IUSA.DE vs. DXQLX
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX).
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. DXQLX is a passively managed fund by Direxion that tracks the performance of the . It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSA.DE or DXQLX.
Key characteristics
| IUSA.DE | DXQLX | |
|---|---|---|
| YTD Return | 31.76% | 41.05% |
| 1Y Return | 39.45% | 60.69% |
| 3Y Return (Ann) | 12.68% | 2.27% |
| 5Y Return (Ann) | 16.48% | 26.98% |
| 10Y Return (Ann) | 15.03% | 24.03% |
| Sharpe Ratio | 3.13 | 2.16 |
| Sortino Ratio | 4.25 | 2.68 |
| Omega Ratio | 1.65 | 1.36 |
| Calmar Ratio | 4.55 | 1.82 |
| Martin Ratio | 20.19 | 9.94 |
| Ulcer Index | 1.86% | 6.71% |
| Daily Std Dev | 11.93% | 30.70% |
| Max Drawdown | -50.54% | -91.88% |
| Current Drawdown | 0.00% | -0.11% |
Correlation
The correlation between IUSA.DE and DXQLX 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
IUSA.DE vs. DXQLX - Performance Comparison
In the year-to-date period, IUSA.DE achieves a 31.76% return, which is significantly lower than DXQLX's 41.05% return. Over the past 10 years, IUSA.DE has underperformed DXQLX with an annualized return of 15.03%, while DXQLX has yielded a comparatively higher 24.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUSA.DE vs. DXQLX - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than DXQLX's 1.39% expense ratio.
Risk-Adjusted Performance
IUSA.DE vs. DXQLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX). 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
IUSA.DE vs. DXQLX - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.97%, more than DXQLX's 0.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
IUSA.DE vs. DXQLX - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, smaller than the maximum DXQLX drawdown of -91.88%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and DXQLX. For additional features, visit the drawdowns tool.
Volatility
IUSA.DE vs. DXQLX - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) is 3.55%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 8.93%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than DXQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.