RETL vs. RTH
Compare and contrast key facts about Direxion Daily Retail Bull 3X Shares (RETL) and VanEck Vectors Retail ETF (RTH).
RETL and RTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RETL is a passively managed fund by Direxion that tracks the performance of the Russell 1000 Retail Index (300%). It was launched on Jul 14, 2010. RTH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Retail 25 Index. It was launched on Dec 20, 2011. Both RETL and RTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RETL or RTH.
Key characteristics
| RETL | RTH | |
|---|---|---|
| YTD Return | 8.48% | 20.33% |
| 1Y Return | 89.80% | 33.44% |
| 3Y Return (Ann) | -42.65% | 6.79% |
| 5Y Return (Ann) | 0.11% | 14.77% |
| 10Y Return (Ann) | 2.65% | 14.42% |
| Sharpe Ratio | 1.22 | 2.63 |
| Sortino Ratio | 1.91 | 3.62 |
| Omega Ratio | 1.22 | 1.46 |
| Calmar Ratio | 0.88 | 2.66 |
| Martin Ratio | 4.88 | 10.90 |
| Ulcer Index | 16.29% | 2.93% |
| Daily Std Dev | 65.17% | 12.15% |
| Max Drawdown | -91.51% | -41.80% |
| Current Drawdown | -81.92% | -0.26% |
Correlation
The correlation between RETL and RTH is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RETL vs. RTH - Performance Comparison
In the year-to-date period, RETL achieves a 8.48% return, which is significantly lower than RTH's 20.33% return. Over the past 10 years, RETL has underperformed RTH with an annualized return of 2.65%, while RTH has yielded a comparatively higher 14.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RETL vs. RTH - Expense Ratio Comparison
RETL has a 0.99% expense ratio, which is higher than RTH's 0.35% expense ratio.
Risk-Adjusted Performance
RETL vs. RTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) and VanEck Vectors Retail ETF (RTH). 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.
Dividends
RETL vs. RTH - Dividend Comparison
RETL's dividend yield for the trailing twelve months is around 1.22%, more than RTH's 0.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RETL Direxion Daily Retail Bull 3X Shares | 1.22% | 1.35% | 0.71% | 0.22% | 0.19% | 0.92% | 1.19% | 0.01% | 2.60% | 0.00% | 0.00% | 0.00% |
RTH VanEck Vectors Retail ETF | 0.89% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% | 1.00% |
Drawdowns
RETL vs. RTH - Drawdown Comparison
The maximum RETL drawdown since its inception was -91.51%, which is greater than RTH's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for RETL and RTH. For additional features, visit the drawdowns tool.
Volatility
RETL vs. RTH - Volatility Comparison
Direxion Daily Retail Bull 3X Shares (RETL) has a higher volatility of 14.05% compared to VanEck Vectors Retail ETF (RTH) at 3.63%. This indicates that RETL's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.