DUSL vs. USFR
DUSL (Direxion Daily Industrials Bull 3X Shares) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - DUSL is a Leveraged Equities fund tracking the Industrials Select Sector Index (300%), while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 5 years, DUSL returned 21.28%/yr vs 3.71%/yr for USFR. At a correlation of -0.01, they often move in opposite directions. DUSL charges 1.01%/yr vs 0.15%/yr for USFR.
Performance
DUSL vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, DUSL achieves a 38.51% return, which is significantly higher than USFR's 1.82% return.
DUSL
- 1D
- -6.26%
- 1M
- 9.86%
- YTD
- 38.51%
- 6M
- 33.48%
- 1Y
- 65.16%
- 3Y*
- 47.94%
- 5Y*
- 21.28%
- 10Y*
- —
USFR
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 1.82%
- 6M
- 1.92%
- 1Y
- 3.99%
- 3Y*
- 4.74%
- 5Y*
- 3.71%
- 10Y*
- 2.43%
DUSL vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSL Direxion Daily Industrials Bull 3X Shares | 38.51% | 37.50% | 34.75% | 37.23% | -31.17% | 60.72% | -19.77% | 90.70% | -46.28% | 47.58% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 0.97% |
Correlation
The correlation between DUSL and USFR is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since May 3, 2017 | -0.01 |
Over the past year, the inverse relationship between DUSL and USFR has strengthened: their correlation has moved from -0.01 to -0.21, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
DUSL vs. USFR — Risk / Return Rank
DUSL
USFR
DUSL vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DUSL | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.35 | ||
| Sortino ratioReturn per unit of downside risk | -48.24 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 13.31 | -12.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 201.33 | -199.39 |
| Martin ratioReturn relative to average drawdown | 6.38 | 779.76 | -773.38 |
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Drawdowns
DUSL vs. USFR - Drawdown Comparison
The maximum DUSL drawdown since its inception was -85.74%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DUSL and USFR.
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Drawdown Indicators
| DUSL | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.74% | -1.36% | -84.38% |
Max Drawdown (1Y)Largest decline over 1 year | -33.68% | -0.02% | -33.66% |
Max Drawdown (3Y)Largest decline over 3 years | -50.86% | -0.06% | -50.80% |
Max Drawdown (5Y)Largest decline over 5 years | -58.43% | -0.18% | -58.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -7.14% | 0.00% | -7.14% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -0.15% | -21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 0.01% | +10.23% |
Volatility
DUSL vs. USFR - Volatility Comparison
Direxion Daily Industrials Bull 3X Shares (DUSL) has a higher volatility of 19.06% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that DUSL's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSL | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.06% | 0.09% | +18.97% |
Volatility (6M)Calculated over the trailing 6-month period | 41.50% | 0.19% | +41.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.67% | 0.27% | +49.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.90% | 0.40% | +52.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.63% | 0.78% | +60.85% |
DUSL vs. USFR - Expense Ratio Comparison
DUSL has a 1.01% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
DUSL vs. USFR - Dividend Comparison
DUSL's dividend yield for the trailing twelve months is around 8.27%, more than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DUSL Direxion Daily Industrials Bull 3X Shares | 8.27% | 11.39% | 6.61% | 1.28% | 0.66% | 0.07% | 0.48% | 1.01% | 1.46% | 0.57% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.90% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
DUSL and USFR have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUSL has higher volatility (19.06%) compared to USFR (0.09%). In terms of maximum drawdown, DUSL dropped -85.74% vs USFR's -1.36%.
On 5-year performance, DUSL leads with 21.28% vs 3.71% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DUSL has performed better with a 21.28% return vs 3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USFR is cheaper with a 0.15% expense ratio, compared with 1.01% for DUSL.
DUSL has the higher dividend yield at 8.27%, compared with 3.90% for USFR.
DUSL is categorized as Leveraged Equities, while USFR is Government Bonds. DUSL tracks Industrials Select Sector Index (300%), while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 1.01% for DUSL and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.67 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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