Direxion Daily BRKB Bull 2X Shares

10-Year Study

BRKU.US · · US · ETF

Executive Summary: Direxion Daily BRKB Bull 2X Shares has compounded at -6.6% annually over the last 10 years, with a maximum drawdown of 31.5% and an annualized volatility of 372.1%.

1Y CAGR
-22.3%
3Y CAGR
-6.6%
5Y CAGR
-6.6%
10Y CAGR
-6.6%

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 →
31.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.2%
% 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.
2026-9.49.2-11.4-2.0————————-14.2%
20255.119.36.4-2.2-11.7-8.1-6.311.7-1.1-10.514.4-5.16.4%

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 372.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110510.246958842044
2025-02-0112538.68769767925
2025-03-0113341.390709627616
2025-04-0113043.61134888679
2025-05-0111512.770017184368
2025-06-0110578.43805594896
2025-07-019915.966386554623
2025-08-0111080.565296395449
2025-09-0110962.081274444605
2025-10-019807.284503024966
2025-11-0111221.062069293328
2025-12-0110643.96178227737
2026-01-019647.13445075969
2026-02-0110530.491358935575
2026-03-019325.563018186389
2026-04-019135.189478635184
Annual Return Matrix
YearAnnual Return
20250.06439617822773713
2026-0.14174912823854313
Total Factor Risk
3.7208825057820434
VTI.US Exposure
0.0445838587038105
VEA.US Exposure
0.06746411301141522
VWO.US Exposure
0.017809747069972733
QQQ.US Exposure
-0.0008937358183664412
VTV.US Exposure
0.051239350890766165
IJR.US Exposure
0.03267550215352333
QUAL.US Exposure
0.015325153537139018
SHV.US Exposure
0.659724702536366
TLT.US Exposure
0.03612988663025127
LQD.US Exposure
0.01822535276759414
HYG.US Exposure
-0.001336120643900421
GLD.US Exposure
0.00010049263644690741
USO.US Exposure
-0.0005267218427384247
VNQ.US Exposure
0.048041202817838975
BTC-USD.CC Exposure
0.003576535693072129
CPER.US Exposure
0.0008272293052248755
VIX.INDX Exposure
0.0038363527677058072
UUP.US Exposure
0.00367094685959896
TIP.US Exposure
-0.0005477942651462869
Idiosyncratic Exposure
0.00007394518942576523
Value Score
40.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
372.1%

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 →23.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.46%
Market Cap$1.1T
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
$48
Avg Yield on Cost
0.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$47.960.48%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 →
-6.9%
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 →
-10.9%
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 →
31.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily BRKB Bull 2X Shares a high-risk investment?

Direxion Daily BRKB Bull 2X Shares (BRKU.US) has an annualized volatility of 372.1% and experienced a maximum drawdown of 31.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRKU.US has generated a Compound Annual Growth Rate (CAGR) of -6.6%. 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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