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BRKU vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRKU vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily BRKB Bull 2X Shares (BRKU) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRKU achieves a -14.77% return, which is significantly higher than SPXS's -25.49% return.


BRKU

1D
1.64%
1M
2.08%
YTD
-14.77%
6M
-16.17%
1Y
-19.26%
3Y*
5Y*
10Y*

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRKU vs. SPXS - Yearly Performance Comparison


2026 (YTD)20252024
BRKU
Direxion Daily BRKB Bull 2X Shares
-14.77%6.44%-3.96%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%10.68%

Correlation

The correlation between BRKU and SPXS is -0.14, 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

-0.14

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

-0.27

The correlation between BRKU and SPXS shifts across timeframes, from -0.27 (all time) to -0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BRKU vs. SPXS — Risk / Return Rank

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

BRKU
BRKU Risk / Return Rank: 22
Overall Rank
BRKU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BRKU Sortino Ratio Rank: 33
Sortino Ratio Rank
BRKU Omega Ratio Rank: 33
Omega Ratio Rank
BRKU Calmar Ratio Rank: 11
Calmar Ratio Rank
BRKU Martin Ratio Rank: 00
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
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.

BRKU vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BRKB Bull 2X Shares (BRKU) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


BRKUSPXSDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

0.90

0.75

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.96

+0.09

Martin ratioReturn relative to average drawdown

-1.77

-1.62

-0.15

BRKU vs. SPXS - Sharpe Ratio Comparison

The current BRKU Sharpe Ratio is -0.70, which is higher than the SPXS Sharpe Ratio of -1.38. The chart below compares the historical Sharpe Ratios of BRKU and SPXS, 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


BRKUSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

-1.38

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

-0.83

+0.57

Drawdowns

BRKU vs. SPXS - Drawdown Comparison

The maximum BRKU drawdown since its inception was -35.37%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BRKU and SPXS.


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Drawdown Indicators


BRKUSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-35.37%

-100.00%

+64.63%

Max Drawdown (1Y)

Largest decline over 1 year

-22.06%

-50.77%

+28.71%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-33.11%

-100.00%

+66.89%

Average Drawdown

Average peak-to-trough decline

-18.87%

-96.30%

+77.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

30.04%

-18.90%

Volatility

BRKU vs. SPXS - Volatility Comparison

The current volatility for Direxion Daily BRKB Bull 2X Shares (BRKU) is 7.19%, while Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a volatility of 8.51%. This indicates that BRKU experiences smaller price fluctuations and is considered to be less risky than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRKUSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

8.51%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

26.82%

-6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

27.78%

35.54%

-7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.42%

50.39%

-15.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.42%

53.54%

-19.12%

BRKU vs. SPXS - Expense Ratio Comparison

BRKU has a 0.97% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

BRKU vs. SPXS - Dividend Comparison

BRKU's dividend yield for the trailing twelve months is around 2.99%, less than SPXS's 4.91% yield.


PositionTTM20252024202320222021202020192018
BRKU
Direxion Daily BRKB Bull 2X Shares
2.99%2.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.91%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


BRKU and SPXS have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXS has higher volatility (8.51%) compared to BRKU (7.19%). In terms of maximum drawdown, BRKU dropped -35.37% vs SPXS's -100.00%.

On 1-year performance, BRKU leads with -19.26% vs -48.73% for SPXS. On fees, BRKU is cheaper at 0.97% per year. On volatility, BRKU has been the lower-risk option at 7.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BRKU has performed better with a -19.26% return vs -48.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BRKU is cheaper with a 0.97% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.91%, compared with 2.99% for BRKU.

BRKU is categorized as Leveraged Equities, while SPXS is Inverse Equities. Their fees differ too: 0.97% for BRKU and 1.08% for SPXS.

BRKU currently has the higher Sharpe Ratio (-0.70 vs -1.38), 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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