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SPUU vs. QTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPUU vs. QTAP - 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 Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

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SPUU vs. QTAP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%26.55%44.25%47.28%-38.72%40.83%
QTAP
Innovator Growth Accelerated Plus ETF - April
1.26%19.36%17.34%43.32%-25.87%15.63%

Returns By Period

In the year-to-date period, SPUU achieves a -10.01% return, which is significantly lower than QTAP's 1.26% 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%

QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPUU vs. QTAP - Expense Ratio Comparison

SPUU has a 0.64% expense ratio, which is lower than QTAP's 0.79% expense ratio.


Return for Risk

SPUU vs. QTAP — 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

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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. QTAP - 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 Innovator Growth Accelerated Plus ETF - April (QTAP). 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.


SPUUQTAPDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.22

-0.46

Sortino ratio

Return per unit of downside risk

1.26

1.94

-0.68

Omega ratio

Gain probability vs. loss probability

1.19

1.48

-0.29

Calmar ratio

Return relative to maximum drawdown

1.24

1.73

-0.49

Martin ratio

Return relative to average drawdown

5.35

12.34

-6.98

SPUU vs. QTAP - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 0.75, which is lower than the QTAP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SPUU and QTAP, 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


SPUUQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.22

-0.46

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

0.62

-0.06

Correlation

The correlation between SPUU and QTAP is 0.88, 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.


Dividends

SPUU vs. QTAP - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.78%, while QTAP has not paid dividends to shareholders.


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%
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPUU vs. QTAP - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, which is greater than QTAP's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for SPUU and QTAP.


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Drawdown Indicators


SPUUQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-29.44%

-29.91%

Max Drawdown (1Y)

Largest decline over 1 year

-23.10%

-12.04%

-11.06%

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%

-0.51%

-12.88%

Average Drawdown

Average peak-to-trough decline

-9.62%

-5.21%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

1.68%

+3.67%

Volatility

SPUU vs. QTAP - Volatility Comparison

Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 10.70% compared to Innovator Growth Accelerated Plus ETF - April (QTAP) at 0.76%. This indicates that SPUU's price experiences larger fluctuations and is considered to be riskier than QTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPUUQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

0.76%

+9.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

2.75%

+16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

16.31%

+19.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.47%

19.02%

+14.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

19.02%

+16.71%