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

Correlation

The correlation between DUSL and WEBL is 0.81, 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. WEBL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DUSL:

0.08

WEBL:

0.25

Sortino Ratio

DUSL:

0.61

WEBL:

0.82

Omega Ratio

DUSL:

1.08

WEBL:

1.11

Calmar Ratio

DUSL:

0.14

WEBL:

0.19

Martin Ratio

DUSL:

0.42

WEBL:

0.74

Ulcer Index

DUSL:

17.20%

WEBL:

22.40%

Daily Std Dev

DUSL:

59.80%

WEBL:

74.84%

Max Drawdown

DUSL:

-85.74%

WEBL:

-94.44%

Current Drawdown

DUSL:

-24.63%

WEBL:

-77.33%

Returns By Period

In the year-to-date period, DUSL achieves a -1.45% return, which is significantly higher than WEBL's -21.15% return.


DUSL

YTD

-1.45%

1M

31.27%

6M

-22.27%

1Y

4.00%

5Y*

39.02%

10Y*

N/A

WEBL

YTD

-21.15%

1M

34.12%

6M

-13.53%

1Y

20.14%

5Y*

-5.80%

10Y*

N/A

*Annualized

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DUSL vs. WEBL - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is lower than WEBL's 1.17% expense ratio.


Risk-Adjusted Performance

DUSL vs. WEBL — 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

WEBL
The Risk-Adjusted Performance Rank of WEBL is 4444
Overall Rank
The Sharpe Ratio Rank of WEBL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of WEBL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of WEBL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of WEBL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of WEBL is 3636
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. WEBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) and Daily Dow Jones Internet Bull 3X Shares (WEBL). 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 lower than the WEBL Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of DUSL and WEBL, 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. WEBL - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 6.58%, more than WEBL's 0.12% yield.


TTM20242023202220212020201920182017
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%
WEBL
Daily Dow Jones Internet Bull 3X Shares
0.12%0.00%0.00%0.00%4.79%0.00%0.06%0.00%0.00%

Drawdowns

DUSL vs. WEBL - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, smaller than the maximum WEBL drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for DUSL and WEBL. For additional features, visit the drawdowns tool.


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Volatility

DUSL vs. WEBL - Volatility Comparison

The current volatility for Direxion Daily Industrials Bull 3X Shares (DUSL) is 18.31%, while Daily Dow Jones Internet Bull 3X Shares (WEBL) has a volatility of 24.32%. This indicates that DUSL experiences smaller price fluctuations and is considered to be less risky than WEBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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