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URAA vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URAA vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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URAA vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024
URAA
Direxion Daily Uranium Industry Bull 2X Shares
14.03%88.33%-26.53%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%8.95%

Returns By Period

In the year-to-date period, URAA achieves a 14.03% return, which is significantly higher than IFED's -10.70% return.


URAA

1D
12.84%
1M
-23.94%
YTD
14.03%
6M
-8.51%
1Y
221.70%
3Y*
5Y*
10Y*

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URAA vs. IFED - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

URAA vs. IFED — Risk / Return Rank

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

URAA
URAA Risk / Return Rank: 9090
Overall Rank
URAA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
URAA Sortino Ratio Rank: 9292
Sortino Ratio Rank
URAA Omega Ratio Rank: 8484
Omega Ratio Rank
URAA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URAA Martin Ratio Rank: 8484
Martin Ratio Rank

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
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.

URAA vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


URAAIFEDDifference

Sharpe ratio

Return per unit of total volatility

2.36

0.29

+2.08

Sortino ratio

Return per unit of downside risk

2.71

0.52

+2.20

Omega ratio

Gain probability vs. loss probability

1.33

1.07

+0.26

Calmar ratio

Return relative to maximum drawdown

4.42

0.39

+4.03

Martin ratio

Return relative to average drawdown

9.74

1.24

+8.50

URAA vs. IFED - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 2.36, which is higher than the IFED Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of URAA and IFED, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


URAAIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.29

+2.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.58

-0.24

Correlation

The correlation between URAA and IFED is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

URAA vs. IFED - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 8.92%, while IFED has not paid dividends to shareholders.


Drawdowns

URAA vs. IFED - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for URAA and IFED.


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Drawdown Indicators


URAAIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-67.45%

-22.36%

-45.09%

Max Drawdown (1Y)

Largest decline over 1 year

-49.11%

-14.65%

-34.46%

Current Drawdown

Current decline from peak

-42.58%

-12.52%

-30.06%

Average Drawdown

Average peak-to-trough decline

-26.33%

-5.70%

-20.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.29%

4.64%

+17.65%

Volatility

URAA vs. IFED - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 31.90% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 4.91%. This indicates that URAA's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAAIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.90%

4.91%

+26.99%

Volatility (6M)

Calculated over the trailing 6-month period

73.88%

10.83%

+63.05%

Volatility (1Y)

Calculated over the trailing 1-year period

94.42%

18.80%

+75.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.37%

19.72%

+68.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.37%

19.72%

+68.65%