PortfoliosLab logoPortfoliosLab logo
MSFU vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFU vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MSFT Bull 2X Shares (MSFU) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MSFU achieves a -27.58% return, which is significantly lower than IBIC's 2.34% return.


MSFU

1D
0.23%
1M
7.06%
YTD
-27.58%
6M
-27.68%
1Y
-26.77%
3Y*
-0.38%
5Y*
10Y*

IBIC

1D
-0.03%
1M
0.28%
YTD
2.34%
6M
2.50%
1Y
4.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFU vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
MSFU
Direxion Daily MSFT Bull 2X Shares
-27.58%13.36%5.80%19.27%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.34%4.96%5.25%2.17%

Correlation

The correlation between MSFU and IBIC is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.06

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MSFU vs. IBIC — Risk / Return Rank

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

MSFU
MSFU Risk / Return Rank: 55
Overall Rank
MSFU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSFU Sortino Ratio Rank: 55
Sortino Ratio Rank
MSFU Omega Ratio Rank: 55
Omega Ratio Rank
MSFU Calmar Ratio Rank: 55
Calmar Ratio Rank
MSFU Martin Ratio Rank: 55
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

MSFU vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bull 2X Shares (MSFU) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


MSFUIBICDifference
Sharpe ratioReturn per unit of total volatility

-5.52

Sortino ratioReturn per unit of downside risk

-9.49

Omega ratioGain probability vs. loss probability

0.94

2.22

-1.28

Calmar ratioReturn relative to maximum drawdown

-0.45

17.09

-17.54

Martin ratioReturn relative to average drawdown

-0.86

66.52

-67.38

MSFU vs. IBIC - Sharpe Ratio Comparison

The current MSFU Sharpe Ratio is -0.54, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of MSFU and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MSFUIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

4.99

-5.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

3.48

-3.29

Drawdowns

MSFU vs. IBIC - Drawdown Comparison

The maximum MSFU drawdown since its inception was -59.83%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for MSFU and IBIC.


Loading charts...

Drawdown Indicators


MSFUIBICDifference

Max Drawdown

Largest peak-to-trough decline

-59.83%

-0.90%

-58.93%

Max Drawdown (1Y)

Largest decline over 1 year

-59.83%

-0.26%

-59.57%

Max Drawdown (3Y)

Largest decline over 3 years

-59.83%

Current Drawdown

Current decline from peak

-43.94%

-0.16%

-43.78%

Average Drawdown

Average peak-to-trough decline

-16.54%

-0.10%

-16.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.08%

0.07%

+31.01%

Volatility

MSFU vs. IBIC - Volatility Comparison

Direxion Daily MSFT Bull 2X Shares (MSFU) has a higher volatility of 19.71% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.32%. This indicates that MSFU's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MSFUIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.71%

0.32%

+19.39%

Volatility (6M)

Calculated over the trailing 6-month period

45.31%

0.67%

+44.64%

Volatility (1Y)

Calculated over the trailing 1-year period

50.14%

0.90%

+49.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.30%

1.58%

+44.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.30%

1.58%

+44.72%

MSFU vs. IBIC - Expense Ratio Comparison

MSFU has a 1.04% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

MSFU vs. IBIC - Dividend Comparison

MSFU's dividend yield for the trailing twelve months is around 10.93%, more than IBIC's 3.59% yield.


PositionTTM2025202420232022
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%
MSFU
Direxion Daily MSFT Bull 2X Shares
10.93%8.15%7.00%2.11%0.54%

Frequently Asked Questions


MSFU and IBIC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFU has higher volatility (19.71%) compared to IBIC (0.32%). In terms of maximum drawdown, MSFU dropped -59.83% vs IBIC's -0.90%.

On 1-year performance, IBIC leads with 4.49% vs -26.77% for MSFU. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIC has performed better with a 4.49% return vs -26.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 1.04% for MSFU.

MSFU has the higher dividend yield at 10.93%, compared with 3.59% for IBIC.

MSFU is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. MSFU tracks Microsoft Corporation (150%), while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.04% for MSFU and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs -0.54), 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 MSFU and IBIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer