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NUG vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUG vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NU Daily ETF (NUG) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUG achieves a -49.34% return, which is significantly lower than SPXL's 22.70% return.


NUG

1D
1.13%
1M
-1.26%
YTD
-49.34%
6M
-48.76%
1Y
3Y*
5Y*
10Y*

SPXL

1D
-0.94%
1M
-1.11%
YTD
22.70%
6M
20.82%
1Y
75.56%
3Y*
48.64%
5Y*
22.24%
10Y*
30.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUG vs. SPXL - Yearly Performance Comparison


Correlation

The correlation between NUG and SPXL is 0.58, 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 Nov 17, 2025

0.58

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Return for Risk

NUG vs. SPXL — Risk / Return Rank

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

NUG

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


SPXL
SPXL Risk / Return Rank: 5959
Overall Rank
SPXL Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5555
Omega Ratio Rank
SPXL Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6565
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.

NUG vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NU Daily ETF (NUG) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). 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.


NUGSPXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.84

Martin ratioReturn relative to average drawdown

11.62

NUG vs. SPXL - Sharpe Ratio Comparison


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Drawdowns

NUG vs. SPXL - Drawdown Comparison

The maximum NUG drawdown since its inception was -66.15%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for NUG and SPXL.


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Drawdown Indicators


NUGSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-66.15%

-76.86%

+10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

Max Drawdown (3Y)

Largest decline over 3 years

-48.95%

Max Drawdown (5Y)

Largest decline over 5 years

-63.80%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

Current Drawdown

Current decline from peak

-59.01%

-6.24%

-52.77%

Average Drawdown

Average peak-to-trough decline

-31.80%

-16.10%

-15.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

Volatility

NUG vs. SPXL - Volatility Comparison


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Volatility by Period


NUGSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.99%

Volatility (6M)

Calculated over the trailing 6-month period

29.23%

Volatility (1Y)

Calculated over the trailing 1-year period

79.90%

37.20%

+42.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.90%

50.50%

+29.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.90%

53.56%

+26.34%

NUG vs. SPXL - Expense Ratio Comparison

NUG has a 0.75% expense ratio, which is lower than SPXL's 0.84% expense ratio.


Dividends

NUG vs. SPXL - Dividend Comparison

NUG has not paid dividends to shareholders, while SPXL's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM202520242023202220212020201920182017
NUG
Leverage Shares 2X Long NU Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.55%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


NUG and SPXL have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

NUG is cheaper with a 0.75% expense ratio, compared with 0.84% for SPXL.

SPXL has the higher dividend yield at 0.55%, compared with 0.00% for NUG.

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for NUG and 0.84% for SPXL.

Portfolio Optimizer

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