METU vs. PHM
METU (Direxion Daily META Bull 2X ETF) is Leveraged Equities fund actively managed by Direxion, while PHM (PulteGroup, Inc.) is a stock. Over the past year, METU returned -45.28% vs 22.19% for PHM. At a 0.09 correlation, their price movements are largely independent.
Performance
METU vs. PHM - Performance Comparison
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Returns By Period
In the year-to-date period, METU achieves a -34.42% return, which is significantly lower than PHM's 5.26% return.
METU
- 1D
- -0.71%
- 1M
- -16.47%
- YTD
- -34.42%
- 6M
- -31.54%
- 1Y
- -45.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PHM
- 1D
- -0.67%
- 1M
- 11.86%
- YTD
- 5.26%
- 6M
- -2.17%
- 1Y
- 22.19%
- 3Y*
- 19.48%
- 5Y*
- 18.86%
- 10Y*
- 22.20%
METU vs. PHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METU Direxion Daily META Bull 2X ETF | -34.42% | -1.01% | 28.79% |
PHM PulteGroup, Inc. | 5.26% | 8.54% | -3.05% |
Correlation
The correlation between METU and PHM 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 (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.09 |
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Return for Risk
METU vs. PHM — Risk / Return Rank
METU
PHM
METU vs. PHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily META Bull 2X ETF (METU) and PulteGroup, Inc. (PHM). 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.
| METU | PHM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.13 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 0.85 | -1.62 |
| Martin ratioReturn relative to average drawdown | -1.36 | 1.66 | -3.02 |
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Drawdowns
METU vs. PHM - Drawdown Comparison
The maximum METU drawdown since its inception was -61.85%, smaller than the maximum PHM drawdown of -92.40%. Use the drawdown chart below to compare losses from any high point for METU and PHM.
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Drawdown Indicators
| METU | PHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.85% | -92.40% | +30.55% |
Max Drawdown (1Y)Largest decline over 1 year | -61.52% | -22.60% | -38.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -38.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.11% | — |
Current DrawdownCurrent decline from peak | -58.08% | -16.36% | -41.72% |
Average DrawdownAverage peak-to-trough decline | -23.93% | -35.47% | +11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 11.62% | +22.84% |
Volatility
METU vs. PHM - Volatility Comparison
Direxion Daily META Bull 2X ETF (METU) has a higher volatility of 20.46% compared to PulteGroup, Inc. (PHM) at 9.64%. This indicates that METU's price experiences larger fluctuations and is considered to be riskier than PHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| METU | PHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.46% | 9.64% | +10.82% |
Volatility (6M)Calculated over the trailing 6-month period | 54.04% | 23.60% | +30.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.96% | 34.34% | +36.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.35% | 34.72% | +37.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.35% | 36.49% | +35.86% |
Dividends
METU vs. PHM - Dividend Comparison
METU's dividend yield for the trailing twelve months is around 4.71%, more than PHM's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
METU Direxion Daily META Bull 2X ETF | 4.71% | 3.00% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PHM PulteGroup, Inc. | 0.78% | 0.78% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% |
Frequently Asked Questions
METU and PHM 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.
METU has higher volatility (20.46%) compared to PHM (9.64%). In terms of maximum drawdown, METU dropped -61.85% vs PHM's -92.40%.
PHM currently has the higher Sharpe Ratio (0.56 vs -0.66), 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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