RETL vs. XYZG

Last updated Aug 2, 2026

RETL (Direxion Daily Retail Bull 3X Shares) and XYZG (Leverage Shares 2X Long XYZ Daily ETF) are both Leveraged Equities funds. RETL is passively managed, while XYZG is actively managed. Over the past year, RETL returned 25.37% vs -15.75% for XYZG. Their 0.53 correlation means they have sometimes moved together and sometimes differently. RETL charges 0.99%/yr vs 0.75%/yr for XYZG.

Performance

RETL vs. XYZG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Retail Bull 3X Shares (RETL) and Leverage Shares 2X Long XYZ Daily ETF (XYZG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RETL achieves a 4.29% return, which is significantly lower than XYZG's 24.19% return.

RETL

• 1D: -2.65%
• 1M: 4.48%
• 6M: 1.86%
• YTD: 4.29%
• 1Y: 25.37%
• 3Y*: 6.42%
• 5Y*: -25.86%
• 10Y*: -4.91%
• ALL TIME*: 14.86%

XYZG

• 1D: -3.57%
• 1M: 4.67%
• 6M: 47.67%
• YTD: 24.19%
• 1Y: -15.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RETL Direxion Daily Retail Bull 3X Shares	$3.76M	$4.05M	$5.48M
XYZG Leverage Shares 2X Long XYZ Daily ETF	$166.11K	$170.95K	$187.53K

RETL vs. XYZG - Yearly Performance Comparison

	2026 (YTD)	2025
RETL Direxion Daily Retail Bull 3X Shares	4.29%	80.71%
XYZG Leverage Shares 2X Long XYZ Daily ETF	24.19%	21.76%

Correlation

The correlation between RETL and XYZG is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.51
Correlation (All Time) Calculated using the full available price history since Apr 4, 2025	0.53

The correlation between RETL and XYZG has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

Return for Risk

RETL vs. XYZG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RETL

RETL Risk / Return Rank: 22
RETL Sharpe Ratio Rank: 19
RETL Sortino Ratio Rank: 26
RETL Omega Ratio Rank: 24
RETL Calmar Ratio Rank: 21
RETL Martin Ratio Rank: 19

XYZG

XYZG Risk / Return Rank: 9
XYZG Sharpe Ratio Rank: 7
XYZG Sortino Ratio Rank: 13
XYZG Omega Ratio Rank: 13
XYZG Calmar Ratio Rank: 7
XYZG Martin Ratio Rank: 7

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RETL vs. XYZG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) and Leverage Shares 2X Long XYZ Daily ETF (XYZG). 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.

	RETL	XYZG	Difference
Sharpe ratio: Return per unit of total volatility	0.37	-0.25	+0.61
Sortino ratio: Return per unit of downside risk	0.97	0.25	+0.72
Omega ratio: Gain probability vs. loss probability	1.11	1.03	+0.08
Calmar ratio: Return relative to maximum drawdown	0.59	-0.33	+0.92
Martin ratio: Return relative to average drawdown	1.15	-0.58	+1.73

RETL vs. XYZG - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.37, which is higher than the XYZG Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of RETL and XYZG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RETL vs. XYZG - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, which is greater than XYZG's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for RETL and XYZG.

Drawdown Indicators

	RETL	XYZG	Difference
Max Drawdown Largest peak-to-trough decline	-92.00%	-69.40%	-22.60%
Max Drawdown (1Y) Largest decline over 1 year	-38.08%	-68.73%	+30.65%
Max Drawdown (3Y) Largest decline over 3 years	-62.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.00%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-92.00%	—	—
Current Drawdown Current decline from peak	-82.09%	-29.43%	-52.66%
Average Drawdown Average peak-to-trough decline	-37.99%	-29.85%	-8.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.45%	39.11%	-19.66%

Volatility

RETL vs. XYZG - Volatility Comparison

Direxion Daily Retail Bull 3X Shares (RETL) and Leverage Shares 2X Long XYZ Daily ETF (XYZG) have volatilities of 17.87% and 17.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RETL	XYZG	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.87%	17.56%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	44.19%	71.33%	-27.14%
Volatility (1Y) Calculated over the trailing 1-year period	61.62%	92.12%	-30.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.45%	100.74%	-21.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.05%	100.74%	-20.69%

RETL vs. XYZG - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is higher than XYZG's 0.75% expense ratio.

Dividends

RETL vs. XYZG - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.48%, less than XYZG's 5.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RETL Direxion Daily Retail Bull 3X Shares	0.48%	0.58%	1.13%	1.35%	0.71%	0.22%	0.19%	0.92%	1.19%	0.01%	2.60%
XYZG Leverage Shares 2X Long XYZ Daily ETF	5.39%	6.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RETL and XYZG in my portfolio?

RETL and XYZG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RETL or XYZG?

RETL has higher volatility (17.87%) compared to XYZG (17.56%). In terms of maximum drawdown, RETL dropped -92.00% vs XYZG's -69.40%.

Which ETF is better, RETL or XYZG?

On 1-year performance, RETL leads with 25.37% vs -15.75% for XYZG. On fees, XYZG is cheaper at 0.75% per year. On volatility, XYZG has been the lower-risk option at 17.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RETL or XYZG?

Over the 1-year period, RETL has performed better with a 25.37% return vs -15.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RETL or XYZG?

XYZG is cheaper with a 0.75% expense ratio, compared with 0.99% for RETL.

Which ETF pays a higher dividend yield, RETL or XYZG?

XYZG has the higher dividend yield at 5.39%, compared with 0.48% for RETL.

What is the main difference between RETL and XYZG?

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 0.99% for RETL and 0.75% for XYZG.

Which has better risk-adjusted returns?

RETL currently has the higher Sharpe Ratio (0.36 vs -0.25), 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.