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SPUU vs. TSLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPUU vs. TSLG - 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 Leverage Shares 2X Long TSLA Daily ETF (TSLG). The values are adjusted to include any dividend payments, if applicable.

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SPUU vs. TSLG - Yearly Performance Comparison


2026 (YTD)20252024
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%26.55%-5.68%
TSLG
Leverage Shares 2X Long TSLA Daily ETF
-35.84%-26.70%-16.81%

Returns By Period

In the year-to-date period, SPUU achieves a -10.01% return, which is significantly higher than TSLG's -35.84% 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%

TSLG

1D
9.07%
1M
-16.83%
YTD
-35.84%
6M
-39.88%
1Y
34.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPUU vs. TSLG - Expense Ratio Comparison

SPUU has a 0.64% expense ratio, which is lower than TSLG's 0.75% expense ratio.


Return for Risk

SPUU vs. TSLG — 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

TSLG
TSLG Risk / Return Rank: 3030
Overall Rank
TSLG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSLG Omega Ratio Rank: 3838
Omega Ratio Rank
TSLG Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLG Martin Ratio Rank: 2020
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. TSLG - 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 Leverage Shares 2X Long TSLA Daily ETF (TSLG). 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.


SPUUTSLGDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.32

+0.44

Sortino ratio

Return per unit of downside risk

1.26

1.26

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.24

0.59

+0.65

Martin ratio

Return relative to average drawdown

5.35

1.27

+4.08

SPUU vs. TSLG - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 0.75, which is higher than the TSLG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SPUU and TSLG, 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


SPUUTSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.32

+0.44

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

-0.44

+1.00

Correlation

The correlation between SPUU and TSLG is 0.60, 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. TSLG - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.78%, less than TSLG's 10.20% 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%
TSLG
Leverage Shares 2X Long TSLA Daily ETF
10.20%6.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPUU vs. TSLG - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, smaller than the maximum TSLG drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for SPUU and TSLG.


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Drawdown Indicators


SPUUTSLGDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-82.86%

+23.51%

Max Drawdown (1Y)

Largest decline over 1 year

-23.10%

-50.92%

+27.82%

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%

-67.59%

+54.20%

Average Drawdown

Average peak-to-trough decline

-9.62%

-58.04%

+48.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

23.82%

-18.47%

Volatility

SPUU vs. TSLG - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bull 2x Shares (SPUU) is 10.70%, while Leverage Shares 2X Long TSLA Daily ETF (TSLG) has a volatility of 22.28%. This indicates that SPUU experiences smaller price fluctuations and is considered to be less risky than TSLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPUUTSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

22.28%

-11.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

59.35%

-40.18%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

110.61%

-74.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.47%

119.00%

-85.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

119.00%

-83.27%