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METU vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METU vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily META Bull 2X ETF (METU) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, METU achieves a -39.77% return, which is significantly lower than META's -15.51% return.


METU

1D
6.66%
1M
-11.31%
6M
-47.62%
YTD
-39.77%
1Y
-57.12%
3Y*
5Y*
10Y*
ALL TIME*
-11.55%

META

1D
3.28%
1M
-4.49%
6M
-22.16%
YTD
-15.51%
1Y
-25.53%
3Y*
20.28%
5Y*
9.53%
10Y*
16.39%
ALL TIME*
20.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.87B$11.79B$10.93B
$90.59M$138.47M$136.75M

METU vs. META - Yearly Performance Comparison


2026 (YTD)20252024
METU
Direxion Daily META Bull 2X ETF
-39.77%-1.01%28.79%
META
Meta Platforms, Inc.
-15.51%13.09%23.09%

Correlation

The correlation between METU and META is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

1.00

The correlation between METU and META has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

METU vs. META — Risk / Return Rank

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

METU
METU Risk / Return Rank: 22
Overall Rank
METU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
METU Sortino Ratio Rank: 33
Sortino Ratio Rank
METU Omega Ratio Rank: 33
Omega Ratio Rank
METU Calmar Ratio Rank: 11
Calmar Ratio Rank
METU Martin Ratio Rank: 00
Martin Ratio Rank

META
META Risk / Return Rank: 1111
Overall Rank
META Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
META Sortino Ratio Rank: 1414
Sortino Ratio Rank
META Omega Ratio Rank: 1414
Omega Ratio Rank
META Calmar Ratio Rank: 1111
Calmar Ratio Rank
META Martin Ratio Rank: 55
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.

METU vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily META Bull 2X ETF (METU) and Meta Platforms, Inc. (META). 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.


METUMETADifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.86

0.89

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.94

-0.84

-0.10

Martin ratioReturn relative to average drawdown

-1.51

-1.52

+0.01

METU vs. META - Sharpe Ratio Comparison

The current METU Sharpe Ratio is -0.78, which is comparable to the META Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of METU and META, 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

METU vs. META - Drawdown Comparison

The maximum METU drawdown since its inception was -63.90%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for METU and META.


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Drawdown Indicators


METUMETADifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-76.74%

+12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-63.59%

-33.30%

-30.29%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

Current Drawdown

Current decline from peak

-61.50%

-29.30%

-32.20%

Average Drawdown

Average peak-to-trough decline

-25.76%

-15.90%

-9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.50%

18.25%

+21.25%

Volatility

METU vs. META - Volatility Comparison

Direxion Daily META Bull 2X ETF (METU) has a higher volatility of 31.30% compared to Meta Platforms, Inc. (META) at 15.37%. This indicates that METU's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METUMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

31.30%

15.37%

+15.93%

Volatility (6M)

Calculated over the trailing 6-month period

61.17%

30.29%

+30.88%

Volatility (1Y)

Calculated over the trailing 1-year period

79.58%

39.78%

+39.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.03%

44.68%

+30.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.03%

39.10%

+35.93%

Dividends

METU vs. META - Dividend Comparison

METU's dividend yield for the trailing twelve months is around 4.61%, more than META's 0.38% yield.


PositionTTM20252024
META
Meta Platforms, Inc.
0.38%0.32%0.34%
METU
Direxion Daily META Bull 2X ETF
4.61%3.00%1.40%

Frequently Asked Questions


With a correlation of 1.00, METU and META move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

METU has higher volatility (31.30%) compared to META (15.37%). In terms of maximum drawdown, METU dropped -63.90% vs META's -76.74%.

META currently has the higher Sharpe Ratio (-0.73 vs -0.78), 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.

Portfolio Optimizer

Find the right allocation for METU and META

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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