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LMTL vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMTL vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily LMT Bull 2X ETF (LMTL) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMTL achieves a 7.80% return, which is significantly lower than SPXL's 27.09% return.


LMTL

1D
1.99%
1M
-7.59%
6M
-13.45%
YTD
7.80%
1Y
3Y*
5Y*
10Y*

SPXL

1D
1.23%
1M
6.67%
6M
20.95%
YTD
27.09%
1Y
58.26%
3Y*
47.56%
5Y*
20.97%
10Y*
29.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMTL vs. SPXL - Yearly Performance Comparison


2026 (YTD)2025
LMTL
Direxion Daily LMT Bull 2X ETF
7.80%20.96%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
27.09%22.93%

Correlation

The correlation between LMTL and SPXL is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.05

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Return for Risk

LMTL vs. SPXL — Risk / Return Rank

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

LMTL

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


SPXL
SPXL Risk / Return Rank: 5454
Overall Rank
SPXL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5151
Omega Ratio Rank
SPXL Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6060
Martin Ratio Rank
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.

LMTL vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily LMT Bull 2X ETF (LMTL) and Direxion Daily S&P 500 Bull 3X ETF (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.

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.


LMTLSPXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.12

Martin ratioReturn relative to average drawdown

8.38

LMTL vs. SPXL - Sharpe Ratio Comparison


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Drawdowns

LMTL vs. SPXL - Drawdown Comparison

The maximum LMTL drawdown since its inception was -49.46%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for LMTL and SPXL.


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Drawdown Indicators


LMTLSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-49.46%

-76.86%

+27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

Max Drawdown (3Y)

Largest decline over 3 years

-48.95%

Max Drawdown (5Y)

Largest decline over 5 years

-63.80%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

Current Drawdown

Current decline from peak

-43.43%

-2.88%

-40.55%

Average Drawdown

Average peak-to-trough decline

-16.69%

-16.07%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

Volatility

LMTL vs. SPXL - Volatility Comparison


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Volatility by Period


LMTLSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.54%

Volatility (6M)

Calculated over the trailing 6-month period

29.97%

Volatility (1Y)

Calculated over the trailing 1-year period

51.11%

37.59%

+13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.11%

50.57%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.11%

53.38%

-2.27%

LMTL vs. SPXL - Expense Ratio Comparison

LMTL has a 1.07% expense ratio, which is higher than SPXL's 0.84% expense ratio.


Dividends

LMTL vs. SPXL - Dividend Comparison

LMTL's dividend yield for the trailing twelve months is around 4.23%, more than SPXL's 0.51% yield.


PositionTTM202520242023202220212020201920182017
LMTL
Direxion Daily LMT Bull 2X ETF
4.23%3.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.51%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


LMTL and SPXL have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXL is cheaper at 0.84% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXL is cheaper with a 0.84% expense ratio, compared with 1.07% for LMTL.

LMTL has the higher dividend yield at 4.23%, compared with 0.51% for SPXL.

Their fees differ too: 1.07% for LMTL and 0.84% for SPXL.

Portfolio Optimizer

Find the right allocation for LMTL and SPXL

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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