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

Correlation

The correlation between DUSL and UXI is 1.00, 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. UXI - Performance Comparison

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

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Key characteristics

Daily Std Dev

DUSL:

43.22%

UXI:

29.42%

Max Drawdown

DUSL:

-2.66%

UXI:

-1.68%

Current Drawdown

DUSL:

0.00%

UXI:

-0.16%

Returns By Period


DUSL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

UXI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DUSL vs. UXI - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is higher than UXI's 0.95% expense ratio.


Risk-Adjusted Performance

DUSL vs. UXI — 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 3434
Overall Rank
The Sharpe Ratio Rank of DUSL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 4343
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

UXI
The Risk-Adjusted Performance Rank of UXI is 4343
Overall Rank
The Sharpe Ratio Rank of UXI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of UXI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of UXI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of UXI is 4545
Calmar Ratio Rank
The Martin Ratio Rank of UXI 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. UXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and ProShares Ultra Industrials (UXI). 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.



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Dividends

DUSL vs. UXI - Dividend Comparison

DUSL has not paid dividends to shareholders, while UXI's dividend yield for the trailing twelve months is around 0.39%.


TTM20242023202220212020201920182017201620152014
DUSL
Direxion Daily Industrials Bull 3X Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UXI
ProShares Ultra Industrials
0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DUSL vs. UXI - Drawdown Comparison

The maximum DUSL drawdown since its inception was -2.66%, which is greater than UXI's maximum drawdown of -1.68%. Use the drawdown chart below to compare losses from any high point for DUSL and UXI. For additional features, visit the drawdowns tool.


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Volatility

DUSL vs. UXI - Volatility Comparison


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