Certification of No Change in Definitive Materials. (497j)

Rafferty Asset Management, LLC

1301 Avenue of the Americas (6^th Avenue)

28th Floor

New York, NY 10019

June 1, 2020

VIA EDGAR

United States Securities and Exchange Commission

Division of Investment Management

100 F Street, N.E.

Washington, D.C. 20549-1004

 

Re:	Direxion Shares ETF Trust (the “Trust”)

File Nos.: 333-150525 and 811-22201

Dear Sir or Madam:

Pursuant to Rule 497(j) under the Securities Act of 1933 (the “Act”), the Trust hereby certifies that the forms of the Prospectus and Statement of Additional Information for the Direxion High Growth ETF, Direxion Fallen Knives ETF, and the Direxion Dynamic Hedge ETF that would have been filed under Rule 497(b) or (c) under the Act would not have differed from the documents each dated May 27, 2020, filed electronically as Post-Effective Amendment No. 269 to the Trust’s Registration Statement on Form N-1A on May 27, 2020.

If you have any questions concerning the foregoing, please contact Angela Brickl of Rafferty Asset Management, LLC at [phone] or Stacy L. Fuller of K&L Gates LLP at [phone].

Sincerely,

/s/ Angela Brickl                            

Angela Brickl

Secretary

Rafferty Asset Management, LLC