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VPN vs. TSXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPN vs. TSXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPN achieves a 52.56% return, which is significantly lower than TSXU's 141.91% return.


VPN

1D
-0.74%
1M
11.31%
YTD
52.56%
6M
54.49%
1Y
84.73%
3Y*
36.32%
5Y*
15.53%
10Y*

TSXU

1D
-0.92%
1M
66.50%
YTD
141.91%
6M
130.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPN vs. TSXU - Yearly Performance Comparison


Correlation

The correlation between VPN and TSXU is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.71

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Return for Risk

VPN vs. TSXU — Risk / Return Rank

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

VPN
VPN Risk / Return Rank: 9292
Overall Rank
VPN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VPN Sortino Ratio Rank: 9393
Sortino Ratio Rank
VPN Omega Ratio Rank: 9191
Omega Ratio Rank
VPN Calmar Ratio Rank: 9393
Calmar Ratio Rank
VPN Martin Ratio Rank: 9090
Martin Ratio Rank

TSXU
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.

VPN vs. TSXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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.


VPNTSXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

6.61

Martin ratioReturn relative to average drawdown

20.78

VPN vs. TSXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VPNTSXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

4.53

-3.77

Drawdowns

VPN vs. TSXU - Drawdown Comparison

The maximum VPN drawdown since its inception was -38.98%, which is greater than TSXU's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for VPN and TSXU.


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Drawdown Indicators


VPNTSXUDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-35.62%

-3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

Max Drawdown (3Y)

Largest decline over 3 years

-24.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

Current Drawdown

Current decline from peak

-0.74%

-0.92%

+0.18%

Average Drawdown

Average peak-to-trough decline

-12.37%

-10.56%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

Volatility

VPN vs. TSXU - Volatility Comparison


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Volatility by Period


VPNTSXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

78.68%

-56.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

78.68%

-56.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

78.68%

-56.78%

VPN vs. TSXU - Expense Ratio Comparison

VPN has a 0.50% expense ratio, which is lower than TSXU's 1.05% expense ratio.


Dividends

VPN vs. TSXU - Dividend Comparison

VPN's dividend yield for the trailing twelve months is around 0.72%, less than TSXU's 1.20% yield.


PositionTTM202520242023202220212020
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.20%2.54%0.00%0.00%0.00%0.00%0.00%
VPN
Global X Data Center REITs & Digital Infrastructure ETF
0.72%1.10%1.72%1.18%2.57%1.27%0.30%

Frequently Asked Questions


VPN and TSXU have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPN is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPN is cheaper with a 0.50% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.20%, compared with 0.72% for VPN.

VPN is categorized as Technology Equities, while TSXU is Leveraged Equities. VPN tracks Solactive Data Center REITs & Digital Infrastructure Index, while TSXU tracks Solactive Semiconductor Top 5 Index (2x). They also come from different issuers: Global X and Direxion. Their fees differ too: 0.50% for VPN and 1.05% for TSXU.

Portfolio Optimizer

Find the right allocation for VPN and TSXU

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

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