IUSA.DE vs. DXQLX
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and DXQLX (Direxion Monthly NASDAQ-100 Bull 1.75X Fund) are both funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while DXQLX is a Leveraged Equities fund managed by Direxion. Over the past 10 years, IUSA.DE returned 15.16%/yr vs 34.80%/yr for DXQLX. At a 0.49 correlation, their price movements are largely independent. IUSA.DE charges 0.07%/yr vs 1.39%/yr for DXQLX.
Performance
IUSA.DE vs. DXQLX - Performance Comparison
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Different Trading Currencies
IUSA.DE is traded in EUR, while DXQLX is traded in USD. To make them comparable, the DXQLX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.42% return, which is significantly lower than DXQLX's 35.02% return. Over the past 10 years, IUSA.DE has underperformed DXQLX with an annualized return of 15.16%, while DXQLX has yielded a comparatively higher 34.80% annualized return.
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
DXQLX
- 1D
- -1.02%
- 1M
- 11.84%
- YTD
- 35.02%
- 6M
- 29.60%
- 1Y
- 68.60%
- 3Y*
- 40.27%
- 5Y*
- 23.84%
- 10Y*
- 34.80%
IUSA.DE vs. DXQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 35.02% | 14.56% | 48.45% | 91.66% | -55.10% | 67.65% | 84.38% | 83.41% | -80.67% | 639.45% |
Correlation
The correlation between IUSA.DE and DXQLX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.49 |
The correlation between IUSA.DE and DXQLX shifts across timeframes, from 0.49 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUSA.DE vs. DXQLX — Risk / Return Rank
IUSA.DE
DXQLX
IUSA.DE vs. DXQLX - Risk-Adjusted Trends 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.
| IUSA.DE | DXQLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.17 | +0.46 |
| Martin ratioReturn relative to average drawdown | 12.88 | 10.57 | +2.31 |
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
| IUSA.DE | DXQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.39 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.58 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.25 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.20 | +0.47 |
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 -95.48%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and DXQLX.
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Drawdown Indicators
| IUSA.DE | DXQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -95.48% | +44.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -20.92% | +13.84% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -40.90% | +17.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -58.26% | +34.92% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -86.17% | +52.54% |
Current DrawdownCurrent decline from peak | -0.46% | -1.24% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -45.88% | +38.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 6.26% | -4.26% |
Volatility
IUSA.DE vs. DXQLX - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 2.67%, while Direxion Monthly NASDAQ-100 Bull 1.75X Fund (DXQLX) has a volatility of 6.82%. 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.
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Volatility by Period
| IUSA.DE | DXQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 6.82% | -4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 20.29% | -12.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 27.75% | -16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 41.19% | -26.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 138.93% | -122.87% |
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.
Dividends
IUSA.DE vs. DXQLX - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, less than DXQLX's 11.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXQLX Direxion Monthly NASDAQ-100 Bull 1.75X Fund | 11.08% | 14.50% | 0.33% | 0.00% | 0.00% | 11.75% | 10.90% | 3.37% | 7.37% | 5.72% | 0.00% | 0.00% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
Frequently Asked Questions
IUSA.DE and DXQLX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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