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NAIL vs. IFED
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NAIL vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NAIL achieves a -23.44% return, which is significantly lower than IFED's -3.52% return.


NAIL

1D
-2.39%
1M
1.50%
YTD
-23.44%
6M
-42.68%
1Y
-20.27%
3Y*
-11.78%
5Y*
-14.07%
10Y*
3.96%

IFED

1D
-1.24%
1M
4.85%
YTD
-3.52%
6M
-3.51%
1Y
1.97%
3Y*
16.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NAIL vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
-23.44%-40.43%-22.83%259.61%-75.23%61.37%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-3.52%15.02%23.04%20.78%-1.46%8.46%

Correlation

The correlation between NAIL and IFED is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.59

Over the past year, the correlation between NAIL and IFED has dropped to 0.39 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

NAIL vs. IFED — Risk / Return Rank

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

NAIL
NAIL Risk / Return Rank: 77
Overall Rank
NAIL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NAIL Sortino Ratio Rank: 99
Sortino Ratio Rank
NAIL Omega Ratio Rank: 99
Omega Ratio Rank
NAIL Calmar Ratio Rank: 66
Calmar Ratio Rank
NAIL Martin Ratio Rank: 66
Martin Ratio Rank

IFED
IFED Risk / Return Rank: 1010
Overall Rank
IFED Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1010
Sortino Ratio Rank
IFED Omega Ratio Rank: 1010
Omega Ratio Rank
IFED Calmar Ratio Rank: 1010
Calmar Ratio Rank
IFED Martin Ratio Rank: 1010
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.

NAIL vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


NAILIFEDDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.03

1.04

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.30

0.14

-0.44

Martin ratioReturn relative to average drawdown

-0.53

0.34

-0.88

NAIL vs. IFED - Sharpe Ratio Comparison

The current NAIL Sharpe Ratio is -0.23, which is lower than the IFED Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of NAIL and IFED, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NAILIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.12

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.65

-0.65

Drawdowns

NAIL vs. IFED - Drawdown Comparison

The maximum NAIL drawdown since its inception was -93.75%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for NAIL and IFED.


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Drawdown Indicators


NAILIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-93.75%

-22.36%

-71.39%

Max Drawdown (1Y)

Largest decline over 1 year

-67.85%

-14.65%

-53.20%

Max Drawdown (3Y)

Largest decline over 3 years

-82.09%

-22.36%

-59.73%

Max Drawdown (5Y)

Largest decline over 5 years

-84.40%

Max Drawdown (10Y)

Largest decline over 10 years

-93.75%

Current Drawdown

Current decline from peak

-78.12%

-5.50%

-72.62%

Average Drawdown

Average peak-to-trough decline

-43.80%

-5.84%

-37.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.18%

5.75%

+32.43%

Volatility

NAIL vs. IFED - Volatility Comparison

Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) has a higher volatility of 24.23% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 4.50%. This indicates that NAIL's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAILIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.23%

4.50%

+19.73%

Volatility (6M)

Calculated over the trailing 6-month period

60.86%

12.86%

+48.00%

Volatility (1Y)

Calculated over the trailing 1-year period

87.63%

16.21%

+71.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.99%

19.88%

+67.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.20%

19.88%

+69.32%

NAIL vs. IFED - Expense Ratio Comparison

NAIL has a 0.99% expense ratio, which is higher than IFED's 0.45% expense ratio.


Dividends

NAIL vs. IFED - Dividend Comparison

NAIL's dividend yield for the trailing twelve months is around 1.04%, while IFED has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
1.04%1.55%0.63%0.22%0.00%0.00%0.01%0.17%0.35%1.25%

Frequently Asked Questions


NAIL and IFED have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NAIL has higher volatility (24.23%) compared to IFED (4.50%). In terms of maximum drawdown, NAIL dropped -93.75% vs IFED's -22.36%.

On 3-year performance, IFED leads with 16.71% vs -11.78% for NAIL. On fees, IFED is cheaper at 0.45% per year. On volatility, IFED has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IFED has performed better with a 16.71% return vs -11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFED is cheaper with a 0.45% expense ratio, compared with 0.99% for NAIL.

NAIL has the higher dividend yield at 1.04%, compared with 0.00% for IFED.

NAIL tracks Dow Jones U.S. Select Home Construction Index (300%), while IFED tracks IFED Large-Cap US Equity Index - Benchmark TR Gross. They also come from different issuers: Direxion and UBS. Their fees differ too: 0.99% for NAIL and 0.45% for IFED.

IFED currently has the higher Sharpe Ratio (0.12 vs -0.23), 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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