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

Performance

SPUU vs. VFIAX - 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 Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPUU vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-8.72%26.55%44.25%47.28%-38.72%61.27%21.85%66.84%-14.59%44.33%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-4.35%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, SPUU achieves a -8.72% return, which is significantly lower than VFIAX's -4.35% return. Over the past 10 years, SPUU has outperformed VFIAX with an annualized return of 21.84%, while VFIAX has yielded a comparatively lower 14.04% annualized return.


SPUU

1D
1.43%
1M
-9.19%
YTD
-8.72%
6M
-6.20%
1Y
28.11%
3Y*
29.46%
5Y*
16.19%
10Y*
21.84%

VFIAX

1D
2.92%
1M
-5.03%
YTD
-4.35%
6M
-2.16%
1Y
17.30%
3Y*
18.27%
5Y*
11.75%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SPUU vs. VFIAX - Expense Ratio Comparison

SPUU has a 0.64% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Return for Risk

SPUU vs. VFIAX — Risk / Return Rank

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

SPUU
SPUU Risk / Return Rank: 4646
Overall Rank
SPUU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPUU Omega Ratio Rank: 4848
Omega Ratio Rank
SPUU Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5353
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 5959
Overall Rank
VFIAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5656
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 7676
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. VFIAX - 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 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.


SPUUVFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.97

-0.19

Sortino ratio

Return per unit of downside risk

1.29

1.49

-0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.25

1.52

-0.27

Martin ratio

Return relative to average drawdown

5.36

7.29

-1.94

SPUU vs. VFIAX - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 0.78, which is comparable to the VFIAX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SPUU and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPUUVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.97

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.70

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.78

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.13

Correlation

The correlation between SPUU and VFIAX is 0.97, 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. VFIAX - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.76%, more than VFIAX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.76%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.18%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

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.


Loading graphics...

Drawdown Indicators


SPUUVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-55.20%

-4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-23.10%

-12.12%

-10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

-24.53%

-22.06%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

-33.83%

-25.52%

Current Drawdown

Current decline from peak

-12.15%

-6.24%

-5.91%

Average Drawdown

Average peak-to-trough decline

-9.62%

-9.46%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.52%

+2.89%

Volatility

SPUU vs. VFIAX - Volatility Comparison

Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 10.73% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 5.35%. 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.


Loading graphics...

Volatility by Period


SPUUVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.73%

5.35%

+5.38%

Volatility (6M)

Calculated over the trailing 6-month period

19.20%

9.53%

+9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

18.32%

+17.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.47%

16.91%

+16.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.72%

18.05%

+17.67%