WEBL vs. MSFT

In the year-to-date period, WEBL achieves a -31.05% return, which is significantly lower than MSFT's -7.93% return.

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This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bull 3X Shares (WEBL) and Microsoft Corporation (MSFT). 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.

The current WEBL Sharpe Ratio is 0.21, which is higher than the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of WEBL and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WEBL's dividend yield for the trailing twelve months is around 0.13%, less than MSFT's 0.82% yield.

The maximum WEBL drawdown since its inception was -94.44%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for WEBL and MSFT. For additional features, visit the drawdowns tool.

Daily Dow Jones Internet Bull 3X Shares (WEBL) has a higher volatility of 48.17% compared to Microsoft Corporation (MSFT) at 13.68%. This indicates that WEBL's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.