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CSSPX vs. SPXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSSPX and SPXL is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

CSSPX vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-0.45%
25.59%
CSSPX
SPXL

Key characteristics

Sharpe Ratio

CSSPX:

0.69

SPXL:

1.51

Sortino Ratio

CSSPX:

1.02

SPXL:

1.96

Omega Ratio

CSSPX:

1.13

SPXL:

1.26

Calmar Ratio

CSSPX:

0.39

SPXL:

2.35

Martin Ratio

CSSPX:

1.86

SPXL:

8.59

Ulcer Index

CSSPX:

5.02%

SPXL:

6.65%

Daily Std Dev

CSSPX:

13.35%

SPXL:

37.83%

Max Drawdown

CSSPX:

-76.32%

SPXL:

-76.86%

Current Drawdown

CSSPX:

-13.14%

SPXL:

-1.45%

Returns By Period

In the year-to-date period, CSSPX achieves a 3.82% return, which is significantly lower than SPXL's 10.34% return. Over the past 10 years, CSSPX has underperformed SPXL with an annualized return of 3.16%, while SPXL has yielded a comparatively higher 24.32% annualized return.


CSSPX

YTD

3.82%

1M

5.71%

6M

-0.45%

1Y

10.78%

5Y*

0.37%

10Y*

3.16%

SPXL

YTD

10.34%

1M

13.35%

6M

25.59%

1Y

59.68%

5Y*

20.56%

10Y*

24.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSSPX vs. SPXL - Expense Ratio Comparison

CSSPX has a 0.90% expense ratio, which is lower than SPXL's 1.02% expense ratio.


SPXL
Direxion Daily S&P 500 Bull 3X Shares
Expense ratio chart for SPXL: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for CSSPX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

CSSPX vs. SPXL — Risk-Adjusted Performance Rank

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

CSSPX
The Risk-Adjusted Performance Rank of CSSPX is 3636
Overall Rank
The Sharpe Ratio Rank of CSSPX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of CSSPX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CSSPX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of CSSPX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of CSSPX is 3232
Martin Ratio Rank

SPXL
The Risk-Adjusted Performance Rank of SPXL is 6464
Overall Rank
The Sharpe Ratio Rank of SPXL is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPXL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SPXL is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPXL is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSSPX vs. SPXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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.


Sharpe ratio
The chart of Sharpe ratio for CSSPX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.691.51
The chart of Sortino ratio for CSSPX, currently valued at 1.02, compared to the broader market0.002.004.006.008.0010.0012.001.021.96
The chart of Omega ratio for CSSPX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.26
The chart of Calmar ratio for CSSPX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.392.35
The chart of Martin ratio for CSSPX, currently valued at 1.86, compared to the broader market0.0020.0040.0060.0080.001.868.59
CSSPX
SPXL

The current CSSPX Sharpe Ratio is 0.69, which is lower than the SPXL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of CSSPX and SPXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.69
1.51
CSSPX
SPXL

Dividends

CSSPX vs. SPXL - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 2.68%, more than SPXL's 0.67% yield.


TTM20242023202220212020201920182017201620152014
CSSPX
Cohen & Steers Global Realty Shares, Inc.
2.68%2.78%2.85%3.02%3.40%2.41%4.57%3.33%2.13%4.74%2.68%1.76%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
0.67%0.74%0.98%0.33%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%

Drawdowns

CSSPX vs. SPXL - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -76.32%, roughly equal to the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for CSSPX and SPXL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.14%
-1.45%
CSSPX
SPXL

Volatility

CSSPX vs. SPXL - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 3.84%, while Direxion Daily S&P 500 Bull 3X Shares (SPXL) has a volatility of 10.50%. This indicates that CSSPX experiences smaller price fluctuations and is considered to be less risky than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.84%
10.50%
CSSPX
SPXL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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