^SIXY vs. WANT

Last updated Jul 14, 2026

^SIXY (Consumer Discretionary Select Sector Index) is an index, while WANT (Direxion Daily Consumer Discretionary Bull 3X Shares) is Leveraged Equities fund tracking the S&P Consumer Discretionary Select Sector Index (-300%).

Performance

^SIXY vs. WANT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector Index (^SIXY) and Direxion Daily Consumer Discretionary Bull 3X Shares (WANT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXY

• 1D: -0.94%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WANT

• 1D: -3.02%
• 1M: -2.68%
• 6M: -26.49%
• YTD: -17.23%
• 1Y: -3.85%
• 3Y*: 6.15%
• 5Y*: -9.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXY vs. WANT - Yearly Performance Comparison

	2026 (YTD)
^SIXY Consumer Discretionary Select Sector Index	-0.94%
WANT Direxion Daily Consumer Discretionary Bull 3X Shares	-3.02%

Return for Risk

^SIXY vs. WANT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WANT

WANT Risk / Return Rank: 9
WANT Sharpe Ratio Rank: 8
WANT Sortino Ratio Rank: 10
WANT Omega Ratio Rank: 10
WANT Calmar Ratio Rank: 8
WANT Martin Ratio Rank: 8

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.

^SIXY vs. WANT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Direxion Daily Consumer Discretionary Bull 3X Shares (WANT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	^SIXY	WANT	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.07	—
Sortino ratio: Return per unit of downside risk	—	0.29	—
Omega ratio: Gain probability vs. loss probability	—	1.03	—
Calmar ratio: Return relative to maximum drawdown	—	-0.09	—
Martin ratio: Return relative to average drawdown	—	-0.23	—

Drawdowns

^SIXY vs. WANT - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -0.94%, smaller than the maximum WANT drawdown of -85.89%. Use the drawdown chart below to compare losses from any high point for ^SIXY and WANT.

Drawdown Indicators

	^SIXY	WANT	Difference
Max Drawdown Largest peak-to-trough decline	-0.94%	-85.89%	+84.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-41.27%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-63.53%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-85.89%	—
Current Drawdown Current decline from peak	-0.94%	-60.11%	+59.17%
Average Drawdown Average peak-to-trough decline	-0.94%	-43.27%	+42.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	17.14%	—

Volatility

Volatility by Period

	^SIXY	WANT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	41.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	55.31%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	71.13%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	71.37%	—