PortfoliosLab logoPortfoliosLab logo
SPUU vs. IWFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPUU vs. IWFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bull 2X ETF (SPUU) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPUU achieves a 19.44% return, which is significantly higher than IWFL's 6.19% return.


SPUU

1D
3.36%
1M
3.66%
YTD
19.44%
6M
19.99%
1Y
52.90%
3Y*
35.39%
5Y*
20.14%
10Y*
25.04%

IWFL

1D
4.15%
1M
0.06%
YTD
6.19%
6M
7.94%
1Y
38.55%
3Y*
34.35%
5Y*
17.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPUU vs. IWFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPUU
Direxion Daily S&P 500 Bull 2X ETF
19.44%26.55%44.25%47.28%-38.72%52.18%
IWFL
ETRACS 2x Leveraged US Growth Factor TR ETN
6.19%18.54%61.94%84.47%-55.71%46.03%

Correlation

The correlation between SPUU and IWFL is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.93

The correlation between SPUU and IWFL has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPUU vs. IWFL — Risk / Return Rank

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

SPUU
SPUU Risk / Return Rank: 6969
Overall Rank
SPUU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPUU Omega Ratio Rank: 6767
Omega Ratio Rank
SPUU Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPUU Martin Ratio Rank: 7474
Martin Ratio Rank

IWFL
IWFL Risk / Return Rank: 3131
Overall Rank
IWFL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IWFL Sortino Ratio Rank: 3232
Sortino Ratio Rank
IWFL Omega Ratio Rank: 3434
Omega Ratio Rank
IWFL Calmar Ratio Rank: 2626
Calmar Ratio Rank
IWFL Martin Ratio Rank: 2828
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.

SPUU vs. IWFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 2X ETF (SPUU) and ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL). 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.


SPUUIWFLDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

2.92

1.18

+1.74

Martin ratioReturn relative to average drawdown

12.56

3.72

+8.84

SPUU vs. IWFL - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 2.14, which is higher than the IWFL Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SPUU and IWFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPUU vs. IWFL - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, roughly equal to the maximum IWFL drawdown of -59.29%. Use the drawdown chart below to compare losses from any high point for SPUU and IWFL.


Loading charts...

Drawdown Indicators


SPUUIWFLDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-59.29%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-32.80%

+14.61%

Max Drawdown (3Y)

Largest decline over 3 years

-35.18%

-46.84%

+11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

-59.29%

+12.70%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

Current Drawdown

Current decline from peak

-1.59%

-6.39%

+4.80%

Average Drawdown

Average peak-to-trough decline

-9.49%

-19.86%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

10.40%

-6.18%

Volatility

SPUU vs. IWFL - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bull 2X ETF (SPUU) is 9.23%, while ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) has a volatility of 10.15%. This indicates that SPUU experiences smaller price fluctuations and is considered to be less risky than IWFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPUUIWFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

10.15%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

26.55%

-6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

33.01%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.64%

46.80%

-13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.84%

46.27%

-10.43%

SPUU vs. IWFL - Expense Ratio Comparison

SPUU has a 0.60% expense ratio, which is lower than IWFL's 0.95% expense ratio.


Dividends

SPUU vs. IWFL - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.34%, while IWFL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWFL
ETRACS 2x Leveraged US Growth Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPUU
Direxion Daily S&P 500 Bull 2X ETF
1.34%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

Frequently Asked Questions


With a correlation of 0.91, SPUU and IWFL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IWFL has higher volatility (10.15%) compared to SPUU (9.23%). In terms of maximum drawdown, SPUU dropped -59.35% vs IWFL's -59.29%.

On 5-year performance, SPUU leads with 20.14% vs 17.57% for IWFL. On fees, SPUU is cheaper at 0.60% per year. On volatility, SPUU has been the lower-risk option at 9.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPUU has performed better with a 20.14% return vs 17.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPUU is cheaper with a 0.60% expense ratio, compared with 0.95% for IWFL.

SPUU has the higher dividend yield at 1.34%, compared with 0.00% for IWFL.

SPUU tracks S&P 500 Index (200% Daily), while IWFL tracks Russell 1000 Growth (200%). They also come from different issuers: Direxion and UBS. Their fees differ too: 0.60% for SPUU and 0.95% for IWFL.

SPUU currently has the higher Sharpe Ratio (2.13 vs 1.18), 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.

Portfolio Optimizer

Find the right allocation for SPUU and IWFL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer