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TMFG vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFG vs. MUU - Performance Comparison

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

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Returns By Period

In the year-to-date period, TMFG achieves a 3.63% return, which is significantly lower than MUU's 642.75% return.


TMFG

1D
0.34%
1M
1.05%
6M
0.96%
YTD
3.63%
1Y
4.65%
3Y*
12.17%
5Y*
10Y*

MUU

1D
-2.52%
1M
-10.27%
6M
421.21%
YTD
642.75%
1Y
3,083.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFG vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
TMFG
Motley Fool Global Opportunities ETF
3.63%6.75%0.87%
MUU
Direxion Daily MU Bull 2X Shares
642.75%599.03%-40.91%

Correlation

The correlation between TMFG and MUU is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.40

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Return for Risk

TMFG vs. MUU — Risk / Return Rank

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

TMFG
TMFG Risk / Return Rank: 1414
Overall Rank
TMFG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1313
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1313
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1515
Martin Ratio Rank

MUU
MUU Risk / Return Rank: 9999
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9797
Omega Ratio Rank
MUU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
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.

TMFG vs. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) 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.

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.


TMFGMUUDifference
Sharpe ratioReturn per unit of total volatility

-27.01

Sortino ratioReturn per unit of downside risk

-5.34

Omega ratioGain probability vs. loss probability

1.05

1.72

-0.67

Calmar ratioReturn relative to maximum drawdown

0.30

75.03

-74.74

Martin ratioReturn relative to average drawdown

0.99

245.78

-244.78

TMFG vs. MUU - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.26, which is lower than the MUU Sharpe Ratio of 27.27. The chart below compares the historical Sharpe Ratios of TMFG and MUU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMFG vs. MUU - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, smaller than the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for TMFG and MUU.


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Drawdown Indicators


TMFGMUUDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-75.07%

+41.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-52.72%

+40.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

Current Drawdown

Current decline from peak

-0.37%

-30.01%

+29.64%

Average Drawdown

Average peak-to-trough decline

-10.29%

-23.40%

+13.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

16.41%

-12.90%

Volatility

TMFG vs. MUU - Volatility Comparison

The current volatility for Motley Fool Global Opportunities ETF (TMFG) is 3.69%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 67.23%. This indicates that TMFG experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFGMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

67.23%

-63.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

116.08%

-105.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

145.04%

-131.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

138.03%

-119.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

138.03%

-119.53%

TMFG vs. MUU - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is lower than MUU's 1.01% expense ratio.


Dividends

TMFG vs. MUU - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, less than MUU's 0.64% yield.


PositionTTM2025202420232022
MUU
Direxion Daily MU Bull 2X Shares
0.64%4.27%0.31%0.00%0.00%
TMFG
Motley Fool Global Opportunities ETF
0.26%0.27%13.94%5.42%0.70%

Frequently Asked Questions


TMFG and MUU have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (67.23%) compared to TMFG (3.69%). In terms of maximum drawdown, TMFG dropped -33.66% vs MUU's -75.07%.

On 1-year performance, MUU leads with 3083.51% vs 4.65% for TMFG. On fees, TMFG is cheaper at 0.85% per year. On volatility, TMFG has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MUU has performed better with a 3083.51% return vs 4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMFG is cheaper with a 0.85% expense ratio, compared with 1.01% for MUU.

MUU has the higher dividend yield at 0.64%, compared with 0.26% for TMFG.

TMFG is categorized as Global Equities, while MUU is Leveraged Equities. They also come from different issuers: Motley Fool and Direxion. Their fees differ too: 0.85% for TMFG and 1.01% for MUU.

MUU currently has the higher Sharpe Ratio (27.27 vs 0.26), 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

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