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LOFF vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOFF vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily SpaceX Bull 2X ETF (LOFF) 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


LOFF

1D
-5.94%
1M
-47.69%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

SPXL

1D
0.13%
1M
1.28%
6M
15.92%
YTD
18.54%
1Y
40.62%
3Y*
40.35%
5Y*
18.63%
10Y*
28.01%
ALL TIME*
27.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.23M$19.42M$33.43M
$416.77M$435.37M$528.71M

LOFF vs. SPXL - Yearly Performance Comparison


Correlation

The correlation between LOFF and SPXL is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 15, 2026

0.32

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Return for Risk

LOFF vs. SPXL — Risk / Return Rank

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

LOFF

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


SPXL
SPXL Risk / Return Rank: 4545
Overall Rank
SPXL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPXL Omega Ratio Rank: 4444
Omega Ratio Rank
SPXL Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPXL Martin Ratio Rank: 5252
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.

LOFF vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily SpaceX Bull 2X ETF (LOFF) 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.


LOFFSPXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.52

Martin ratioReturn relative to average drawdown

5.92

LOFF vs. SPXL - Sharpe Ratio Comparison


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Drawdowns

LOFF vs. SPXL - Drawdown Comparison

The maximum LOFF drawdown since its inception was -70.97%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for LOFF and SPXL.


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Drawdown Indicators


LOFFSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-70.97%

-76.86%

+5.89%

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

-70.97%

-9.42%

-61.55%

Average Drawdown

Average peak-to-trough decline

-46.12%

-16.05%

-30.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

Volatility

LOFF vs. SPXL - Volatility Comparison


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Volatility by Period


LOFFSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

Volatility (6M)

Calculated over the trailing 6-month period

29.66%

Volatility (1Y)

Calculated over the trailing 1-year period

169.72%

37.98%

+131.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.72%

50.53%

+119.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.72%

53.41%

+116.31%

LOFF vs. SPXL - Expense Ratio Comparison

LOFF has a 0.97% expense ratio, which is higher than SPXL's 0.84% expense ratio.


Dividends

LOFF vs. SPXL - Dividend Comparison

LOFF's dividend yield for the trailing twelve months is around 0.09%, less than SPXL's 0.55% yield.


PositionTTM202520242023202220212020201920182017
LOFF
Direxion Daily SpaceX Bull 2X ETF
0.09%0.00%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
0.55%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


LOFF and SPXL have a correlation of 0.32, 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 0.97% for LOFF.

SPXL has the higher dividend yield at 0.55%, compared with 0.09% for LOFF.

Their fees differ too: 0.97% for LOFF and 0.84% for SPXL.

Portfolio Optimizer

Find the right allocation for LOFF 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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