SPUU vs. VFIAX
Compare and contrast key facts about Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
SPUU is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index (200%). It was launched on May 28, 2014. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPUU or VFIAX.
Key characteristics
| SPUU | VFIAX | |
|---|---|---|
| YTD Return | 50.83% | 27.12% |
| 1Y Return | 80.72% | 39.85% |
| 3Y Return (Ann) | 12.14% | 10.24% |
| 5Y Return (Ann) | 23.97% | 15.96% |
| 10Y Return (Ann) | 21.01% | 13.42% |
| Sharpe Ratio | 3.19 | 3.13 |
| Sortino Ratio | 3.79 | 4.16 |
| Omega Ratio | 1.53 | 1.58 |
| Calmar Ratio | 3.04 | 4.59 |
| Martin Ratio | 19.79 | 20.76 |
| Ulcer Index | 3.92% | 1.87% |
| Daily Std Dev | 24.32% | 12.39% |
| Max Drawdown | -59.35% | -55.20% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPUU and VFIAX is 0.96, 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.
Performance
SPUU vs. VFIAX - Performance Comparison
In the year-to-date period, SPUU achieves a 50.83% return, which is significantly higher than VFIAX's 27.12% return. Over the past 10 years, SPUU has outperformed VFIAX with an annualized return of 21.01%, while VFIAX has yielded a comparatively lower 13.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPUU vs. VFIAX - Expense Ratio Comparison
SPUU has a 0.64% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
SPUU vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
Dividends
SPUU vs. VFIAX - Dividend Comparison
SPUU's dividend yield for the trailing twelve months is around 0.66%, less than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPUU Direxion Daily S&P 500 Bull 2x Shares | 0.66% | 0.83% | 0.88% | 3.04% | 8.03% | 1.80% | 5.50% | 6.96% | 8.08% | 1.26% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SPUU vs. VFIAX - Drawdown Comparison
The maximum SPUU drawdown since its inception was -59.35%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SPUU and VFIAX. For additional features, visit the drawdowns tool.
Volatility
SPUU vs. VFIAX - Volatility Comparison
Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 7.85% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.91%. This indicates that SPUU's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.