DXSLX vs. RYEUX
Compare and contrast key facts about Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Rydex Europe 1.25x Strategy Fund (RYEUX).
DXSLX is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index. It was launched on May 1, 2006. RYEUX is managed by Rydex Funds. It was launched on May 7, 2000.
Performance
DXSLX vs. RYEUX - Performance Comparison
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DXSLX vs. RYEUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | -13.57% | 25.05% | 37.66% | 39.91% | -37.35% | 59.07% | 27.52% | 61.52% | -14.82% | 98.50% |
RYEUX Rydex Europe 1.25x Strategy Fund | -5.46% | 32.95% | -2.61% | 19.53% | -12.87% | 18.73% | 0.35% | 29.80% | -18.72% | 28.14% |
Returns By Period
In the year-to-date period, DXSLX achieves a -13.57% return, which is significantly lower than RYEUX's -5.46% return. Over the past 10 years, DXSLX has outperformed RYEUX with an annualized return of 23.88%, while RYEUX has yielded a comparatively lower 7.62% annualized return.
DXSLX
- 1D
- -0.71%
- 1M
- -13.82%
- YTD
- -13.57%
- 6M
- -10.69%
- 1Y
- 18.71%
- 3Y*
- 23.11%
- 5Y*
- 13.19%
- 10Y*
- 23.88%
RYEUX
- 1D
- 0.54%
- 1M
- -14.25%
- YTD
- -5.46%
- 6M
- 0.04%
- 1Y
- 9.74%
- 3Y*
- 9.26%
- 5Y*
- 7.95%
- 10Y*
- 7.62%
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DXSLX vs. RYEUX - Expense Ratio Comparison
DXSLX has a 1.35% expense ratio, which is lower than RYEUX's 1.69% expense ratio.
Return for Risk
DXSLX vs. RYEUX — Risk / Return Rank
DXSLX
RYEUX
DXSLX vs. RYEUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and Rydex Europe 1.25x Strategy Fund (RYEUX). 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.
| DXSLX | RYEUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.41 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.69 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.55 | +0.19 |
Martin ratioReturn relative to average drawdown | 3.51 | 1.94 | +1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSLX | RYEUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.41 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.39 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.34 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.03 | +0.41 |
Correlation
The correlation between DXSLX and RYEUX 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.
Dividends
DXSLX vs. RYEUX - Dividend Comparison
DXSLX's dividend yield for the trailing twelve months is around 8.82%, more than RYEUX's 6.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSLX Direxion Monthly S&P 500 Bull 1.75X Fund | 8.82% | 7.93% | 10.57% | 0.00% | 0.00% | 7.89% | 2.42% | 4.41% | 7.21% | 34.95% | 0.00% | 25.71% |
RYEUX Rydex Europe 1.25x Strategy Fund | 6.30% | 5.95% | 12.32% | 0.67% | 0.00% | 0.00% | 5.03% | 0.46% | 8.58% | 0.25% | 0.91% | 0.15% |
Drawdowns
DXSLX vs. RYEUX - Drawdown Comparison
The maximum DXSLX drawdown since its inception was -91.80%, which is greater than RYEUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for DXSLX and RYEUX.
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Drawdown Indicators
| DXSLX | RYEUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -76.19% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -21.12% | -15.24% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -44.67% | -33.39% | -11.28% |
Max Drawdown (10Y)Largest decline over 10 years | -61.09% | -42.08% | -19.01% |
Current DrawdownCurrent decline from peak | -16.30% | -14.57% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -21.72% | -37.55% | +15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 4.30% | +0.15% |
Volatility
DXSLX vs. RYEUX - Volatility Comparison
The current volatility for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) is 7.65%, while Rydex Europe 1.25x Strategy Fund (RYEUX) has a volatility of 8.89%. This indicates that DXSLX experiences smaller price fluctuations and is considered to be less risky than RYEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSLX | RYEUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 8.89% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.04% | 13.65% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.26% | 21.55% | +10.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 20.69% | +10.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.56% | 22.46% | +16.10% |