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Data as of .

MUD vs MULL: which held to its multiple?

Over three months against its own daily promise, MUD finished 1.6 points over and MULL 4.4 points short.

Direxion Daily MU Bear 1X ETF and GraniteShares 2x Long MU Daily ETF, side by side, leveraged ETFs on ETFIQ.

−17.6%MUD returned, 3 months
−24.5%MULL returned, 3 months
−18.2 ptsMUD from its stated multiple
−23.2 ptsMULL from its stated multiple

ETFIQ Decay Resistance Score: MUD scores higher

Did it keep up with its own daily multiple, compounded day by day?

MUD 50MULL 19.20.4, the lowest in this set99.6, the highest

A percentile among the 121 inverse ETFs over three months. It is a position in a set, not a rating, and neither end of it is a recommendation. All leveraged ETFs ranked by it · How it is computed

MUD18.2 pts short of its label · 3 months to Sep 11, 2026
MU −0.6% ×1 implies+0.6%MUD returned−17.6%MU −0.6% ×1 implies+0.6%MUD returned−17.6%
MULL23.2 pts short of its label · 3 months to Sep 11, 2026
MU −0.6% ×2 implies−1.3%MULL returned−24.5%MU −0.6% ×2 implies−1.3%MULL returned−24.5%

Performance, window by window

MUD and MULL over each window. Every figure is an ETFIQ calculation with distributions reinvested. Source: ETFIQ.
WindowTotal returnMultiple would giveDifference
MUDMULLMUDMULLMUDMULL
1 month−8.1%+9.7%−7.0%+14.0%−1.1 pts−4.3 pts
3 months−17.6%−24.5%+0.6%−1.3%−18.2 pts−23.2 pts
6 months−71.2%+211.0%not meaningfulnot meaningfulnot meaningfulnot meaningful
1 year−91.6%+1739.1%not meaningfulnot meaningfulnot meaningfulnot meaningful
Since launch−95.5%+2301.6%not meaningfulnot meaningfulnot meaningfulnot meaningful
Open the live comparison on ETFIQ
MUD and MULL on the same fields, as of Sep 11, 2026. Source: ETFIQ.
MUD
Direxion Daily MU Bear 1X ETF
Aims to return 1 times the opposite of the daily move of MU
MULL
GraniteShares 2x Long MU Daily ETF
Aims to return twice the daily move of MU
IssuerDirexionGraniteShares
Sets out to return-1x+2x
OnMUMU
Segmentcompanycompany
Fund returned, 3 months−17.6%−24.5%
Underlying returned, 3 months−0.6%−0.6%
What the stated multiple implies, 3 months+0.6%−1.3%
Difference from stated, 3 months−18.2 pts−23.2 pts
Fund returned, 1 year or since launch−91.6%+1739.1%
Difference from stated, over that windownot availablenot available
Underlying volatility94%94%
Difference over the days both have tradedno shared window−0.3 pts
Expense rationot published1.50%
LaunchedOct 10, 2024Nov 12, 2024

MUD in plain words

Three months to Sep 11, 2026: MUD returned −17.6% where its own daily promise gave −19.1%, 1.6 points over. Read the multiple against the whole window instead and −1 times MU's −0.6% implies +0.6%, which makes MUD look 18.2 points short. 19.8 of that is daily compounding, which happens to any −1 times fund over the same path, and the rest is the fund. MUD aims to return -1 times MU's move each day, then resets. Over one day it does that. Over longer, the daily results compound, so the total is not -1 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more. MU moved at 94% annualized over that window. That is what decides how far the two figures separate: the same fund on a calm underlying and a violent one is a different product.

MULL in plain words

Three months to Sep 11, 2026: MULL returned −24.5% where its own daily promise gave −20.1%, 4.4 points short. Read the multiple against the whole window instead and +2 times MU's −0.6% implies −1.3%, which makes MULL look 23.2 points short. 18.8 of that is daily compounding, which happens to any +2 times fund over the same path, and the rest is the fund. MULL aims to return +2 times MU's move each day, then resets. Over longer, the daily results compound, so the total is not +2 times the period's move: in a market that falls and comes back it is reliably less, and in a steady run it can be more.

Questions people ask

Which came closer to its stated multiple, MUD or MULL?
Over the window to Sep 11, 2026, MUD finished 18.2 points from what its multiple implies and MULL finished 23.2 points from its own, so MUD came closer. Neither figure predicts the next window: it depends on how much the underlying moves about.
Are MUD and MULL levered on the same thing?
Yes. Both are levered on MU, MUD at -1 times and MULL at +2 times the daily move.
Which one decays faster, MUD or MULL?
Decay follows how much the underlying moves about. Over this window MUD’s moved at 94% annualized and MULL’s at 94%, so MUD has the rougher ride and, at the same multiple, loses more to compounding.
Can I hold MUD or MULL for a year?
Both reset every day, so the multiple in the name applies to a single day and the daily results compound. Over a year the total is not the multiple times the year’s move, and in a market that falls and comes back it is reliably less. ETFIQ makes no recommendation either way.

Other comparisons

Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

MUD against MULL, ETFIQ, data as of Sep 11, 2026. Every figure is arithmetic on a named public source; the method is at etfiq.com/methodology. A comparison is not a recommendation.

Cite this page. ETFIQ, MUD against MULL, data as of Sep 11, 2026. https://etfiq.com/compare/leverage/MUD-MULL Free to use with attribution; the underlying files are at Open data.

How every figure is computed · Standards and sources