Direxion Daily Industrials Bull 3X Shares Direxion Daily Industrials Bull 3

10-Year Study

DUSL.US · · US · ETF

Executive Summary: Direxion Daily Industrials Bull 3X Shares Direxion Daily Industrials Bull 3 has compounded at 17.3% annually over the last 10 years, with a maximum drawdown of 75.5% and an annualized volatility of 42.3%.

1Y CAGR
+59.2%
3Y CAGR
+54.5%
5Y CAGR
+17.3%
10Y CAGR
+17.3%

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 →
75.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +90.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -46.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.421.5-25.115.8————————25.6%
202513.6-5.1-12.0-6.126.610.37.9-1.34.60.4-4.03.037.5%
2024-4.221.812.6-11.83.4-4.213.46.98.8-5.222.7-23.534.8%
20239.7-4.00.2-5.2-10.435.47.5-7.1-18.3-9.926.921.137.2%
2022-14.2-4.09.8-21.9-3.4-22.829.7-9.7-29.844.023.1-10.4-31.2%
2021-13.321.227.810.38.9-7.21.92.8-18.021.3-10.715.560.7%
2020-2.2-29.0-60.023.813.31.411.228.0-4.3-5.552.43.6-19.8%
201938.219.3-4.611.7-22.624.31.2-10.08.91.513.4-1.290.7%
201816.1-13.1-8.8-9.87.7-8.218.9-0.16.5-30.59.7-32.1-46.3%
2017—————5.1-1.1-2.114.92.411.56.942.8%

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 42.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 9.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-05-0110000
2017-06-0110508.672611365324
2017-07-0110394.129610074699
2017-08-0110173.843325902459
2017-09-0111692.381399350776
2017-10-0111978.665571590598
2017-11-0113353.914896945518
2017-12-0114278.863076381554
2018-01-0116571.53193320036
2018-02-0114397.023739684773
2018-03-0113130.939809926082
2018-04-0111839.825570026202
2018-05-0112752.356369040634
2018-06-0111712.522977042512
2018-07-0113926.238804802688
2018-08-0113906.781649653876
2018-09-0114807.481716140637
2018-10-0110294.203918807929
2018-11-0111294.878563885955
2018-12-017670.910086432789
2019-01-0110600.189682819038
2019-02-0112649.253001681724
2019-03-0112065.8316711643
2019-04-0113479.701982869881
2019-05-0110434.07055418671
2019-06-0112964.77179396926
2019-07-0113118.962415424929
2019-08-0111807.951034455786
2019-09-0112859.028511087645
2019-10-0113049.151316046775
2019-11-0114801.028589307363
2019-12-0114628.700770464233
2020-01-0114303.355625953302
2020-02-0110148.373029840823
2020-03-014061.070045758536
2020-04-015029.136845398725
2020-05-015695.959951503773
2020-06-015777.846220032069
2020-07-016424.674410418866
2020-08-018225.194571551487
2020-09-017867.828229496657
2020-10-017437.619773945011
2020-11-0111332.91290234268
2020-12-0111736.47776604482
2021-01-0110177.21655129258
2021-02-0112336.765223512846
2021-03-0115764.011107200127
2021-04-0117387.950252258594
2021-05-0118931.32308655012
2021-06-0117564.140169736787
2021-07-0117890.60972271109
2021-08-0118394.39360162697
2021-09-0115089.512691149439
2021-10-0118301.70323438539
2021-11-0116334.917282646955
2021-12-0118862.783057608824
2022-01-0116189.428604951308
2022-02-0115544.262583597323
2022-03-0117073.702530407914
2022-04-0113331.524502327034
2022-05-0112875.845750713755
2022-06-019943.486252884351
2022-07-0112893.445187531775
2022-08-0111646.476201650436
2022-09-018176.356134381478
2022-10-0111774.756541124016
2022-11-0114494.798388673784
2022-12-0112982.517892760765
2023-01-0114237.748836481676
2023-02-0113669.0425906371
2023-03-0113702.774844538306
2023-04-0112993.615315421017
2023-05-0111640.414173413115
2023-06-0115762.788924087761
2023-07-0116949.773162814345
2023-08-0115752.522585943912
2023-09-0112870.565919668348
2023-10-0111597.58887715593
2023-11-0114712.200320700847
2023-12-0117815.46990496304
2024-01-0117060.454065469905
2024-02-0120782.0016426141
2024-03-0123394.882474871913
2024-04-0120631.379795846533
2024-05-0121335.259493918416
2024-06-0120448.63897688607
2024-07-0123188.13797958465
2024-08-0124793.793265282176
2024-09-0126983.847627987016
2024-10-0125584.839062927764
2024-11-0131392.60432555047
2024-12-0124006.36512964918
2025-01-0127268.07853259807
2025-02-0125888.282686065155
2025-03-0122774.79565098361
2025-04-0121375.933747897845
2025-05-0127067.444952872615
2025-06-0129853.631350463453
2025-07-0132204.67167272869
2025-08-0131792.94262583597
2025-09-0133256.58023387696
2025-10-0133373.90981266377
2025-11-0132034.49489616332
2025-12-0133008.72149868982
2026-01-0139397.31706363174
2026-02-0147850.91321522155
2026-03-0135819.742657123854
2026-04-0141466.22863623919
Annual Return Matrix
YearAnnual Return
2018-0.46277865083522496
20190.907035880441017
2020-0.19770880885463837
20210.6071928421473558
2022-0.3117390019749017
20230.3722661545413464
20240.34750109077737457
20250.3749987272301474
20260.2562203791469193
Total Factor Risk
0.42270068809736827
VTI.US Exposure
0.33321377584673195
VEA.US Exposure
0.0855634816034508
VWO.US Exposure
-0.003587754972736501
QQQ.US Exposure
-0.15925593128517332
VTV.US Exposure
0.30834757835840265
IJR.US Exposure
0.15456414855322254
QUAL.US Exposure
0.24007021929029895
SHV.US Exposure
0.023736675647120748
TLT.US Exposure
-0.009238418849453079
LQD.US Exposure
-0.02853885421845246
HYG.US Exposure
-0.004250392385825419
GLD.US Exposure
0.008587901200450838
USO.US Exposure
0.0032605517552304953
VNQ.US Exposure
-0.010485922763196832
BTC-USD.CC Exposure
0.0010324563415943097
CPER.US Exposure
-0.005387729637587348
VIX.INDX Exposure
-0.05078589002520067
UUP.US Exposure
-0.013989011547059997
TIP.US Exposure
0.03519639106403082
Idiosyncratic Exposure
0.09194672602415147
Value Score
39.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
94.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.3%

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 →27.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.87%
Market Cap$104.2B
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
$49
Avg Yield on Cost
0.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$48.890.49%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 →
-1.1%
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 →
+17.6%
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 →
15.8% 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 →
3.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily Industrials Bull 3X Shares Direxion Daily Industrials Bull 3 a high-risk investment?

Direxion Daily Industrials Bull 3X Shares Direxion Daily Industrials Bull 3 (DUSL.US) has an annualized volatility of 42.3% and experienced a maximum drawdown of 75.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DUSL.US has generated a Compound Annual Growth Rate (CAGR) of 17.3%. It has had a positive return in 67% 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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