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DUSL vs. TPOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUSL vs. TPOR - 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 Transportation Bull 3X Shares (TPOR). The values are adjusted to include any dividend payments, if applicable.

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DUSL vs. TPOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
8.66%37.50%34.75%37.23%-31.17%60.72%-19.77%90.70%-46.28%48.29%
TPOR
Direxion Daily Transportation Bull 3X Shares
-6.16%3.26%-9.12%54.60%-58.70%105.18%-7.30%47.92%-44.95%52.32%

Returns By Period

In the year-to-date period, DUSL achieves a 8.66% return, which is significantly higher than TPOR's -6.16% return.


DUSL

1D
9.83%
1M
-25.04%
YTD
8.66%
6M
7.85%
1Y
57.49%
3Y*
37.81%
5Y*
17.75%
10Y*

TPOR

1D
8.50%
1M
-26.23%
YTD
-6.16%
6M
1.10%
1Y
19.21%
3Y*
5.54%
5Y*
-6.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUSL vs. TPOR - Expense Ratio Comparison

Both DUSL and TPOR have an expense ratio of 1.01%.


Return for Risk

DUSL vs. TPOR — Risk / Return Rank

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

DUSL
DUSL Risk / Return Rank: 6363
Overall Rank
DUSL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 6363
Sortino Ratio Rank
DUSL Omega Ratio Rank: 6161
Omega Ratio Rank
DUSL Calmar Ratio Rank: 7070
Calmar Ratio Rank
DUSL Martin Ratio Rank: 6363
Martin Ratio Rank

TPOR
TPOR Risk / Return Rank: 2525
Overall Rank
TPOR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TPOR Sortino Ratio Rank: 3232
Sortino Ratio Rank
TPOR Omega Ratio Rank: 3030
Omega Ratio Rank
TPOR Calmar Ratio Rank: 2424
Calmar Ratio Rank
TPOR Martin Ratio Rank: 2222
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. TPOR - 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 Transportation Bull 3X Shares (TPOR). 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.


DUSLTPORDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.25

+0.72

Sortino ratio

Return per unit of downside risk

1.57

0.92

+0.65

Omega ratio

Gain probability vs. loss probability

1.22

1.12

+0.10

Calmar ratio

Return relative to maximum drawdown

1.75

0.53

+1.22

Martin ratio

Return relative to average drawdown

6.16

1.52

+4.64

DUSL vs. TPOR - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 0.97, which is higher than the TPOR Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of DUSL and TPOR, 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


DUSLTPORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.25

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.09

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.05

+0.21

Correlation

The correlation between DUSL and TPOR is 0.83, 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. TPOR - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 10.54%, more than TPOR's 0.97% yield.


TTM202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
10.54%11.39%6.61%1.28%0.66%0.07%0.48%1.01%1.46%0.57%
TPOR
Direxion Daily Transportation Bull 3X Shares
0.97%0.91%1.43%1.51%0.00%0.00%0.10%0.96%1.22%8.70%

Drawdowns

DUSL vs. TPOR - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, roughly equal to the maximum TPOR drawdown of -87.59%. Use the drawdown chart below to compare losses from any high point for DUSL and TPOR.


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Drawdown Indicators


DUSLTPORDifference

Max Drawdown

Largest peak-to-trough decline

-85.74%

-87.59%

+1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-34.87%

-40.54%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-58.43%

-74.08%

+15.65%

Current Drawdown

Current decline from peak

-27.16%

-49.98%

+22.82%

Average Drawdown

Average peak-to-trough decline

-22.15%

-38.72%

+16.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

14.12%

-4.23%

Volatility

DUSL vs. TPOR - Volatility Comparison

The current volatility for Direxion Daily Industrials Bull 3X Shares (DUSL) is 19.84%, while Direxion Daily Transportation Bull 3X Shares (TPOR) has a volatility of 22.55%. This indicates that DUSL experiences smaller price fluctuations and is considered to be less risky than TPOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSLTPORDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

22.55%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

35.84%

43.22%

-7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

59.50%

77.10%

-17.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.98%

67.20%

-15.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.63%

71.08%

-9.45%