PortfoliosLab logoPortfoliosLab logo
SPXL vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXL vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bull 3X ETF (SPXL) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPXL achieves a 20.98% return, which is significantly higher than AGQ's -41.54% return. Over the past 10 years, SPXL has outperformed AGQ with an annualized return of 29.90%, while AGQ has yielded a comparatively lower 8.24% annualized return.


SPXL

1D
1.54%
1M
-1.59%
YTD
20.98%
6M
21.36%
1Y
65.66%
3Y*
47.11%
5Y*
21.80%
10Y*
29.90%

AGQ

1D
1.44%
1M
-42.34%
YTD
-41.54%
6M
-27.69%
1Y
86.62%
3Y*
45.61%
5Y*
11.26%
10Y*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXL vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXL
Direxion Daily S&P 500 Bull 3X ETF
20.98%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%
AGQ
ProShares Ultra Silver
-41.54%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%

Correlation

The correlation between SPXL and AGQ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.22

The correlation between SPXL and AGQ shifts across timeframes, from 0.20 (10 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SPXL vs. AGQ — Risk / Return Rank

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

SPXL
SPXL Risk / Return Rank: 5858
Overall Rank
SPXL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5555
Omega Ratio Rank
SPXL Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6464
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 3030
Overall Rank
AGQ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3434
Sortino Ratio Rank
AGQ Omega Ratio Rank: 4747
Omega Ratio Rank
AGQ Calmar Ratio Rank: 2626
Calmar Ratio Rank
AGQ 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.

SPXL vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 3X ETF (SPXL) and ProShares Ultra Silver (AGQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPXLAGQDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

2.47

1.09

+1.38

Martin ratioReturn relative to average drawdown

10.16

2.07

+8.09

SPXL vs. AGQ - Sharpe Ratio Comparison

The current SPXL Sharpe Ratio is 1.79, which is higher than the AGQ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SPXL and AGQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPXL vs. AGQ - Drawdown Comparison

The maximum SPXL drawdown since its inception was -76.86%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for SPXL and AGQ.


Loading charts...

Drawdown Indicators


SPXLAGQDifference

Max Drawdown

Largest peak-to-trough decline

-76.86%

-98.16%

+21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-79.89%

+53.12%

Max Drawdown (3Y)

Largest decline over 3 years

-48.95%

-79.89%

+30.94%

Max Drawdown (5Y)

Largest decline over 5 years

-63.80%

-79.89%

+16.09%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

-79.89%

+3.03%

Current Drawdown

Current decline from peak

-7.55%

-87.59%

+80.04%

Average Drawdown

Average peak-to-trough decline

-16.11%

-79.85%

+63.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

41.95%

-35.46%

Volatility

SPXL vs. AGQ - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bull 3X ETF (SPXL) is 13.20%, while ProShares Ultra Silver (AGQ) has a volatility of 33.96%. This indicates that SPXL experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPXLAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.20%

33.96%

-20.76%

Volatility (6M)

Calculated over the trailing 6-month period

28.79%

135.10%

-106.31%

Volatility (1Y)

Calculated over the trailing 1-year period

36.81%

122.60%

-85.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.44%

75.28%

-24.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.50%

65.96%

-12.46%

SPXL vs. AGQ - Expense Ratio Comparison

SPXL has a 0.84% expense ratio, which is lower than AGQ's 0.93% expense ratio.


Dividends

SPXL vs. AGQ - Dividend Comparison

SPXL's dividend yield for the trailing twelve months is around 0.56%, while AGQ has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.56%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


SPXL and AGQ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (33.96%) compared to SPXL (13.20%). In terms of maximum drawdown, SPXL dropped -76.86% vs AGQ's -98.16%.

On 10-year performance, SPXL leads with 29.90% vs 8.24% for AGQ. On fees, SPXL is cheaper at 0.84% per year. On volatility, SPXL has been the lower-risk option at 13.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXL has performed better with a 29.90% return vs 8.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXL is cheaper with a 0.84% expense ratio, compared with 0.93% for AGQ.

SPXL has the higher dividend yield at 0.56%, compared with 0.00% for AGQ.

SPXL is categorized as Leveraged Equities, while AGQ is Silver. SPXL tracks S&P 500, while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 0.84% for SPXL and 0.93% for AGQ.

SPXL currently has the higher Sharpe Ratio (1.79 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPXL and AGQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer