risk-Adjusted Performance Rank

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

DUSL
The Risk-Adjusted Performance Rank of DUSL is 3434
Overall Rank
The Sharpe Ratio Rank of DUSL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DUSL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DUSL is 2727
Martin Ratio Rank

SOXL
The Risk-Adjusted Performance Rank of SOXL is 66
Overall Rank
The Sharpe Ratio Rank of SOXL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SOXL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SOXL is 00
Calmar Ratio Rank
The Martin Ratio Rank of SOXL is 33
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.

DUSL vs. SOXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.



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Dividends

DUSL vs. SOXL - Dividend Comparison

DUSL has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 2.49%.


TTM20242023202220212020201920182017201620152014
DUSL
Direxion Daily Industrials Bull 3X Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
2.49%1.18%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%

Drawdowns

DUSL vs. SOXL - Drawdown Comparison

The maximum DUSL drawdown since its inception was -2.66%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for DUSL and SOXL. For additional features, visit the drawdowns tool.


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Volatility

DUSL vs. SOXL - Volatility Comparison


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