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

Correlation

The correlation between RTH and RETL is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

RTH vs. RETL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Retail ETF (RTH) and Direxion Daily Retail Bull 3X Shares (RETL). 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
829.15%
426.97%
RTH
RETL

Key characteristics

Sharpe Ratio

RTH:

0.80

RETL:

-0.49

Sortino Ratio

RTH:

1.24

RETL:

-0.35

Omega Ratio

RTH:

1.15

RETL:

0.96

Calmar Ratio

RTH:

0.94

RETL:

-0.39

Martin Ratio

RTH:

3.42

RETL:

-1.49

Ulcer Index

RTH:

3.81%

RETL:

23.93%

Daily Std Dev

RTH:

16.36%

RETL:

73.01%

Max Drawdown

RTH:

-41.79%

RETL:

-92.00%

Current Drawdown

RTH:

-7.19%

RETL:

-89.70%

Returns By Period

In the year-to-date period, RTH achieves a 0.32% return, which is significantly higher than RETL's -43.60% return. Over the past 10 years, RTH has outperformed RETL with an annualized return of 12.74%, while RETL has yielded a comparatively lower -7.22% annualized return.


RTH

YTD

0.32%

1M

-0.56%

6M

4.30%

1Y

14.13%

5Y*

14.54%

10Y*

12.74%

RETL

YTD

-43.60%

1M

-14.22%

6M

-35.00%

1Y

-33.67%

5Y*

12.16%

10Y*

-7.22%

*Annualized

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RTH vs. RETL - Expense Ratio Comparison

RTH has a 0.35% expense ratio, which is lower than RETL's 0.99% 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 RTH: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RTH: 0.35%

Risk-Adjusted Performance

RTH vs. RETL — Risk-Adjusted Performance Rank

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

RTH
The Risk-Adjusted Performance Rank of RTH is 7575
Overall Rank
The Sharpe Ratio Rank of RTH is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of RTH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RTH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of RTH is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RTH is 7676
Martin Ratio Rank

RETL
The Risk-Adjusted Performance Rank of RETL is 55
Overall Rank
The Sharpe Ratio Rank of RETL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of RETL is 77
Sortino Ratio Rank
The Omega Ratio Rank of RETL is 77
Omega Ratio Rank
The Calmar Ratio Rank of RETL is 44
Calmar Ratio Rank
The Martin Ratio Rank of RETL is 22
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.

RTH vs. RETL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and Direxion Daily Retail Bull 3X Shares (RETL). 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 RTH, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
RTH: 0.80
RETL: -0.49
The chart of Sortino ratio for RTH, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.00
RTH: 1.24
RETL: -0.35
The chart of Omega ratio for RTH, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
RTH: 1.15
RETL: 0.96
The chart of Calmar ratio for RTH, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.00
RTH: 0.94
RETL: -0.39
The chart of Martin ratio for RTH, currently valued at 3.42, compared to the broader market0.0020.0040.0060.00
RTH: 3.42
RETL: -1.49

The current RTH Sharpe Ratio is 0.80, which is higher than the RETL Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of RTH and RETL, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.80
-0.49
RTH
RETL

Dividends

RTH vs. RETL - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.77%, less than RETL's 1.91% yield.


TTM20242023202220212020201920182017201620152014
RTH
VanEck Vectors Retail ETF
0.77%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%
RETL
Direxion Daily Retail Bull 3X Shares
1.91%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%0.00%0.00%

Drawdowns

RTH vs. RETL - Drawdown Comparison

The maximum RTH drawdown since its inception was -41.79%, smaller than the maximum RETL drawdown of -92.00%. Use the drawdown chart below to compare losses from any high point for RTH and RETL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.19%
-89.70%
RTH
RETL

Volatility

RTH vs. RETL - Volatility Comparison

The current volatility for VanEck Vectors Retail ETF (RTH) is 10.09%, while Direxion Daily Retail Bull 3X Shares (RETL) has a volatility of 43.41%. This indicates that RTH experiences smaller price fluctuations and is considered to be less risky than RETL 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
10.09%
43.41%
RTH
RETL