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LABU vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. WNTR - 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 YieldMax MSTR Short Option Income Strategy ETF (WNTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LABU achieves a 60.40% return, which is significantly higher than WNTR's 6.73% return.


LABU

1D
2.48%
1M
-16.16%
6M
52.82%
YTD
60.40%
1Y
304.99%
3Y*
34.19%
5Y*
-26.26%
10Y*
-11.81%
ALL TIME*
-19.76%

WNTR

1D
-1.10%
1M
5.18%
6M
-1.23%
YTD
6.73%
1Y
100.15%
3Y*
5Y*
10Y*
ALL TIME*
43.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$91.15M$114.09M$118.39M
$4.24M$3.75M$3.99M

LABU vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between LABU and WNTR is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.28

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.31

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Return for Risk

LABU vs. WNTR — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 9494
Overall Rank
LABU Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 9090
Sortino Ratio Rank
LABU Omega Ratio Rank: 8686
Omega Ratio Rank
LABU Calmar Ratio Rank: 9898
Calmar Ratio Rank
LABU Martin Ratio Rank: 9696
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 5858
Overall Rank
WNTR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 5555
Sortino Ratio Rank
WNTR Omega Ratio Rank: 5858
Omega Ratio Rank
WNTR Calmar Ratio Rank: 5858
Calmar Ratio Rank
WNTR Martin Ratio Rank: 4646
Martin Ratio Rank
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.

LABU vs. WNTR - 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 YieldMax MSTR Short Option Income Strategy ETF (WNTR). 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.


LABUWNTRDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.12

Calmar ratioReturn relative to maximum drawdown

10.01

2.36

+7.65

Martin ratioReturn relative to average drawdown

25.01

5.96

+19.05

LABU vs. WNTR - Sharpe Ratio Comparison

The current LABU Sharpe Ratio is 3.81, which is higher than the WNTR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of LABU and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LABU vs. WNTR - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for LABU and WNTR.


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Drawdown Indicators


LABUWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-42.65%

-56.53%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-42.65%

+11.95%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.36%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

Current Drawdown

Current decline from peak

-94.35%

-12.93%

-81.42%

Average Drawdown

Average peak-to-trough decline

-81.85%

-20.10%

-61.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.27%

16.86%

-4.59%

Volatility

LABU vs. WNTR - Volatility Comparison

Direxion Daily S&P Biotech Bull 3x Shares (LABU) has a higher volatility of 24.65% compared to YieldMax MSTR Short Option Income Strategy ETF (WNTR) at 12.79%. This indicates that LABU's price experiences larger fluctuations and is considered to be riskier than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABUWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.65%

12.79%

+11.86%

Volatility (6M)

Calculated over the trailing 6-month period

63.88%

46.85%

+17.03%

Volatility (1Y)

Calculated over the trailing 1-year period

80.69%

54.57%

+26.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.01%

53.24%

+42.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.25%

53.24%

+42.01%

LABU vs. WNTR - Expense Ratio Comparison

LABU has a 0.96% expense ratio, which is lower than WNTR's 1.00% expense ratio.


Dividends

LABU vs. WNTR - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.40%, less than WNTR's 111.06% yield.


PositionTTM202520242023202220212020201920182017
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.40%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%
WNTR
YieldMax MSTR Short Option Income Strategy ETF
111.06%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LABU and WNTR have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABU has higher volatility (24.65%) compared to WNTR (12.79%). In terms of maximum drawdown, LABU dropped -99.18% vs WNTR's -42.65%.

On 1-year performance, LABU leads with 304.99% vs 100.15% for WNTR. On fees, LABU is cheaper at 0.96% per year. On volatility, WNTR has been the lower-risk option at 12.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LABU has performed better with a 304.99% return vs 100.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LABU is cheaper with a 0.96% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 111.06%, compared with 0.40% for LABU.

LABU is categorized as Leveraged Equities, while WNTR is Derivative Income. They also come from different issuers: Direxion and YieldMax. Their fees differ too: 0.96% for LABU and 1.00% for WNTR.

LABU currently has the higher Sharpe Ratio (3.81 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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