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MUU vs. XDSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUU vs. XDSQ - Performance Comparison

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

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Returns By Period


MUU

1D
-26.28%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XDSQ

1D
-0.03%
1M
0.63%
YTD
3.05%
6M
2.05%
1Y
15.05%
3Y*
14.47%
5Y*
9.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUU vs. XDSQ - Yearly Performance Comparison


Correlation

The correlation between MUU and XDSQ is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 16, 2026

0.70

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Return for Risk

MUU vs. XDSQ — Risk / Return Rank

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

MUU

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


XDSQ
XDSQ Risk / Return Rank: 4343
Overall Rank
XDSQ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XDSQ Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDSQ Omega Ratio Rank: 5151
Omega Ratio Rank
XDSQ Calmar Ratio Rank: 3434
Calmar Ratio Rank
XDSQ Martin Ratio Rank: 4747
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.

MUU vs. XDSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bull 2X Shares (MUU) and Innovator US Equity Accelerated ETF (XDSQ). 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.


MUUXDSQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.58

Martin ratioReturn relative to average drawdown

7.51

MUU vs. XDSQ - Sharpe Ratio Comparison


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Drawdowns

MUU vs. XDSQ - Drawdown Comparison

The maximum MUU drawdown since its inception was -26.28%, roughly equal to the maximum XDSQ drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for MUU and XDSQ.


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Drawdown Indicators


MUUXDSQDifference

Max Drawdown

Largest peak-to-trough decline

-26.28%

-26.06%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

Current Drawdown

Current decline from peak

-26.28%

-0.03%

-26.25%

Average Drawdown

Average peak-to-trough decline

-10.19%

-4.91%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

Volatility

MUU vs. XDSQ - Volatility Comparison


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Volatility by Period


MUUXDSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

Volatility (1Y)

Calculated over the trailing 1-year period

295.32%

10.50%

+284.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

295.32%

15.28%

+280.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

295.32%

15.02%

+280.30%

MUU vs. XDSQ - Expense Ratio Comparison

MUU has a 1.01% expense ratio, which is higher than XDSQ's 0.79% expense ratio.


Dividends

MUU vs. XDSQ - Dividend Comparison

Neither MUU nor XDSQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MUU and XDSQ have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDSQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDSQ is cheaper with a 0.79% expense ratio, compared with 1.01% for MUU.

MUU and XDSQ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Direxion and Innovator. Their fees differ too: 1.01% for MUU and 0.79% for XDSQ.

Portfolio Optimizer

Find the right allocation for MUU and XDSQ

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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