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USD=X vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. SPXL - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

SPXL

1D
0.75%
1M
-0.39%
YTD
20.19%
6M
19.28%
1Y
68.17%
3Y*
49.02%
5Y*
22.10%
10Y*
29.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SPXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
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
20.19%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%

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Return for Risk

USD=X vs. SPXL — Risk / Return Rank

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

USD=X

SPXL
SPXL Risk / Return Rank: 5959
Overall Rank
SPXL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5656
Omega Ratio Rank
SPXL Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6565
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.

USD=X vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). 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.

USD=X vs. SPXL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XSPXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

Drawdowns

USD=X vs. SPXL - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for USD=X and SPXL.


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Drawdown Indicators


USD=XSPXLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-76.86%

+76.86%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-26.77%

+26.77%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-48.95%

+48.95%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-63.80%

+63.80%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-76.86%

+76.86%

Current Drawdown

Current decline from peak

0.00%

-8.16%

+8.16%

Average Drawdown

Average peak-to-trough decline

0.00%

-15.72%

+15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

6.37%

-6.37%

Volatility

USD=X vs. SPXL - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Direxion Daily S&P 500 Bull 3X ETF (SPXL) has a volatility of 11.41%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

11.41%

-11.41%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

27.97%

-27.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

36.23%

-36.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

50.36%

-50.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

53.49%

-53.49%

Frequently Asked Questions


SPXL has higher volatility (11.41%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SPXL's -76.86%.

Portfolio Optimizer

Find the right allocation for USD=X and SPXL

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