PortfoliosLab logoPortfoliosLab logo
USML vs. UTSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USML vs. UTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) and Direxion Daily Utilities Bull 3X Shares (UTSL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USML achieves a 1.74% return, which is significantly lower than UTSL's 6.35% return.


USML

1D
0.67%
1M
2.24%
YTD
1.74%
6M
1.57%
1Y
3.61%
3Y*
15.23%
5Y*
7.54%
10Y*

UTSL

1D
3.20%
1M
2.56%
YTD
6.35%
6M
6.90%
1Y
20.28%
3Y*
20.77%
5Y*
8.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USML vs. UTSL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
1.74%9.33%23.97%11.37%-22.87%42.12%
UTSL
Direxion Daily Utilities Bull 3X Shares
6.35%29.03%54.24%-35.55%-14.06%46.49%

Correlation

The correlation between USML and UTSL is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.59

Over the past year, the correlation between USML and UTSL has dropped to 0.33 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USML vs. UTSL — Risk / Return Rank

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

USML
USML Risk / Return Rank: 1111
Overall Rank
USML Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
USML Sortino Ratio Rank: 1111
Sortino Ratio Rank
USML Omega Ratio Rank: 1111
Omega Ratio Rank
USML Calmar Ratio Rank: 1111
Calmar Ratio Rank
USML Martin Ratio Rank: 1212
Martin Ratio Rank

UTSL
UTSL Risk / Return Rank: 1717
Overall Rank
UTSL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UTSL Sortino Ratio Rank: 1818
Sortino Ratio Rank
UTSL Omega Ratio Rank: 1818
Omega Ratio Rank
UTSL Calmar Ratio Rank: 1818
Calmar Ratio Rank
UTSL Martin Ratio Rank: 1616
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.

USML vs. UTSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) and Direxion Daily Utilities Bull 3X Shares (UTSL). 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.


USMLUTSLDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.03

1.10

-0.07

Calmar ratioReturn relative to maximum drawdown

0.15

0.64

-0.48

Martin ratioReturn relative to average drawdown

0.46

1.30

-0.85

USML vs. UTSL - Sharpe Ratio Comparison

The current USML Sharpe Ratio is 0.12, which is lower than the UTSL Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of USML and UTSL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

USML vs. UTSL - Drawdown Comparison

The maximum USML drawdown since its inception was -35.34%, smaller than the maximum UTSL drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for USML and UTSL.


Loading charts...

Drawdown Indicators


USMLUTSLDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-79.55%

+44.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-28.45%

+15.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-46.22%

+27.08%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

-68.01%

+32.67%

Current Drawdown

Current decline from peak

-4.83%

-21.69%

+16.86%

Average Drawdown

Average peak-to-trough decline

-10.38%

-33.19%

+22.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

13.87%

-9.46%

Volatility

USML vs. UTSL - Volatility Comparison

The current volatility for ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) is 4.74%, while Direxion Daily Utilities Bull 3X Shares (UTSL) has a volatility of 17.03%. This indicates that USML experiences smaller price fluctuations and is considered to be less risky than UTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USMLUTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

17.03%

-12.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

35.33%

-23.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

43.73%

-27.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.47%

52.08%

-27.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.24%

59.23%

-34.99%

USML vs. UTSL - Expense Ratio Comparison

USML has a 0.95% expense ratio, which is lower than UTSL's 0.99% expense ratio.


Dividends

USML vs. UTSL - Dividend Comparison

USML has not paid dividends to shareholders, while UTSL's dividend yield for the trailing twelve months is around 1.71%.


PositionTTM202520242023202220212020201920182017
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTSL
Direxion Daily Utilities Bull 3X Shares
1.71%1.69%1.61%3.61%1.15%1.19%1.40%5.01%1.46%0.57%

Frequently Asked Questions


USML and UTSL have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTSL has higher volatility (17.03%) compared to USML (4.74%). In terms of maximum drawdown, USML dropped -35.34% vs UTSL's -79.55%.

On 5-year performance, UTSL leads with 8.66% vs 7.54% for USML. On fees, USML is cheaper at 0.95% per year. On volatility, USML has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UTSL has performed better with a 8.66% return vs 7.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USML is cheaper with a 0.95% expense ratio, compared with 0.99% for UTSL.

UTSL has the higher dividend yield at 1.71%, compared with 0.00% for USML.

USML tracks MSCI USA Minimum Volatility Index, while UTSL tracks Utilities Select Sector Index (300%). They also come from different issuers: UBS and Direxion. Their fees differ too: 0.95% for USML and 0.99% for UTSL.

UTSL currently has the higher Sharpe Ratio (0.42 vs 0.12), 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

Find the right allocation for USML and UTSL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer