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MUD vs DVOL

Comparison between Direxion Daily MU Bear 1X Shares (MUD, ETF) and FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF).

MUD vs DVOL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
MUD
$73M
DVOL
$73M
Expense Ratio
MUD
1.02%
Winner
DVOL
0.60%
Max Drawdown
MUD
96.36%
Winner
DVOL
38.26%
Sharpe Ratio
MUD
-3.51
Winner
DVOL
-0.09
5Y Beta
Winner
MUD
-2.34
DVOL
0.61
P/E Ratio
MUD
N/A
DVOL
22.84
Forward P/E
MUD
N/A
DVOL
20.11
PEG Ratio
MUD
N/A
DVOL
0.49
5Y Dividends CAGR
MUD
N/A
DVOL
15.81%
5Y EPS CAGR
MUD
N/A
DVOL
17.89%
Debt to Equity
MUD
N/A
DVOL
46.75%
P/S Ratio
MUD
N/A
DVOL
2.32
P/B Ratio
MUD
N/A
DVOL
3.36

MUD vs DVOL - Historical Returns

Returns include dividend reinvestment.

1M
MUD
-28.53%
Winner
DVOL
-1.92%
3M
MUD
-66.67%
Winner
DVOL
-0.12%
6M
MUD
-81.00%
Winner
DVOL
+2.42%
1Y
MUD
-92.38%
Winner
DVOL
+2.84%
5Y(CAGR)
MUD
N/A
DVOL
+6.89%
Max(CAGR)
MUD
-82.21%
Winner
DVOL
+8.79%

MUD vs DVOL - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

YearMUDDVOL
2026-74.96%+0.94%
2025-77.93%+4.42%
2024+19.12%+25.34%
2023N/A+5.82%
2022N/A-14.19%
2021N/A+31.72%
2020N/A+12.13%
2019N/A+27.22%
2018N/A-9.89%

MUD vs DVOL Drawdown Comparison

The maximum drawdown for MUD was -96.24%, occurring on Jun 3, 2026. This drawdown has not yet recovered.

The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The current MUD drawdown is -95.85%. The current DVOL drawdown is -4.82%.

RankMUDDVOL
#1-96.24%
Apr 4, 2025 - Jun 3, 2026
-38.26%
Feb 18, 2020 - Dec 16, 2020
#2-24.70%
Dec 31, 2024 - Apr 3, 2025
-24.65%
Dec 31, 2021 - Jul 12, 2024
#3-12.41%
Nov 1, 2024 - Nov 15, 2024
-13.88%
Sep 14, 2018 - Mar 5, 2019
#4-12.08%
Nov 15, 2024 - Dec 19, 2024
-11.65%
Nov 29, 2024 - Jan 15, 2026
#5-7.15%
Oct 15, 2024 - Oct 31, 2024
-9.82%
Feb 9, 2026 - Mar 30, 2026
#6-3.52%
Dec 19, 2024 - Dec 30, 2024
-8.06%
Sep 3, 2021 - Oct 29, 2021
#7-2.39%
Oct 10, 2024 - Oct 15, 2024
-7.86%
Jan 8, 2021 - Apr 5, 2021
#8N/A-5.41%
Sep 26, 2019 - Jan 16, 2020
#9N/A-4.44%
Jul 31, 2024 - Aug 15, 2024
#10N/A-4.34%
May 7, 2021 - Jun 29, 2021
#11N/A-3.89%
May 20, 2019 - Jun 6, 2019
#12N/A-3.56%
Nov 16, 2021 - Dec 7, 2021
#13N/A-3.32%
Sep 4, 2019 - Sep 26, 2019
#14N/A-3.14%
Aug 30, 2024 - Sep 16, 2024
#15N/A-2.58%
Jul 10, 2019 - Aug 8, 2019

Correlation

Correlation between MUD and DVOL is -0.45 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.45
-101

Dividend Comparison (2018 - 2026)

MUD vs DVOL dividend yield comparison.

YearMUDDVOL
20262.09%0.08%
20259.21%0.86%
20240.47%0.67%
20230.00%1.28%
20220.00%1.37%
20210.00%0.47%
20200.00%0.60%
20190.00%1.79%
20180.00%0.39%

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