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RETL vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RETL and SPY is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

RETL vs. SPY - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
426.02%
552.99%
RETL
SPY

Key characteristics

Sharpe Ratio

RETL:

-0.44

SPY:

0.54

Sortino Ratio

RETL:

-0.24

SPY:

0.89

Omega Ratio

RETL:

0.97

SPY:

1.13

Calmar Ratio

RETL:

-0.35

SPY:

0.58

Martin Ratio

RETL:

-1.35

SPY:

2.39

Ulcer Index

RETL:

23.70%

SPY:

4.51%

Daily Std Dev

RETL:

73.03%

SPY:

20.07%

Max Drawdown

RETL:

-92.00%

SPY:

-55.19%

Current Drawdown

RETL:

-89.72%

SPY:

-10.54%

Returns By Period

In the year-to-date period, RETL achieves a -43.70% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, RETL has underperformed SPY with an annualized return of -7.39%, while SPY has yielded a comparatively higher 11.95% annualized return.


RETL

YTD

-43.70%

1M

-15.16%

6M

-36.01%

1Y

-34.71%

5Y*

12.13%

10Y*

-7.39%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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RETL vs. SPY - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for RETL: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RETL: 0.99%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

RETL vs. SPY — Risk-Adjusted Performance Rank

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

RETL
The Risk-Adjusted Performance Rank of RETL is 77
Overall Rank
The Sharpe Ratio Rank of RETL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RETL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of RETL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of RETL is 55
Calmar Ratio Rank
The Martin Ratio Rank of RETL is 33
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RETL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for RETL, currently valued at -0.44, compared to the broader market-1.000.001.002.003.004.00
RETL: -0.44
SPY: 0.54
The chart of Sortino ratio for RETL, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.00
RETL: -0.24
SPY: 0.89
The chart of Omega ratio for RETL, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
RETL: 0.97
SPY: 1.13
The chart of Calmar ratio for RETL, currently valued at -0.35, compared to the broader market0.002.004.006.008.0010.0012.00
RETL: -0.35
SPY: 0.58
The chart of Martin ratio for RETL, currently valued at -1.35, compared to the broader market0.0020.0040.0060.00
RETL: -1.35
SPY: 2.39

The current RETL Sharpe Ratio is -0.44, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of RETL and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.44
0.54
RETL
SPY

Dividends

RETL vs. SPY - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 1.90%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
RETL
Direxion Daily Retail Bull 3X Shares
1.90%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

RETL vs. SPY - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RETL and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-89.72%
-10.54%
RETL
SPY

Volatility

RETL vs. SPY - Volatility Comparison

Direxion Daily Retail Bull 3X Shares (RETL) has a higher volatility of 43.40% compared to SPDR S&P 500 ETF (SPY) at 15.13%. This indicates that RETL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
43.40%
15.13%
RETL
SPY