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

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.

600.00%700.00%800.00%900.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
835.32%
992.13%
RTH
RETL

Returns By Period

In the year-to-date period, RTH achieves a 21.34% return, which is significantly lower than RETL's 28.07% return. Over the past 10 years, RTH has outperformed RETL with an annualized return of 13.89%, while RETL has yielded a comparatively lower 2.53% annualized return.


RTH

YTD

21.34%

1M

5.10%

6M

14.64%

1Y

29.12%

5Y (annualized)

14.68%

10Y (annualized)

13.89%

RETL

YTD

28.07%

1M

34.69%

6M

25.98%

1Y

82.55%

5Y (annualized)

2.74%

10Y (annualized)

2.53%

Key characteristics


RTHRETL
Sharpe Ratio2.421.30
Sortino Ratio3.351.99
Omega Ratio1.421.23
Calmar Ratio3.270.93
Martin Ratio9.875.01
Ulcer Index2.95%16.47%
Daily Std Dev12.03%63.37%
Max Drawdown-41.80%-91.51%
Current Drawdown-0.05%-78.65%

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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.


RETL
Direxion Daily Retail Bull 3X Shares
Expense ratio chart for RETL: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for RTH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

The correlation between RTH and RETL 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.


-0.50.00.51.00.8

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for RTH, currently valued at 2.42, compared to the broader market-2.000.002.004.002.421.30
The chart of Sortino ratio for RTH, currently valued at 3.35, compared to the broader market-2.000.002.004.006.008.0010.0012.003.351.99
The chart of Omega ratio for RTH, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.23
The chart of Calmar ratio for RTH, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.270.93
The chart of Martin ratio for RTH, currently valued at 9.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.875.01
RTH
RETL

The current RTH Sharpe Ratio is 2.42, which is higher than the RETL Sharpe Ratio of 1.30. 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.42
1.30
RTH
RETL

Dividends

RTH vs. RETL - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.88%, less than RETL's 1.04% yield.


TTM20232022202120202019201820172016201520142013
RTH
VanEck Vectors Retail ETF
0.88%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%1.00%
RETL
Direxion Daily Retail Bull 3X Shares
1.04%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%0.00%0.00%0.00%

Drawdowns

RTH vs. RETL - Drawdown Comparison

The maximum RTH drawdown since its inception was -41.80%, smaller than the maximum RETL drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for RTH and RETL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.05%
-78.65%
RTH
RETL

Volatility

RTH vs. RETL - Volatility Comparison

The current volatility for VanEck Vectors Retail ETF (RTH) is 4.58%, while Direxion Daily Retail Bull 3X Shares (RETL) has a volatility of 17.62%. 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
4.58%
17.62%
RTH
RETL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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