DXQLX vs. IUSA.DE
Compare and contrast key facts about Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE).
DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXQLX or IUSA.DE.
Key characteristics
| DXQLX | IUSA.DE | |
|---|---|---|
| YTD Return | 40.63% | 31.80% |
| 1Y Return | 61.03% | 38.61% |
| 3Y Return (Ann) | 2.16% | 12.68% |
| 5Y Return (Ann) | 26.92% | 16.50% |
| 10Y Return (Ann) | 23.99% | 15.02% |
| Sharpe Ratio | 1.96 | 3.19 |
| Sortino Ratio | 2.48 | 4.32 |
| Omega Ratio | 1.34 | 1.67 |
| Calmar Ratio | 1.64 | 4.64 |
| Martin Ratio | 8.97 | 20.56 |
| Ulcer Index | 6.71% | 1.86% |
| Daily Std Dev | 30.65% | 11.91% |
| Max Drawdown | -91.88% | -50.54% |
| Current Drawdown | -0.41% | 0.00% |
Correlation
The correlation between DXQLX and IUSA.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DXQLX vs. IUSA.DE - Performance Comparison
In the year-to-date period, DXQLX achieves a 40.63% return, which is significantly higher than IUSA.DE's 31.80% return. Over the past 10 years, DXQLX has outperformed IUSA.DE with an annualized return of 23.99%, while IUSA.DE has yielded a comparatively lower 15.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DXQLX vs. IUSA.DE - Expense Ratio Comparison
DXQLX has a 1.39% expense ratio, which is higher than IUSA.DE's 0.07% expense ratio.
Risk-Adjusted Performance
DXQLX vs. IUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE). 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.
Dividends
DXQLX vs. IUSA.DE - Dividend Comparison
DXQLX's dividend yield for the trailing twelve months is around 0.32%, less than IUSA.DE's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 0.32% | 0.00% | 0.00% | 0.00% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.97% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
Drawdowns
DXQLX vs. IUSA.DE - Drawdown Comparison
The maximum DXQLX drawdown since its inception was -91.88%, which is greater than IUSA.DE's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for DXQLX and IUSA.DE. For additional features, visit the drawdowns tool.
Volatility
DXQLX vs. IUSA.DE - Volatility Comparison
Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a higher volatility of 8.87% compared to iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) at 3.53%. This indicates that DXQLX's price experiences larger fluctuations and is considered to be riskier than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.