Direxion Shares ETF Trust - Direxion Daily AAPL Bull 1.5X Shares

10-Year Study

AAPU.US · · US · ETF

Executive Summary: Direxion Shares ETF Trust - Direxion Daily AAPL Bull 1.5X Shares has compounded at 15.2% annually over the last 10 years, with a maximum drawdown of 42.9% and an annualized volatility of 52.0%.

1Y CAGR
+58.1%
3Y CAGR
+14.8%
5Y CAGR
+15.2%
10Y CAGR
+15.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +68.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -10.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.22.7-9.37.1————————-10.5%
2025-12.73.9-17.1-13.4-12.33.41.623.218.411.45.7-5.9-2.9%
2024-7.2-3.1-8.3-2.326.318.09.55.02.4-7.29.710.258.4%
202316.32.817.43.96.413.51.5-7.1-13.6-1.016.71.668.7%
2022————————-18.115.5-6.0-18.5-27.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 52.0%. The dominant macroeconomic risk driver is QQQ.US, accounting for 62.2% of variance. Idiosyncratic stock-specific factors contribute 23.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-018186.638921984863
2022-10-019451.762850094812
2022-11-018886.129337204162
2022-12-017239.795718592852
2023-01-018422.468717311896
2023-02-018661.654724147382
2023-03-0110171.94990294955
2023-04-0110569.101598116047
2023-05-0111249.79722888803
2023-06-0112772.734137705356
2023-07-0112961.297287621732
2023-08-0112035.821964166846
2023-09-0110398.606053486823
2023-10-0110292.71758039525
2023-11-0112013.33534706024
2023-12-0112210.400899464685
2024-01-0111337.282475541608
2024-02-0110980.90875020277
2024-03-0110064.159576669856
2024-04-019831.685992851268
2024-05-0112415.856980640252
2024-06-0114647.905444334432
2024-07-0116037.992314275643
2024-08-0116847.790214405977
2024-09-0117251.76620630632
2024-10-0116009.464516453823
2024-11-0117560.09017021586
2024-12-0119346.545619304925
2025-01-0116889.686921403118
2025-02-0117547.560313917646
2025-03-0114548.785331118232
2025-04-0112599.273939577004
2025-05-0111048.983906965817
2025-06-0111420.684331526572
2025-07-0111602.87067957689
2025-08-0114299.251005465028
2025-09-0116937.177314247674
2025-10-0118876.172576395762
2025-11-0119955.698008088468
2025-12-0118783.597075621037
2026-01-0116864.96282995754
2026-02-0117312.457697750775
2026-03-0115695.882487847713
2026-04-0116814.619657330804
Annual Return Matrix
YearAnnual Return
20230.6865670488611428
20240.584431647952943
2025-0.02909814262253374
2026-0.10482430017867783
Total Factor Risk
0.5197826183373702
VTI.US Exposure
-0.24535684260653617
VEA.US Exposure
-0.09092573174362245
VWO.US Exposure
0.050894759219017954
QQQ.US Exposure
0.6217145046011532
VTV.US Exposure
0.18059614874078722
IJR.US Exposure
0.08455050995495265
QUAL.US Exposure
0.0006356375924092717
SHV.US Exposure
0.018057856004760422
TLT.US Exposure
0.013977547663194388
LQD.US Exposure
-0.03090689319927607
HYG.US Exposure
0.08006257112425391
GLD.US Exposure
-0.002579336912915328
USO.US Exposure
0.023492459205189675
VNQ.US Exposure
0.020623935120461227
BTC-USD.CC Exposure
-0.013704304443281884
CPER.US Exposure
0.009897583913025598
VIX.INDX Exposure
-0.00196613460935024
UUP.US Exposure
0.030216250793915298
TIP.US Exposure
0.017760774626547703
Idiosyncratic Exposure
0.23295870495531346
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$97
Avg Yield on Cost
0.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$96.770.97%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
19.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Shares ETF Trust - Direxion Daily AAPL Bull 1.5X Shares a high-risk investment?

Direxion Shares ETF Trust - Direxion Daily AAPL Bull 1.5X Shares (AAPU.US) has an annualized volatility of 52.0% and experienced a maximum drawdown of 42.9% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of AAPU.US?

Over the past 10 years, AAPU.US has generated a Compound Annual Growth Rate (CAGR) of 15.2%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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