PortfoliosLab logoPortfoliosLab logo
MUU vs. DUOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUU vs. DUOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MU Bull 2X Shares (MUU) and Leverage Shares 2X Long DUOL Daily ETF (DUOG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MUU achieves a 451.56% return, which is significantly higher than DUOG's -55.92% return.


MUU

1D
0.22%
1M
-27.29%
6M
233.36%
YTD
451.56%
1Y
3,034.71%
3Y*
5Y*
10Y*
ALL TIME*
458.18%

DUOG

1D
-2.61%
1M
5.22%
6M
5.42%
YTD
-55.92%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$402.79K$350.33K$687.09K
$1.51B$1.48B$2.30B

MUU vs. DUOG - Yearly Performance Comparison


2026 (YTD)2025
MUU
Direxion Daily MU Bull 2X Shares
451.56%13.83%
DUOG
Leverage Shares 2X Long DUOL Daily ETF
-55.92%-25.09%

Correlation

The correlation between MUU and DUOG is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

-0.16

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

MUU vs. DUOG — Risk / Return Rank

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

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
Martin Ratio Rank

DUOG

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

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.

MUU vs. DUOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bull 2X Shares (MUU) and Leverage Shares 2X Long DUOL Daily ETF (DUOG). 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.


MUUDUOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.63

Calmar ratioReturn relative to maximum drawdown

45.22

Martin ratioReturn relative to average drawdown

143.78

MUU vs. DUOG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

MUU vs. DUOG - Drawdown Comparison

The maximum MUU drawdown since its inception was -75.07%, smaller than the maximum DUOG drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for MUU and DUOG.


Loading charts...

Drawdown Indicators


MUUDUOGDifference

Max Drawdown

Largest peak-to-trough decline

-75.07%

-83.13%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-68.07%

Current Drawdown

Current decline from peak

-55.06%

-66.98%

+11.92%

Average Drawdown

Average peak-to-trough decline

-24.55%

-65.01%

+40.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.37%

Volatility

MUU vs. DUOG - Volatility Comparison


Loading charts...

Volatility by Period


MUUDUOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

62.67%

Volatility (6M)

Calculated over the trailing 6-month period

133.72%

Volatility (1Y)

Calculated over the trailing 1-year period

161.71%

116.50%

+45.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.59%

116.50%

+30.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.59%

116.50%

+30.09%

MUU vs. DUOG - Expense Ratio Comparison

MUU has a 1.01% expense ratio, which is higher than DUOG's 0.75% expense ratio.


Dividends

MUU vs. DUOG - Dividend Comparison

MUU's dividend yield for the trailing twelve months is around 1.23%, while DUOG has not paid dividends to shareholders.


PositionTTM20252024
DUOG
Leverage Shares 2X Long DUOL Daily ETF
0.00%0.00%0.00%
MUU
Direxion Daily MU Bull 2X Shares
1.23%4.27%0.31%

Frequently Asked Questions


MUU and DUOG have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DUOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DUOG is cheaper with a 0.75% expense ratio, compared with 1.01% for MUU.

MUU has the higher dividend yield at 1.23%, compared with 0.00% for DUOG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.01% for MUU and 0.75% for DUOG.

Portfolio Optimizer

Find the right allocation for MUU and DUOG

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