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UXI vs. DUSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UXI and DUSL is 0.94, 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.


-0.50.00.51.00.9

Performance

UXI vs. DUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Industrials (UXI) and Direxion Daily Industrials Bull 3X Shares (DUSL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
14.45%
19.94%
UXI
DUSL

Key characteristics

Sharpe Ratio

UXI:

1.05

DUSL:

0.95

Sortino Ratio

UXI:

1.61

DUSL:

1.52

Omega Ratio

UXI:

1.19

DUSL:

1.18

Calmar Ratio

UXI:

1.68

DUSL:

1.58

Martin Ratio

UXI:

4.43

DUSL:

3.91

Ulcer Index

UXI:

6.53%

DUSL:

9.92%

Daily Std Dev

UXI:

27.53%

DUSL:

41.02%

Max Drawdown

UXI:

-89.01%

DUSL:

-85.74%

Current Drawdown

UXI:

-8.02%

DUSL:

-12.83%

Returns By Period

In the year-to-date period, UXI achieves a 9.33% return, which is significantly lower than DUSL's 13.99% return.


UXI

YTD

9.33%

1M

0.81%

6M

14.19%

1Y

31.57%

5Y*

12.03%

10Y*

15.50%

DUSL

YTD

13.99%

1M

0.68%

6M

18.92%

1Y

42.98%

5Y*

11.96%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


UXI vs. DUSL - Expense Ratio Comparison

UXI has a 0.95% expense ratio, which is lower than DUSL's 1.01% expense ratio.


DUSL
Direxion Daily Industrials Bull 3X Shares
Expense ratio chart for DUSL: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for UXI: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

UXI vs. DUSL — Risk-Adjusted Performance Rank

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

UXI
The Risk-Adjusted Performance Rank of UXI is 4646
Overall Rank
The Sharpe Ratio Rank of UXI is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of UXI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of UXI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of UXI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of UXI is 4545
Martin Ratio Rank

DUSL
The Risk-Adjusted Performance Rank of DUSL is 4141
Overall Rank
The Sharpe Ratio Rank of DUSL is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSL is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DUSL is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DUSL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DUSL is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UXI vs. DUSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Industrials (UXI) and Direxion Daily Industrials Bull 3X Shares (DUSL). 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.


Sharpe ratio
The chart of Sharpe ratio for UXI, currently valued at 1.05, compared to the broader market0.002.004.001.050.95
The chart of Sortino ratio for UXI, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.0012.001.611.52
The chart of Omega ratio for UXI, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.18
The chart of Calmar ratio for UXI, currently valued at 1.68, compared to the broader market0.005.0010.0015.001.681.58
The chart of Martin ratio for UXI, currently valued at 4.43, compared to the broader market0.0020.0040.0060.0080.00100.004.433.91
UXI
DUSL

The current UXI Sharpe Ratio is 1.05, which is comparable to the DUSL Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of UXI and DUSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.05
0.95
UXI
DUSL

Dividends

UXI vs. DUSL - Dividend Comparison

UXI's dividend yield for the trailing twelve months is around 0.17%, less than DUSL's 5.80% yield.


TTM20242023202220212020201920182017201620152014
UXI
ProShares Ultra Industrials
0.17%0.18%0.21%0.24%0.03%0.29%0.59%0.37%0.24%0.38%0.41%0.35%
DUSL
Direxion Daily Industrials Bull 3X Shares
5.80%6.62%1.28%0.66%0.07%0.48%1.01%1.46%0.57%0.00%0.00%0.00%

Drawdowns

UXI vs. DUSL - Drawdown Comparison

The maximum UXI drawdown since its inception was -89.01%, roughly equal to the maximum DUSL drawdown of -85.74%. Use the drawdown chart below to compare losses from any high point for UXI and DUSL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.02%
-12.83%
UXI
DUSL

Volatility

UXI vs. DUSL - Volatility Comparison

The current volatility for ProShares Ultra Industrials (UXI) is 7.09%, while Direxion Daily Industrials Bull 3X Shares (DUSL) has a volatility of 11.09%. This indicates that UXI experiences smaller price fluctuations and is considered to be less risky than DUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
7.09%
11.09%
UXI
DUSL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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