SPUU vs. VOO
Compare and contrast key facts about Direxion Daily S&P 500 Bull 2x Shares (SPUU) and Vanguard S&P 500 ETF (VOO).
SPUU and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SPUU and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPUU or VOO.
Performance
SPUU vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SPUU achieves a 46.56% return, which is significantly higher than VOO's 25.52% return. Over the past 10 years, SPUU has outperformed VOO with an annualized return of 20.35%, while VOO has yielded a comparatively lower 13.15% annualized return.
SPUU
46.56%
1.70%
20.83%
61.12%
23.00%
20.35%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| SPUU | VOO | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.62 |
| Sortino Ratio | 3.11 | 3.50 |
| Omega Ratio | 1.43 | 1.49 |
| Calmar Ratio | 3.21 | 3.78 |
| Martin Ratio | 15.31 | 17.12 |
| Ulcer Index | 3.95% | 1.86% |
| Daily Std Dev | 24.01% | 12.19% |
| Max Drawdown | -59.35% | -33.99% |
| Current Drawdown | -2.98% | -1.36% |
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SPUU vs. VOO - Expense Ratio Comparison
SPUU has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between SPUU and VOO 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.
Risk-Adjusted Performance
SPUU vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SPUU's dividend yield for the trailing twelve months is around 0.67%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPUU Direxion Daily S&P 500 Bull 2x Shares | 0.67% | 0.83% | 0.88% | 3.04% | 8.03% | 1.80% | 5.50% | 6.96% | 8.08% | 1.26% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SPUU vs. VOO - Drawdown Comparison
The maximum SPUU drawdown since its inception was -59.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPUU and VOO. For additional features, visit the drawdowns tool.
Volatility
SPUU vs. VOO - Volatility Comparison
Direxion Daily S&P 500 Bull 2x Shares (SPUU) has a higher volatility of 8.20% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that SPUU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.