MSFU vs. MSFT
MSFU (Direxion Daily MSFT Bull 2X Shares) is Leveraged Equities fund tracking the Microsoft Corporation (200%), while MSFT (Microsoft Corporation) is a stock. Over the past 3 years, MSFU returned 3.90%/yr vs 12.25%/yr for MSFT. Their 0.99 correlation means they have historically moved very closely together.
Performance
MSFU vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MSFU achieves a -18.87% return, which is significantly lower than MSFT's -3.48% return.
MSFU
- 1D
- 5.90%
- 1M
- 37.88%
- 6M
- 4.85%
- YTD
- -18.87%
- 1Y
- -34.49%
- 3Y*
- 3.90%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.80%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.39B | $14.79B | $16.23B | |
| $236.35M | $210.49M | $216.20M |
MSFU vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSFU Direxion Daily MSFT Bull 2X Shares | -18.87% | 13.36% | 5.80% | 83.04% | -13.28% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -5.04% |
Correlation
The correlation between MSFU and MSFT 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 (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.99 |
The correlation between MSFU and MSFT has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
MSFU vs. MSFT — Risk / Return Rank
MSFU
MSFT
MSFU vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bull 2X Shares (MSFU) and Microsoft Corporation (MSFT). 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.
| MSFU | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.95 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.35 | -0.24 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.63 | -0.35 |
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Drawdowns
MSFU vs. MSFT - Drawdown Comparison
The maximum MSFU drawdown since its inception was -62.43%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSFU and MSFT.
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Drawdown Indicators
| MSFU | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.43% | -69.38% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -62.43% | -34.50% | -27.93% |
Max Drawdown (3Y)Largest decline over 3 years | -62.43% | -34.50% | -27.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -37.20% | -13.73% | -23.47% |
Average DrawdownAverage peak-to-trough decline | -18.02% | -21.80% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.69% | 19.35% | +18.34% |
Volatility
MSFU vs. MSFT - Volatility Comparison
Direxion Daily MSFT Bull 2X Shares (MSFU) has a higher volatility of 29.64% compared to Microsoft Corporation (MSFT) at 15.97%. This indicates that MSFU's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFU | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.64% | 15.97% | +13.67% |
Volatility (6M)Calculated over the trailing 6-month period | 51.29% | 26.41% | +24.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.22% | 31.93% | +31.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.57% | 28.00% | +21.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.57% | 27.62% | +21.95% |
Dividends
MSFU vs. MSFT - Dividend Comparison
MSFU's dividend yield for the trailing twelve months is around 9.13%, more than MSFT's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.77% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
MSFU Direxion Daily MSFT Bull 2X Shares | 9.13% | 8.15% | 7.00% | 2.11% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, MSFU and MSFT 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.
MSFU has higher volatility (29.64%) compared to MSFT (15.97%). In terms of maximum drawdown, MSFU dropped -62.43% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.39 vs -0.59), 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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