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SPUU vs. MUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPUU vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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SPUU vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%26.55%2.43%
MUU
Direxion Daily MU Bull 2X Shares
19.95%599.03%-43.09%

Returns By Period

In the year-to-date period, SPUU achieves a -10.01% return, which is significantly lower than MUU's 19.95% return.


SPUU

1D
5.86%
1M
-10.17%
YTD
-10.01%
6M
-6.87%
1Y
27.13%
3Y*
28.85%
5Y*
15.86%
10Y*
21.67%

MUU

1D
9.69%
1M
-37.04%
YTD
19.95%
6M
205.62%
1Y
790.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPUU vs. MUU - Expense Ratio Comparison

SPUU has a 0.64% expense ratio, which is lower than MUU's 1.06% expense ratio.


Return for Risk

SPUU vs. MUU — Risk / Return Rank

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

SPUU
SPUU Risk / Return Rank: 5252
Overall Rank
SPUU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPUU Omega Ratio Rank: 5353
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5959
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9898
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. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Direxion Daily MU Bull 2X Shares (MUU). 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.


SPUUMUUDifference

Sharpe ratio

Return per unit of total volatility

0.75

6.16

-5.41

Sortino ratio

Return per unit of downside risk

1.26

3.70

-2.43

Omega ratio

Gain probability vs. loss probability

1.19

1.49

-0.31

Calmar ratio

Return relative to maximum drawdown

1.24

14.42

-13.18

Martin ratio

Return relative to average drawdown

5.35

40.98

-35.63

SPUU vs. MUU - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 0.75, which is lower than the MUU Sharpe Ratio of 6.16. The chart below compares the historical Sharpe Ratios of SPUU and MUU, 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


SPUUMUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

6.16

-5.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.52

-0.96

Correlation

The correlation between SPUU and MUU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPUU vs. MUU - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.78%, less than MUU's 4.03% yield.


TTM20252024202320222021202020192018201720162015
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.78%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%
MUU
Direxion Daily MU Bull 2X Shares
4.03%4.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPUU vs. MUU - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for SPUU and MUU.


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Drawdown Indicators


SPUUMUUDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-75.07%

+15.72%

Max Drawdown (1Y)

Largest decline over 1 year

-23.10%

-52.72%

+29.62%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

Current Drawdown

Current decline from peak

-13.39%

-48.14%

+34.75%

Average Drawdown

Average peak-to-trough decline

-9.62%

-25.05%

+15.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

18.55%

-13.20%

Volatility

SPUU vs. MUU - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bull 2x Shares (SPUU) is 10.70%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 46.74%. This indicates that SPUU experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPUUMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

46.74%

-36.04%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

98.12%

-78.95%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

129.66%

-93.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.47%

127.08%

-93.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

127.08%

-91.35%