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KOMP vs. TSXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOMP vs. TSXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KOMP achieves a 10.19% return, which is significantly lower than TSXU's 81.53% return.


KOMP

1D
-0.09%
1M
-5.47%
6M
4.36%
YTD
10.19%
1Y
21.97%
3Y*
13.12%
5Y*
2.00%
10Y*
ALL TIME*
12.11%

TSXU

1D
1.53%
1M
-8.30%
6M
48.90%
YTD
81.53%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.68M$4.72M$6.88M
$8.58M$5.40M$2.96M

KOMP vs. TSXU - Yearly Performance Comparison


Correlation

The correlation between KOMP and TSXU is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.70

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Return for Risk

KOMP vs. TSXU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KOMP
KOMP Risk / Return Rank: 3333
Overall Rank
KOMP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KOMP Sortino Ratio Rank: 3131
Sortino Ratio Rank
KOMP Omega Ratio Rank: 3030
Omega Ratio Rank
KOMP Calmar Ratio Rank: 3636
Calmar Ratio Rank
KOMP Martin Ratio Rank: 3434
Martin Ratio Rank

TSXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KOMP vs. TSXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KOMPTSXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

1.27

Martin ratioReturn relative to average drawdown

3.28

KOMP vs. TSXU - Sharpe Ratio Comparison


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Drawdowns

KOMP vs. TSXU - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, which is greater than TSXU's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for KOMP and TSXU.


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Drawdown Indicators


KOMPTSXUDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-38.13%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

Max Drawdown (5Y)

Largest decline over 5 years

-45.38%

Current Drawdown

Current decline from peak

-12.68%

-26.61%

+13.93%

Average Drawdown

Average peak-to-trough decline

-21.42%

-11.77%

-9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

Volatility

KOMP vs. TSXU - Volatility Comparison


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Volatility by Period


KOMPTSXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.56%

Volatility (1Y)

Calculated over the trailing 1-year period

25.79%

92.64%

-66.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

92.64%

-67.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.12%

92.64%

-65.52%

KOMP vs. TSXU - Expense Ratio Comparison

KOMP has a 0.20% expense ratio, which is lower than TSXU's 1.05% expense ratio.


Dividends

KOMP vs. TSXU - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 1.58%, less than TSXU's 1.93% yield.


PositionTTM20252024202320222021202020192018
KOMP
State Street SPDR S&P Kensho New Economies Composite ETF
1.58%1.84%1.04%1.27%1.47%1.44%0.69%0.81%0.13%
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.93%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KOMP and TSXU have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KOMP is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KOMP is cheaper with a 0.20% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.93%, compared with 1.58% for KOMP.

KOMP is categorized as Technology Equities, while TSXU is Leveraged Equities. KOMP tracks S&P Kensho New Economies Composite Index, while TSXU tracks Solactive Semiconductor Top 5 Index (2x). They also come from different issuers: State Street and Direxion. Their fees differ too: 0.20% for KOMP and 1.05% for TSXU.

Portfolio Optimizer

Find the right allocation for KOMP and TSXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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