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SPXL vs JMBS

Comparison between DIREXION DAILY S&P 500(R) BULL 3X SHARES (SPXL, ETF) and JANUS HENDERSON MORTGAGE-BACKED SECURITIES ETF (JMBS, ETF).

5-Year PerformanceSPXL has outperformed JMBS, delivering a return of +21.3% compared to +0.6%

SPXL vs JMBS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPXL
$6.70B
Winner
JMBS
$6.80B
Expense Ratio
SPXL
N/A
JMBS
0.21%
Max Drawdown
SPXL
76.86%
Winner
JMBS
22.48%
Sharpe Ratio
Winner
SPXL
1.35
JMBS
0.04
5Y Beta
SPXL
2.89
Winner
JMBS
0.05
P/E Ratio
SPXL
24.57
JMBS
N/A
Forward P/E
SPXL
20.97
JMBS
N/A
PEG Ratio
SPXL
0.31
JMBS
N/A
5Y Dividends CAGR
Winner
SPXL
58.17%
JMBS
14.62%
Debt to Equity
SPXL
42.39%
JMBS
N/A
P/S Ratio
SPXL
3.48
JMBS
N/A
P/B Ratio
SPXL
5.32
JMBS
N/A

SPXL vs JMBS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPXL
+9.12%
JMBS
-0.48%
3M
Winner
SPXL
+14.48%
JMBS
-0.60%
6M
Winner
SPXL
+31.82%
JMBS
-0.60%
1Y
Winner
SPXL
+62.61%
JMBS
+3.99%
5Y(CAGR)
Winner
SPXL
+21.32%
JMBS
+0.60%
10Y(CAGR)
SPXL
+29.46%
JMBS
N/A
Max(CAGR)
Winner
SPXL
+28.90%
JMBS
+2.21%

SPXL vs JMBS - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

YearSPXLJMBS
2026+34.29%+0.45%
2025+33.02%+8.67%
2024+66.58%+2.14%
2023+71.53%+5.34%
2022-57.31%-11.28%
2021+107.32%-0.50%
2020+6.68%+5.74%
2019+102.65%+6.91%
2018-26.55%+1.53%
2017+67.50%N/A
2016+35.96%N/A
2015-5.43%N/A
2014+41.39%N/A
2013+102.91%N/A
2012+37.95%N/A
2011-17.26%N/A
2010+32.94%N/A
2009+50.59%N/A
2008-28.52%N/A

SPXL vs JMBS Drawdown Comparison

The maximum drawdown for SPXL was -76.86%, occurring on Mar 23, 2020. Recovery took 225 trading sessions.

The maximum drawdown for JMBS was -16.68%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

The current JMBS drawdown is -1.95%.

RankSPXLJMBS
#1-76.86%
Feb 19, 2020 - Jan 8, 2021
-16.68%
Aug 3, 2021 - Sep 5, 2025
#2-71.32%
Nov 5, 2008 - Sep 15, 2009
-4.28%
Mar 9, 2020 - May 1, 2020
#3-63.80%
Jan 3, 2022 - Jun 12, 2024
-3.06%
Feb 27, 2026 - May 19, 2026
#4-53.81%
Apr 29, 2011 - Sep 13, 2012
-1.46%
Sep 13, 2018 - Dec 4, 2018
#5-50.17%
Sep 20, 2018 - Jul 12, 2019
-0.97%
Feb 3, 2021 - Aug 2, 2021
#6-48.95%
Dec 6, 2024 - Jul 25, 2025
-0.93%
Oct 28, 2025 - Nov 25, 2025
#7-43.44%
Apr 23, 2010 - Dec 10, 2010
-0.78%
Sep 15, 2025 - Oct 10, 2025
#8-39.56%
May 21, 2015 - Jul 20, 2016
-0.68%
Nov 26, 2025 - Dec 18, 2025
#9-29.48%
Jan 26, 2018 - Sep 20, 2018
-0.67%
Jun 11, 2020 - Aug 4, 2020
#10-26.77%
Jan 12, 2026 - Apr 17, 2026
-0.65%
Jan 14, 2026 - Feb 5, 2026
#11-24.36%
Jul 16, 2024 - Sep 26, 2024
-0.58%
Mar 27, 2019 - May 7, 2019
#12-22.79%
Jan 19, 2010 - Mar 11, 2010
-0.53%
Sep 4, 2019 - Oct 2, 2019
#13-21.42%
Sep 14, 2012 - Jan 10, 2013
-0.49%
Jan 4, 2019 - Jan 31, 2019
#14-21.05%
Sep 18, 2014 - Nov 3, 2014
-0.48%
Dec 30, 2025 - Jan 9, 2026
#15-17.96%
Jul 26, 2019 - Nov 1, 2019
-0.44%
Oct 7, 2019 - Nov 5, 2019

Correlation

Correlation between SPXL and JMBS is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64
-101

Dividend Comparison (2008 - 2026)

SPXL vs JMBS dividend yield comparison.

YearSPXLJMBS
20260.33%3.09%
20250.69%5.03%
20240.74%5.53%
20230.98%4.38%
20220.32%2.73%
20210.11%1.16%
20200.22%2.92%
20190.84%3.64%
20181.02%0.89%
20173.88%0.00%
20102.17%0.00%
200913.15%0.00%
20080.18%0.00%

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