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

Key characteristics


DUSLTECL
YTD Return18.62%0.86%
1Y Return76.71%102.44%
3Y Return (Ann)7.34%9.52%
5Y Return (Ann)9.95%33.05%
Sharpe Ratio1.692.09
Daily Std Dev39.50%53.43%
Max Drawdown-85.74%-77.96%
Current Drawdown-9.67%-25.17%

Correlation

-0.50.00.51.00.6

The correlation between DUSL and TECL is 0.61, 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.

Performance

DUSL vs. TECL - Performance Comparison

In the year-to-date period, DUSL achieves a 18.62% return, which is significantly higher than TECL's 0.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
93.45%
67.65%
DUSL
TECL

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Direxion Daily Industrials Bull 3X Shares

Direxion Daily Technology Bull 3X Shares

DUSL vs. TECL - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is lower than TECL's 1.08% expense ratio.


TECL
Direxion Daily Technology Bull 3X Shares
Expense ratio chart for TECL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for DUSL: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

DUSL vs. TECL - 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 Technology Bull 3X Shares (TECL). 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
Sharpe ratio
The chart of Sharpe ratio for DUSL, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for DUSL, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.002.33
Omega ratio
The chart of Omega ratio for DUSL, currently valued at 1.27, compared to the broader market1.001.502.001.27
Calmar ratio
The chart of Calmar ratio for DUSL, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.001.50
Martin ratio
The chart of Martin ratio for DUSL, currently valued at 5.30, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.30
TECL
Sharpe ratio
The chart of Sharpe ratio for TECL, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.09
Sortino ratio
The chart of Sortino ratio for TECL, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.002.57
Omega ratio
The chart of Omega ratio for TECL, currently valued at 1.31, compared to the broader market1.001.502.001.31
Calmar ratio
The chart of Calmar ratio for TECL, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for TECL, currently valued at 8.68, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.68

DUSL vs. TECL - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 1.69, which roughly equals the TECL Sharpe Ratio of 2.09. The chart below compares the 12-month rolling Sharpe Ratio of DUSL and TECL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.69
2.09
DUSL
TECL

Dividends

DUSL vs. TECL - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 1.15%, more than TECL's 0.33% yield.


TTM2023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
1.15%1.28%0.66%0.07%0.48%1.01%1.46%0.57%
TECL
Direxion Daily Technology Bull 3X Shares
0.33%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Drawdowns

DUSL vs. TECL - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, which is greater than TECL's maximum drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for DUSL and TECL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.67%
-25.17%
DUSL
TECL

Volatility

DUSL vs. TECL - Volatility Comparison

The current volatility for Direxion Daily Industrials Bull 3X Shares (DUSL) is 11.01%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 15.74%. This indicates that DUSL experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2024FebruaryMarchApril
11.01%
15.74%
DUSL
TECL