TTXU vs. IAK
TTXU (Direxion Daily Technology Top 5 Bull 2X ETF) and IAK (iShares U.S. Insurance ETF) are both exchange-traded funds - TTXU is a Leveraged Equities fund tracking the S&P 500 Information Technology Top 5 Equal Capped Index, while IAK is a Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index. Both are passively managed. Their -0.40 correlation means they have often moved in opposite directions in the past. TTXU charges 0.98%/yr vs 0.38%/yr for IAK.
Performance
TTXU vs. IAK - Performance Comparison
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Returns By Period
In the year-to-date period, TTXU achieves a 44.26% return, which is significantly higher than IAK's 10.07% return.
TTXU
- 1D
- -2.80%
- 1M
- 3.99%
- 6M
- 68.54%
- YTD
- 44.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IAK
- 1D
- -0.31%
- 1M
- -0.06%
- 6M
- 12.67%
- YTD
- 10.07%
- 1Y
- 19.63%
- 3Y*
- 19.72%
- 5Y*
- 15.95%
- 10Y*
- 13.45%
- ALL TIME*
- 7.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.76M | $20.90M | $11.89M | |
| $280.90K | $355.42K | $463.88K |
TTXU vs. IAK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTXU Direxion Daily Technology Top 5 Bull 2X ETF | 44.26% | -14.75% |
IAK iShares U.S. Insurance ETF | 10.07% | 2.07% |
Correlation
The correlation between TTXU and IAK is -0.40, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | -0.40 |
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Return for Risk
TTXU vs. IAK — Risk / Return Rank
TTXU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IAK
TTXU vs. IAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Technology Top 5 Bull 2X ETF (TTXU) and iShares U.S. Insurance ETF (IAK). 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.
| TTXU | IAK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.45 | — |
| Martin ratioReturn relative to average drawdown | — | 5.96 | — |
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Drawdowns
TTXU vs. IAK - Drawdown Comparison
The maximum TTXU drawdown since its inception was -51.47%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for TTXU and IAK.
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Drawdown Indicators
| TTXU | IAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.47% | -77.38% | +25.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.62% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.95% | — |
Current DrawdownCurrent decline from peak | -19.53% | -3.23% | -16.30% |
Average DrawdownAverage peak-to-trough decline | -22.01% | -16.01% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.13% | — |
Volatility
TTXU vs. IAK - Volatility Comparison
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Volatility by Period
| TTXU | IAK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.43% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.85% | 16.00% | +48.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.85% | 18.13% | +46.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.85% | 20.92% | +43.93% |
TTXU vs. IAK - Expense Ratio Comparison
TTXU has a 0.98% expense ratio, which is higher than IAK's 0.38% expense ratio.
Dividends
TTXU vs. IAK - Dividend Comparison
TTXU's dividend yield for the trailing twelve months is around 0.52%, less than IAK's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 2.43% | 1.69% | 1.49% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% |
TTXU Direxion Daily Technology Top 5 Bull 2X ETF | 0.52% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTXU and IAK have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IAK is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IAK is cheaper with a 0.38% expense ratio, compared with 0.98% for TTXU.
IAK has the higher dividend yield at 2.43%, compared with 0.52% for TTXU.
TTXU is categorized as Leveraged Equities, while IAK is Financials Equities. TTXU tracks S&P 500 Information Technology Top 5 Equal Capped Index, while IAK tracks Dow Jones U.S. Select Insurance Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 0.98% for TTXU and 0.38% for IAK.
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