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AAPD vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPD vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AAPL Bear 1X Shares (AAPD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPD achieves a -8.23% return, which is significantly lower than VTI's 8.82% return.


AAPD

1D
0.17%
1M
4.32%
YTD
-8.23%
6M
-7.92%
1Y
-31.35%
3Y*
-14.13%
5Y*
10Y*

VTI

1D
-1.39%
1M
-0.84%
YTD
8.82%
6M
7.71%
1Y
24.22%
3Y*
20.62%
5Y*
11.90%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPD vs. VTI - Yearly Performance Comparison


2026 (YTD)2025202420232022
AAPD
Direxion Daily AAPL Bear 1X Shares
-8.23%-11.41%-21.45%-30.42%20.24%
VTI
Vanguard Total Stock Market ETF
8.82%17.10%23.81%26.05%-7.19%

Correlation

The correlation between AAPD and VTI is -0.49, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.49

Correlation (3Y)
Calculated over the trailing 3-year period

-0.54

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

-0.61

The correlation between AAPD and VTI shifts across timeframes, from -0.61 (all time) to -0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AAPD vs. VTI — Risk / Return Rank

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

AAPD
AAPD Risk / Return Rank: 11
Overall Rank
AAPD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
AAPD Sortino Ratio Rank: 11
Sortino Ratio Rank
AAPD Omega Ratio Rank: 00
Omega Ratio Rank
AAPD Calmar Ratio Rank: 11
Calmar Ratio Rank
AAPD Martin Ratio Rank: 22
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTI Omega Ratio Rank: 5757
Omega Ratio Rank
VTI Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTI Martin Ratio Rank: 6868
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.

AAPD vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AAPL Bear 1X Shares (AAPD) and Vanguard Total Stock Market ETF (VTI). 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.


AAPDVTIDifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-4.57

Omega ratioGain probability vs. loss probability

0.76

1.34

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.88

2.73

-3.60

Martin ratioReturn relative to average drawdown

-1.38

12.14

-13.52

AAPD vs. VTI - Sharpe Ratio Comparison

The current AAPD Sharpe Ratio is -1.39, which is lower than the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of AAPD and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAPD vs. VTI - Drawdown Comparison

The maximum AAPD drawdown since its inception was -59.79%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AAPD and VTI.


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Drawdown Indicators


AAPDVTIDifference

Max Drawdown

Largest peak-to-trough decline

-59.79%

-55.45%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-35.88%

-8.92%

-26.96%

Max Drawdown (3Y)

Largest decline over 3 years

-49.07%

-19.30%

-29.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-57.22%

-2.85%

-54.37%

Average Drawdown

Average peak-to-trough decline

-34.48%

-8.01%

-26.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.76%

2.00%

+20.76%

Volatility

AAPD vs. VTI - Volatility Comparison

Direxion Daily AAPL Bear 1X Shares (AAPD) has a higher volatility of 6.84% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that AAPD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPDVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

4.95%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

10.05%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

12.83%

+9.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.97%

17.51%

+9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.97%

18.32%

+8.65%

AAPD vs. VTI - Expense Ratio Comparison

AAPD has a 1.06% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

AAPD vs. VTI - Dividend Comparison

AAPD's dividend yield for the trailing twelve months is around 3.66%, more than VTI's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPD
Direxion Daily AAPL Bear 1X Shares
3.66%3.60%4.55%4.37%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.04%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


AAPD and VTI have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPD has higher volatility (6.84%) compared to VTI (4.95%). In terms of maximum drawdown, AAPD dropped -59.79% vs VTI's -55.45%.

On 3-year performance, VTI leads with 20.62% vs -14.13% for AAPD. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VTI has performed better with a 20.62% return vs -14.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 1.06% for AAPD.

AAPD has the higher dividend yield at 3.66%, compared with 1.04% for VTI.

AAPD is categorized as Inverse Equities, while VTI is Large Cap Blend Equities. AAPD tracks Apple Inc. (-100%), while VTI tracks CRSP US Total Market Index. They also come from different issuers: Direxion and Vanguard. Their fees differ too: 1.06% for AAPD and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (1.90 vs -1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AAPD and VTI

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