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IYF vs. SPXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYF and SPXL is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IYF vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financials ETF (IYF) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
456.66%
3,701.02%
IYF
SPXL

Key characteristics

Sharpe Ratio

IYF:

0.89

SPXL:

0.11

Sortino Ratio

IYF:

1.32

SPXL:

0.55

Omega Ratio

IYF:

1.19

SPXL:

1.08

Calmar Ratio

IYF:

1.14

SPXL:

0.12

Martin Ratio

IYF:

4.30

SPXL:

0.44

Ulcer Index

IYF:

4.39%

SPXL:

13.62%

Daily Std Dev

IYF:

21.28%

SPXL:

57.22%

Max Drawdown

IYF:

-79.09%

SPXL:

-76.86%

Current Drawdown

IYF:

-8.22%

SPXL:

-33.27%

Returns By Period

In the year-to-date period, IYF achieves a -0.93% return, which is significantly higher than SPXL's -25.30% return. Over the past 10 years, IYF has underperformed SPXL with an annualized return of 11.22%, while SPXL has yielded a comparatively higher 19.27% annualized return.


IYF

YTD

-0.93%

1M

-4.55%

6M

2.58%

1Y

19.73%

5Y*

18.55%

10Y*

11.22%

SPXL

YTD

-25.30%

1M

-15.21%

6M

-24.19%

1Y

7.52%

5Y*

31.36%

10Y*

19.27%

*Annualized

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IYF vs. SPXL - Expense Ratio Comparison

IYF has a 0.42% expense ratio, which is lower than SPXL's 1.02% expense ratio.


Expense ratio chart for SPXL: current value is 1.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPXL: 1.02%
Expense ratio chart for IYF: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYF: 0.42%

Risk-Adjusted Performance

IYF vs. SPXL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYF
The Risk-Adjusted Performance Rank of IYF is 7979
Overall Rank
The Sharpe Ratio Rank of IYF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IYF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IYF is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IYF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IYF is 8181
Martin Ratio Rank

SPXL
The Risk-Adjusted Performance Rank of SPXL is 3333
Overall Rank
The Sharpe Ratio Rank of SPXL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXL is 4141
Sortino Ratio Rank
The Omega Ratio Rank of SPXL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SPXL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SPXL is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYF vs. SPXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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 chart of Sharpe ratio for IYF, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
IYF: 0.89
SPXL: 0.11
The chart of Sortino ratio for IYF, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
IYF: 1.32
SPXL: 0.55
The chart of Omega ratio for IYF, currently valued at 1.19, compared to the broader market0.501.001.502.00
IYF: 1.19
SPXL: 1.08
The chart of Calmar ratio for IYF, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.0012.00
IYF: 1.14
SPXL: 0.12
The chart of Martin ratio for IYF, currently valued at 4.30, compared to the broader market0.0020.0040.0060.00
IYF: 4.30
SPXL: 0.44

The current IYF Sharpe Ratio is 0.89, which is higher than the SPXL Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of IYF and SPXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.11
IYF
SPXL

Dividends

IYF vs. SPXL - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.37%, more than SPXL's 1.07% yield.


TTM20242023202220212020201920182017201620152014
IYF
iShares U.S. Financials ETF
1.37%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
1.07%0.74%0.98%0.33%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%

Drawdowns

IYF vs. SPXL - Drawdown Comparison

The maximum IYF drawdown since its inception was -79.09%, roughly equal to the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for IYF and SPXL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.22%
-33.27%
IYF
SPXL

Volatility

IYF vs. SPXL - Volatility Comparison

The current volatility for iShares U.S. Financials ETF (IYF) is 13.84%, while Direxion Daily S&P 500 Bull 3X Shares (SPXL) has a volatility of 41.59%. This indicates that IYF experiences smaller price fluctuations and is considered to be less risky than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
13.84%
41.59%
IYF
SPXL