PortfoliosLab logo
DUSL vs. SPXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUSL and SPXL 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DUSL vs. SPXL - 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 S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
138.70%
350.61%
DUSL
SPXL

Key characteristics

Sharpe Ratio

DUSL:

0.20

SPXL:

0.30

Sortino Ratio

DUSL:

0.72

SPXL:

0.80

Omega Ratio

DUSL:

1.10

SPXL:

1.12

Calmar Ratio

DUSL:

0.24

SPXL:

0.35

Martin Ratio

DUSL:

0.72

SPXL:

1.21

Ulcer Index

DUSL:

16.87%

SPXL:

14.42%

Daily Std Dev

DUSL:

59.78%

SPXL:

57.11%

Max Drawdown

DUSL:

-85.74%

SPXL:

-76.86%

Current Drawdown

DUSL:

-26.78%

SPXL:

-28.70%

Returns By Period

In the year-to-date period, DUSL achieves a -4.26% return, which is significantly higher than SPXL's -20.17% return.


DUSL

YTD

-4.26%

1M

43.04%

6M

-10.34%

1Y

8.22%

5Y*

40.23%

10Y*

N/A

SPXL

YTD

-20.17%

1M

32.25%

6M

-14.70%

1Y

10.20%

5Y*

33.00%

10Y*

20.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DUSL vs. SPXL - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is lower than SPXL's 1.02% expense ratio.


Expense ratio chart for SPXL: current value is 1.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPXL: 1.02%
Expense ratio chart for DUSL: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DUSL: 1.01%

Risk-Adjusted Performance

DUSL vs. SPXL — 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 3535
Overall Rank
The Sharpe Ratio Rank of DUSL is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DUSL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DUSL is 3030
Martin Ratio Rank

SPXL
The Risk-Adjusted Performance Rank of SPXL is 4343
Overall Rank
The Sharpe Ratio Rank of SPXL is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXL is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SPXL is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SPXL is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SPXL is 4040
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. SPXL - 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 S&P 500 Bull 3X Shares (SPXL). 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 DUSL, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.00
DUSL: 0.20
SPXL: 0.30
The chart of Sortino ratio for DUSL, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
DUSL: 0.72
SPXL: 0.80
The chart of Omega ratio for DUSL, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
DUSL: 1.10
SPXL: 1.12
The chart of Calmar ratio for DUSL, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
DUSL: 0.24
SPXL: 0.35
The chart of Martin ratio for DUSL, currently valued at 0.72, compared to the broader market0.0020.0040.0060.00
DUSL: 0.72
SPXL: 1.21

The current DUSL Sharpe Ratio is 0.20, which is lower than the SPXL Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of DUSL and SPXL, 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 Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
0.20
0.30
DUSL
SPXL

Dividends

DUSL vs. SPXL - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 6.77%, more than SPXL's 1.00% yield.


TTM20242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
6.77%6.62%1.28%0.66%0.07%0.48%1.01%1.46%0.57%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
1.00%0.74%0.98%0.33%0.11%0.22%0.84%1.02%3.88%

Drawdowns

DUSL vs. SPXL - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, which is greater than SPXL's maximum drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for DUSL and SPXL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-26.78%
-28.70%
DUSL
SPXL

Volatility

DUSL vs. SPXL - Volatility Comparison

Direxion Daily Industrials Bull 3X Shares (DUSL) and Direxion Daily S&P 500 Bull 3X Shares (SPXL) have volatilities of 37.60% and 38.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
37.60%
38.39%
DUSL
SPXL