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LABU vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bull 3x Shares (LABU) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LABU

1D
2.26%
1M
34.26%
YTD
47.57%
6M
36.98%
1Y
324.35%
3Y*
23.36%
5Y*
-31.01%
10Y*
-7.18%

NTSD

1D
-2.11%
1M
-0.58%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABU vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between LABU and NTSD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.56

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Return for Risk

LABU vs. NTSD — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 9191
Overall Rank
LABU Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 8686
Sortino Ratio Rank
LABU Omega Ratio Rank: 7878
Omega Ratio Rank
LABU Calmar Ratio Rank: 9797
Calmar Ratio Rank
LABU Martin Ratio Rank: 9595
Martin Ratio Rank

NTSD

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LABU vs. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bull 3x Shares (LABU) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.


LABUNTSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

10.64

Martin ratioReturn relative to average drawdown

29.90

LABU vs. NTSD - Sharpe Ratio Comparison


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Drawdowns

LABU vs. NTSD - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for LABU and NTSD.


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Drawdown Indicators


LABUNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-5.58%

-93.60%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

Current Drawdown

Current decline from peak

-94.80%

-2.97%

-91.83%

Average Drawdown

Average peak-to-trough decline

-81.72%

-1.09%

-80.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

Volatility

LABU vs. NTSD - Volatility Comparison


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Volatility by Period


LABUNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.76%

Volatility (6M)

Calculated over the trailing 6-month period

63.07%

Volatility (1Y)

Calculated over the trailing 1-year period

78.78%

25.11%

+53.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.94%

25.11%

+70.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

25.11%

+70.33%

LABU vs. NTSD - Expense Ratio Comparison

LABU has a 1.12% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

LABU vs. NTSD - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.52%, while NTSD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.52%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LABU and NTSD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 1.12% for LABU.

LABU has the higher dividend yield at 0.52%, compared with 0.00% for NTSD.

They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 1.12% for LABU and 0.35% for NTSD.

Portfolio Optimizer

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