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ISIN
US25461A4031
Issuer
Direxion
Inception Date
Sep 6, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Microsoft Corporation (-100%)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$9M

Share Price Chart


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Performance

MSFD Performance Chart

Direxion Daily MSFT Bear 1X Shares (MSFD) is up 28.1% since the beginning of the year. MSFD is currently trading at $15 per share.


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S&P 500 Index

Returns By Period

Direxion Daily MSFT Bear 1X Shares (MSFD) has returned 28.14% so far this year and 28.15% over the past 12 months.


Direxion Daily MSFT Bear 1X Shares

1D
3.18%
1M
13.07%
YTD
28.14%
6M
28.55%
1Y
28.15%
3Y*
-2.53%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFD Monthly Returns History

Based on dividend-adjusted daily data since Sep 7, 2022, MSFD's average daily return is -0.03%, while the average monthly return is -0.57%.

Historically, 48% of months were positive and 52% were negative. The best month was Jun 2026 with a return of +21.9%, while the worst month was May 2025 at -15.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MSFD closed higher 48% of trading days. The best single day was Jan 29, 2026 with a return of +10.2%, while the worst single day was Apr 9, 2025 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.34%8.97%6.11%-9.63%-9.62%21.86%28.14%
20251.09%4.69%5.72%-5.58%-15.08%-7.15%-6.66%5.68%-1.94%0.23%5.18%1.99%-13.36%
2024-4.90%-3.71%-1.27%8.17%-5.96%-6.66%6.98%0.65%-2.77%5.99%-3.91%0.69%-7.86%
2023-3.44%-1.30%-13.56%-6.47%-6.60%-2.99%1.27%2.79%4.21%-6.56%-10.52%1.23%-35.90%
202210.26%-1.10%-10.19%6.07%3.88%

Benchmark Metrics

Direxion Daily MSFT Bear 1X Shares has an annualized alpha of 14.13%, beta of -1.08, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since September 07, 2022.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -219.30%), but participation in market rallies was also limited (-60.23%) - a profile typical of counter-cyclical assets.
  • Beta of -1.08 may look defensive, but with R2 of 0.44 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
14.13%
Beta
-1.08
0.44
Upside Capture
-60.23%
Downside Capture
-219.30%

Expense Ratio

MSFD has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MSFD ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MSFD Risk / Return Rank: 3030
Overall Rank
MSFD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 3333
Sortino Ratio Rank
MSFD Omega Ratio Rank: 3333
Omega Ratio Rank
MSFD Calmar Ratio Rank: 2626
Calmar Ratio Rank
MSFD Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Direxion Daily MSFT Bear 1X Shares (MSFD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSFDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.22

2.78

-1.57

Martin ratioReturn relative to average drawdown

3.85

12.44

-8.59

Dividends

Dividend History

Direxion Daily MSFT Bear 1X Shares provided a 2.44% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.36$0.38$0.61$0.69$0.19

Dividend yield

2.44%3.33%4.46%4.43%0.74%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily MSFT Bear 1X Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.08$0.38
2024$0.00$0.00$0.13$0.00$0.00$0.22$0.00$0.00$0.11$0.00$0.00$0.15$0.61
2023$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.22$0.00$0.00$0.17$0.69
2022$0.01$0.00$0.00$0.18$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily MSFT Bear 1X Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Direxion Daily MSFT Bear 1X Shares was 59.90%, occurring on Oct 29, 2025. The portfolio has not yet recovered.

The current Direxion Daily MSFT Bear 1X Shares drawdown is 42.20%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-59.90%Oct 2025
2y 12mo
3y 7moNov 2022 - now
Bear market2022
-10.40%Oct 2022
13d8d
21dOct 2022 - Nov 2022
Bear market2022
-6.51%Oct 2022
2d5d
7dOct 2022 - Oct 2022
Bear market2022
-3.15%Sep 2022
3d1d
4dSep 2022 - Sep 2022
Bear market2022
-2.11%Sep 2022
0s2d
2dSep 2022 - Sep 2022

Drawdown Indicators


MSFDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.90%

-56.78%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-23.25%

-9.10%

-14.15%

Max Drawdown (3Y)

Largest decline over 3 years

-40.50%

-18.90%

-21.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-42.20%

-1.80%

-40.40%

Average Drawdown

Average peak-to-trough decline

-41.61%

-10.71%

-30.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.81%

2.03%

+5.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MSFD

Add Direxion Daily MSFT Bear 1X Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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