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DUSL vs. SOXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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DUSL vs. SOXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
24.34%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%79.29%

Returns By Period

In the year-to-date period, DUSL achieves a 13.88% return, which is significantly lower than SOXL's 24.34% return.


DUSL

1D
4.80%
1M
-23.66%
YTD
13.88%
6M
14.01%
1Y
63.08%
3Y*
39.99%
5Y*
18.86%
10Y*

SOXL

1D
9.08%
1M
-16.73%
YTD
24.34%
6M
41.78%
1Y
228.78%
3Y*
42.83%
5Y*
4.90%
10Y*
41.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DUSL vs. SOXL — Risk / Return Rank

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

DUSL
DUSL Risk / Return Rank: 6262
Overall Rank
DUSL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 6363
Sortino Ratio Rank
DUSL Omega Ratio Rank: 6161
Omega Ratio Rank
DUSL Calmar Ratio Rank: 6969
Calmar Ratio Rank
DUSL Martin Ratio Rank: 6262
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8686
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9393
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.

DUSL vs. SOXL - Risk-Adjusted Trends 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.


DUSLSOXLDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.93

-0.86

Sortino ratio

Return per unit of downside risk

1.66

2.46

-0.79

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.87

4.64

-2.78

Martin ratio

Return relative to average drawdown

6.50

14.09

-7.59

DUSL vs. SOXL - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 1.06, which is lower than the SOXL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DUSL and SOXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DUSLSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.93

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.05

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.36

-0.09

Correlation

The correlation between DUSL and SOXL is 0.59, 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.


Dividends

DUSL vs. SOXL - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 10.06%, more than SOXL's 0.15% yield.


TTM2025202420232022202120202019201820172016
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%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.15%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Drawdowns

DUSL vs. SOXL - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, 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.


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Drawdown Indicators


DUSLSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-85.74%

-90.46%

+4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-34.87%

-49.26%

+14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-58.43%

-90.46%

+32.03%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-23.66%

-27.28%

+3.62%

Average Drawdown

Average peak-to-trough decline

-22.15%

-35.34%

+13.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.00%

16.23%

-6.23%

Volatility

DUSL vs. SOXL - Volatility Comparison

The current volatility for Direxion Daily Industrials Bull 3X Shares (DUSL) is 20.09%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. This indicates that DUSL experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSLSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.09%

38.35%

-18.26%

Volatility (6M)

Calculated over the trailing 6-month period

36.06%

79.93%

-43.87%

Volatility (1Y)

Calculated over the trailing 1-year period

59.65%

119.50%

-59.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.02%

105.40%

-53.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.64%

97.72%

-36.08%