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BRKD vs. PWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRKD vs. PWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily BRKB Bear 1X Shares (BRKD) and Invesco Dynamic Large Cap Value ETF (PWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRKD achieves a 5.90% return, which is significantly lower than PWV's 12.10% return.


BRKD

1D
0.00%
1M
0.00%
YTD
5.90%
6M
6.63%
1Y
7.98%
3Y*
5Y*
10Y*

PWV

1D
-0.14%
1M
2.43%
YTD
12.10%
6M
12.38%
1Y
25.33%
3Y*
20.79%
5Y*
12.50%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRKD vs. PWV - Yearly Performance Comparison


2026 (YTD)20252024
BRKD
Direxion Daily BRKB Bear 1X Shares
5.90%-6.69%2.19%
PWV
Invesco Dynamic Large Cap Value ETF
12.10%19.65%-3.22%

Correlation

The correlation between BRKD and PWV is -0.48, 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

-0.48

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2024

-0.56

The correlation between BRKD and PWV has been stable across timeframes, ranging from -0.56 to -0.48 - a consistent structural relationship.

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Return for Risk

BRKD vs. PWV — Risk / Return Rank

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

BRKD
BRKD Risk / Return Rank: 2020
Overall Rank
BRKD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BRKD Sortino Ratio Rank: 2020
Sortino Ratio Rank
BRKD Omega Ratio Rank: 2020
Omega Ratio Rank
BRKD Calmar Ratio Rank: 2121
Calmar Ratio Rank
BRKD Martin Ratio Rank: 1717
Martin Ratio Rank

PWV
PWV Risk / Return Rank: 8686
Overall Rank
PWV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 8686
Sortino Ratio Rank
PWV Omega Ratio Rank: 8080
Omega Ratio Rank
PWV Calmar Ratio Rank: 9292
Calmar Ratio Rank
PWV Martin Ratio Rank: 9090
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.

BRKD vs. PWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BRKB Bear 1X Shares (BRKD) and Invesco Dynamic Large Cap Value ETF (PWV). 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.


BRKDPWVDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

1.12

1.48

-0.36

Calmar ratioReturn relative to maximum drawdown

0.86

6.28

-5.42

Martin ratioReturn relative to average drawdown

1.67

21.16

-19.49

BRKD vs. PWV - Sharpe Ratio Comparison

The current BRKD Sharpe Ratio is 0.60, which is lower than the PWV Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of BRKD and PWV, 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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Sharpe Ratios by Period


BRKDPWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

2.74

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.41

-0.37

Drawdowns

BRKD vs. PWV - Drawdown Comparison

The maximum BRKD drawdown since its inception was -17.92%, smaller than the maximum PWV drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for BRKD and PWV.


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Drawdown Indicators


BRKDPWVDifference

Max Drawdown

Largest peak-to-trough decline

-17.92%

-49.04%

+31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-4.05%

-5.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

Current Drawdown

Current decline from peak

-3.69%

-0.51%

-3.18%

Average Drawdown

Average peak-to-trough decline

-7.74%

-9.50%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

1.20%

+3.58%

Volatility

BRKD vs. PWV - Volatility Comparison

The current volatility for Direxion Daily BRKB Bear 1X Shares (BRKD) is 0.00%, while Invesco Dynamic Large Cap Value ETF (PWV) has a volatility of 2.35%. This indicates that BRKD experiences smaller price fluctuations and is considered to be less risky than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRKDPWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.35%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

6.62%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

9.31%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

14.35%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

17.16%

+0.10%

BRKD vs. PWV - Expense Ratio Comparison

BRKD has a 1.00% expense ratio, which is higher than PWV's 0.58% expense ratio.


Dividends

BRKD vs. PWV - Dividend Comparison

BRKD's dividend yield for the trailing twelve months is around 2.82%, more than PWV's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BRKD
Direxion Daily BRKB Bear 1X Shares
2.82%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWV
Invesco Dynamic Large Cap Value ETF
1.81%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%

Frequently Asked Questions


BRKD and PWV have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWV has higher volatility (2.35%) compared to BRKD (0.00%). In terms of maximum drawdown, BRKD dropped -17.92% vs PWV's -49.04%.

On 1-year performance, PWV leads with 25.33% vs 7.98% for BRKD. On fees, PWV is cheaper at 0.58% per year. On volatility, BRKD has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PWV has performed better with a 25.33% return vs 7.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PWV is cheaper with a 0.58% expense ratio, compared with 1.00% for BRKD.

BRKD has the higher dividend yield at 2.82%, compared with 1.81% for PWV.

BRKD is categorized as Inverse Equities, while PWV is Large Cap Value Equities. BRKD tracks Berkshire Hathaway Inc. Class B (-100%), while PWV tracks Dynamic Large Cap Value Intellidex Index (AMEX). They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.00% for BRKD and 0.58% for PWV.

PWV currently has the higher Sharpe Ratio (2.74 vs 0.60), 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

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