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TDAX vs. MUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. MUU - Yearly Performance Comparison


2026 (YTD)
TDAX
TDAQ Lift ETF
-10.90%
MUU
Direxion Daily MU Bull 2X Shares
-13.10%

Returns By Period


TDAX

1D
3.56%
1M
-7.09%
YTD
6M
1Y
3Y*
5Y*
10Y*

MUU

1D
9.69%
1M
-37.04%
YTD
19.95%
6M
205.62%
1Y
790.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. MUU - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is lower than MUU's 1.06% expense ratio.


Return for Risk

TDAX vs. MUU — Risk / Return Rank

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

TDAX

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9898
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.

TDAX vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and Direxion Daily MU Bull 2X Shares (MUU). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. MUU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXMUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

1.52

-3.19

Correlation

The correlation between TDAX and MUU is 0.50, 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

TDAX vs. MUU - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.15%, more than MUU's 4.03% yield.


TTM20252024
TDAX
TDAQ Lift ETF
5.15%0.00%0.00%
MUU
Direxion Daily MU Bull 2X Shares
4.03%4.27%0.31%

Drawdowns

TDAX vs. MUU - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for TDAX and MUU.


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Drawdown Indicators


TDAXMUUDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-75.07%

+60.38%

Max Drawdown (1Y)

Largest decline over 1 year

-52.72%

Current Drawdown

Current decline from peak

-11.65%

-48.14%

+36.49%

Average Drawdown

Average peak-to-trough decline

-5.11%

-25.05%

+19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.55%

Volatility

TDAX vs. MUU - Volatility Comparison


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Volatility by Period


TDAXMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

46.74%

Volatility (6M)

Calculated over the trailing 6-month period

98.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

129.66%

-105.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

127.08%

-102.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

127.08%

-102.95%