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RETL vs. WANT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RETL vs. WANT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Retail Bull 3X Shares (RETL) and Direxion Daily Consumer Discretionary Bull 3X Shares (WANT). The values are adjusted to include any dividend payments, if applicable.

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RETL vs. WANT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RETL
Direxion Daily Retail Bull 3X Shares
-19.19%-5.98%9.59%33.62%-80.80%101.03%63.63%23.41%-32.71%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
-25.85%-6.94%60.52%114.43%-83.03%84.81%45.26%90.07%-24.91%

Returns By Period

In the year-to-date period, RETL achieves a -19.19% return, which is significantly higher than WANT's -25.85% return.


RETL

1D
0.68%
1M
-19.02%
YTD
-19.19%
6M
-26.45%
1Y
18.30%
3Y*
1.43%
5Y*
-27.66%
10Y*
-5.94%

WANT

1D
2.40%
1M
-15.41%
YTD
-25.85%
6M
-31.24%
1Y
4.43%
3Y*
17.73%
5Y*
-7.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RETL vs. WANT - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is higher than WANT's 0.98% expense ratio.


Return for Risk

RETL vs. WANT — Risk / Return Rank

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

RETL
RETL Risk / Return Rank: 2424
Overall Rank
RETL Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
RETL Sortino Ratio Rank: 2929
Sortino Ratio Rank
RETL Omega Ratio Rank: 2626
Omega Ratio Rank
RETL Calmar Ratio Rank: 2525
Calmar Ratio Rank
RETL Martin Ratio Rank: 2121
Martin Ratio Rank

WANT
WANT Risk / Return Rank: 1717
Overall Rank
WANT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WANT Sortino Ratio Rank: 2121
Sortino Ratio Rank
WANT Omega Ratio Rank: 1919
Omega Ratio Rank
WANT Calmar Ratio Rank: 1515
Calmar Ratio Rank
WANT Martin Ratio Rank: 1515
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.

RETL vs. WANT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) and Direxion Daily Consumer Discretionary Bull 3X Shares (WANT). 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.


RETLWANTDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.06

+0.19

Sortino ratio

Return per unit of downside risk

0.91

0.61

+0.30

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.04

Calmar ratio

Return relative to maximum drawdown

0.59

0.18

+0.41

Martin ratio

Return relative to average drawdown

1.41

0.52

+0.89

RETL vs. WANT - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.25, which is higher than the WANT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of RETL and WANT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RETLWANTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.06

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.11

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.09

+0.11

Correlation

The correlation between RETL and WANT is 0.74, 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.


Dividends

RETL vs. WANT - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.63%, less than WANT's 0.72% yield.


TTM2025202420232022202120202019201820172016
RETL
Direxion Daily Retail Bull 3X Shares
0.63%0.58%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
0.72%0.65%0.61%0.46%0.00%0.00%0.07%0.64%0.00%0.00%0.00%

Drawdowns

RETL vs. WANT - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, which is greater than WANT's maximum drawdown of -85.89%. Use the drawdown chart below to compare losses from any high point for RETL and WANT.


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Drawdown Indicators


RETLWANTDifference

Max Drawdown

Largest peak-to-trough decline

-92.00%

-85.89%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-37.89%

-41.27%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-92.00%

-85.89%

-6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-92.00%

Current Drawdown

Current decline from peak

-86.12%

-64.26%

-21.86%

Average Drawdown

Average peak-to-trough decline

-37.03%

-42.74%

+5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.86%

14.06%

+1.80%

Volatility

RETL vs. WANT - Volatility Comparison

The current volatility for Direxion Daily Retail Bull 3X Shares (RETL) is 17.53%, while Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) has a volatility of 22.02%. This indicates that RETL experiences smaller price fluctuations and is considered to be less risky than WANT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RETLWANTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.53%

22.02%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

43.24%

40.68%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

72.46%

69.68%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.82%

70.48%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.56%

71.83%

+7.73%