WEBL vs. MSFT
Compare and contrast key facts about Daily Dow Jones Internet Bull 3X Shares (WEBL) and Microsoft Corporation (MSFT).
WEBL is a passively managed fund by Direxion that tracks the performance of the Dow Jones Internet Composite Index (300%). It was launched on Nov 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WEBL or MSFT.
Key characteristics
| WEBL | MSFT | |
|---|---|---|
| YTD Return | 72.63% | 13.69% |
| 1Y Return | 138.78% | 15.70% |
| 3Y Return (Ann) | -32.98% | 9.03% |
| 5Y Return (Ann) | 1.57% | 24.40% |
| Sharpe Ratio | 2.95 | 0.86 |
| Sortino Ratio | 2.99 | 1.21 |
| Omega Ratio | 1.41 | 1.16 |
| Calmar Ratio | 1.85 | 1.09 |
| Martin Ratio | 13.81 | 2.65 |
| Ulcer Index | 11.82% | 6.34% |
| Daily Std Dev | 55.26% | 19.58% |
| Max Drawdown | -94.44% | -69.41% |
| Current Drawdown | -71.92% | -8.90% |
Correlation
The correlation between WEBL and MSFT is 0.74, 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.
Performance
WEBL vs. MSFT - Performance Comparison
In the year-to-date period, WEBL achieves a 72.63% return, which is significantly higher than MSFT's 13.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WEBL vs. MSFT - Risk-Adjusted Performance Comparison
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.
Dividends
WEBL vs. MSFT - Dividend Comparison
WEBL has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEBL Daily Dow Jones Internet Bull 3X Shares | 0.00% | 0.00% | 0.00% | 4.79% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
WEBL vs. MSFT - Drawdown Comparison
The maximum WEBL drawdown since its inception was -94.44%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for WEBL and MSFT. For additional features, visit the drawdowns tool.
Volatility
WEBL vs. MSFT - Volatility Comparison
Daily Dow Jones Internet Bull 3X Shares (WEBL) has a higher volatility of 13.95% compared to Microsoft Corporation (MSFT) at 7.77%. 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.