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UTSL vs. FSUTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTSL vs. FSUTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Utilities Bull 3X Shares (UTSL) and Fidelity Select Utilities Portfolio (FSUTX). The values are adjusted to include any dividend payments, if applicable.

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UTSL vs. FSUTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTSL
Direxion Daily Utilities Bull 3X Shares
20.69%29.03%54.24%-35.55%-14.06%48.16%-38.58%81.07%-2.27%11.26%
FSUTX
Fidelity Select Utilities Portfolio
6.77%16.19%28.76%-1.12%5.20%17.64%0.75%22.68%8.41%9.25%

Returns By Period

In the year-to-date period, UTSL achieves a 20.69% return, which is significantly higher than FSUTX's 6.77% return.


UTSL

1D
-0.75%
1M
-11.14%
YTD
20.69%
6M
11.50%
1Y
42.18%
3Y*
21.90%
5Y*
13.39%
10Y*

FSUTX

1D
-0.14%
1M
-4.57%
YTD
6.77%
6M
6.04%
1Y
21.04%
3Y*
17.73%
5Y*
13.73%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTSL vs. FSUTX - Expense Ratio Comparison

UTSL has a 0.99% expense ratio, which is higher than FSUTX's 0.74% expense ratio.


Return for Risk

UTSL vs. FSUTX — Risk / Return Rank

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

UTSL
UTSL Risk / Return Rank: 5353
Overall Rank
UTSL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UTSL Sortino Ratio Rank: 5353
Sortino Ratio Rank
UTSL Omega Ratio Rank: 5050
Omega Ratio Rank
UTSL Calmar Ratio Rank: 6868
Calmar Ratio Rank
UTSL Martin Ratio Rank: 4242
Martin Ratio Rank

FSUTX
FSUTX Risk / Return Rank: 7575
Overall Rank
FSUTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 6666
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 6666
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.

UTSL vs. FSUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Utilities Bull 3X Shares (UTSL) and Fidelity Select Utilities Portfolio (FSUTX). 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.


UTSLFSUTXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.38

-0.48

Sortino ratio

Return per unit of downside risk

1.37

1.88

-0.52

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

1.67

2.48

-0.81

Martin ratio

Return relative to average drawdown

3.80

6.24

-2.44

UTSL vs. FSUTX - Sharpe Ratio Comparison

The current UTSL Sharpe Ratio is 0.90, which is lower than the FSUTX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UTSL and FSUTX, 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


UTSLFSUTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.38

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.80

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.68

-0.51

Correlation

The correlation between UTSL and FSUTX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UTSL vs. FSUTX - Dividend Comparison

UTSL's dividend yield for the trailing twelve months is around 1.51%, less than FSUTX's 6.19% yield.


TTM20252024202320222021202020192018201720162015
UTSL
Direxion Daily Utilities Bull 3X Shares
1.51%1.69%1.61%3.61%1.15%1.19%1.40%5.01%1.46%0.57%0.00%0.00%
FSUTX
Fidelity Select Utilities Portfolio
6.19%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%

Drawdowns

UTSL vs. FSUTX - Drawdown Comparison

The maximum UTSL drawdown since its inception was -79.55%, which is greater than FSUTX's maximum drawdown of -66.73%. Use the drawdown chart below to compare losses from any high point for UTSL and FSUTX.


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Drawdown Indicators


UTSLFSUTXDifference

Max Drawdown

Largest peak-to-trough decline

-79.55%

-66.73%

-12.82%

Max Drawdown (1Y)

Largest decline over 1 year

-27.94%

-9.21%

-18.73%

Max Drawdown (5Y)

Largest decline over 5 years

-68.01%

-20.15%

-47.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

Current Drawdown

Current decline from peak

-11.14%

-4.57%

-6.57%

Average Drawdown

Average peak-to-trough decline

-33.61%

-11.29%

-22.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

3.66%

+8.64%

Volatility

UTSL vs. FSUTX - Volatility Comparison

Direxion Daily Utilities Bull 3X Shares (UTSL) has a higher volatility of 15.69% compared to Fidelity Select Utilities Portfolio (FSUTX) at 6.05%. This indicates that UTSL's price experiences larger fluctuations and is considered to be riskier than FSUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTSLFSUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.69%

6.05%

+9.64%

Volatility (6M)

Calculated over the trailing 6-month period

31.12%

12.18%

+18.94%

Volatility (1Y)

Calculated over the trailing 1-year period

47.20%

16.24%

+30.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.60%

17.20%

+34.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.39%

19.30%

+40.09%