DXSLX vs. SSO

In the year-to-date period, DXSLX achieves a -7.97% return, which is significantly higher than SSO's -11.10% return. Over the past 10 years, DXSLX has underperformed SSO with an annualized return of 12.76%, while SSO has yielded a comparatively higher 17.91% annualized return.

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DXSLX has a 1.35% expense ratio, which is higher than SSO's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX) and ProShares Ultra S&P 500 (SSO). 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 DXSLX Sharpe Ratio is 0.02, which is lower than the SSO Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of DXSLX and SSO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DXSLX's dividend yield for the trailing twelve months is around 1.99%, more than SSO's 0.95% yield.

The maximum DXSLX drawdown since its inception was -89.55%, which is greater than SSO's maximum drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for DXSLX and SSO. For additional features, visit the drawdowns tool.