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

Correlation

The correlation between DUSL and UPRO 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.


Performance

DUSL vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Industrials Bull 3X Shares (DUSL) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DUSL:

0.08

UPRO:

0.09

Sortino Ratio

DUSL:

0.61

UPRO:

0.57

Omega Ratio

DUSL:

1.08

UPRO:

1.08

Calmar Ratio

DUSL:

0.14

UPRO:

0.14

Martin Ratio

DUSL:

0.42

UPRO:

0.47

Ulcer Index

DUSL:

17.20%

UPRO:

14.84%

Daily Std Dev

DUSL:

59.80%

UPRO:

57.28%

Max Drawdown

DUSL:

-85.74%

UPRO:

-76.82%

Current Drawdown

DUSL:

-24.63%

UPRO:

-28.49%

Returns By Period

In the year-to-date period, DUSL achieves a -1.45% return, which is significantly higher than UPRO's -19.89% return.


DUSL

YTD

-1.45%

1M

20.33%

6M

-22.27%

1Y

4.46%

5Y*

38.06%

10Y*

N/A

UPRO

YTD

-19.89%

1M

9.30%

6M

-25.66%

1Y

5.38%

5Y*

30.55%

10Y*

20.38%

*Annualized

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DUSL vs. UPRO - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is higher than UPRO's 0.92% expense ratio.


Risk-Adjusted Performance

DUSL vs. UPRO — 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 3333
Overall Rank
The Sharpe Ratio Rank of DUSL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 4242
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

UPRO
The Risk-Adjusted Performance Rank of UPRO is 3434
Overall Rank
The Sharpe Ratio Rank of UPRO is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 4444
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 2929
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. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and ProShares UltraPro S&P 500 (UPRO). 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 current DUSL Sharpe Ratio is 0.08, which is comparable to the UPRO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of DUSL and UPRO, 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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Dividends

DUSL vs. UPRO - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 6.58%, more than UPRO's 1.25% yield.


TTM20242023202220212020201920182017201620152014
DUSL
Direxion Daily Industrials Bull 3X Shares
6.58%6.62%1.28%0.66%0.07%0.48%1.01%1.46%0.57%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
1.25%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

DUSL vs. UPRO - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for DUSL and UPRO. For additional features, visit the drawdowns tool.


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Volatility

DUSL vs. UPRO - Volatility Comparison


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