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CURE vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CURE vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Healthcare Bull 3x Shares (CURE) 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, CURE achieves a -10.45% return, which is significantly higher than SPXS's -20.76% return. Over the past 10 years, CURE has outperformed SPXS with an annualized return of 14.03%, while SPXS has yielded a comparatively lower -42.08% annualized return.


CURE

1D
3.78%
1M
4.14%
YTD
-10.45%
6M
-10.93%
1Y
35.07%
3Y*
1.46%
5Y*
0.46%
10Y*
14.03%

SPXS

1D
3.42%
1M
3.11%
YTD
-20.76%
6M
-18.37%
1Y
-44.21%
3Y*
-40.67%
5Y*
-33.53%
10Y*
-42.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CURE vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
-10.45%22.55%-8.47%-9.40%-20.51%88.30%5.02%55.66%2.82%69.32%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-20.76%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between CURE and SPXS is -0.30, 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

-0.30

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

-0.45

Correlation (5Y)
Calculated over the trailing 5-year period

-0.57

Correlation (10Y)
Calculated over the trailing 10-year period

-0.65

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2011

-0.70

Over the past year, the inverse relationship between CURE and SPXS has weakened: their correlation has moved from -0.70 to -0.30, meaning they move in opposite directions less often than they have historically.

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Return for Risk

CURE vs. SPXS — Risk / Return Rank

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

CURE
CURE Risk / Return Rank: 2424
Overall Rank
CURE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 2727
Sortino Ratio Rank
CURE Omega Ratio Rank: 2424
Omega Ratio Rank
CURE Calmar Ratio Rank: 2424
Calmar Ratio Rank
CURE Martin Ratio Rank: 2222
Martin Ratio Rank

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

CURE vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Healthcare Bull 3x Shares (CURE) 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.

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.


CURESPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+3.34

Omega ratioGain probability vs. loss probability

1.16

0.79

+0.36

Calmar ratioReturn relative to maximum drawdown

1.13

-0.94

+2.08

Martin ratioReturn relative to average drawdown

2.51

-1.63

+4.15

CURE vs. SPXS - Sharpe Ratio Comparison

The current CURE Sharpe Ratio is 0.79, which is higher than the SPXS Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of CURE 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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Drawdowns

CURE vs. SPXS - Drawdown Comparison

The maximum CURE drawdown since its inception was -69.19%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CURE and SPXS.


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Drawdown Indicators


CURESPXSDifference

Max Drawdown

Largest peak-to-trough decline

-69.19%

-100.00%

+30.81%

Max Drawdown (1Y)

Largest decline over 1 year

-31.10%

-46.94%

+15.84%

Max Drawdown (3Y)

Largest decline over 3 years

-51.93%

-84.13%

+32.20%

Max Drawdown (5Y)

Largest decline over 5 years

-52.23%

-90.11%

+37.88%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-99.63%

+30.44%

Current Drawdown

Current decline from peak

-28.92%

-100.00%

+71.08%

Average Drawdown

Average peak-to-trough decline

-18.18%

-96.29%

+78.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.98%

29.25%

-15.27%

Volatility

CURE vs. SPXS - Volatility Comparison

Direxion Daily Healthcare Bull 3x Shares (CURE) has a higher volatility of 15.41% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 14.08%. This indicates that CURE's price experiences larger fluctuations and is considered to be riskier 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


CURESPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.41%

14.08%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

31.09%

29.38%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

37.37%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.92%

50.68%

-6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.58%

53.59%

-4.01%

CURE vs. SPXS - Expense Ratio Comparison

Both CURE and SPXS have an expense ratio of 1.08%.


Dividends

CURE vs. SPXS - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.19%, less than SPXS's 4.62% yield.


PositionTTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.19%1.12%1.17%2.02%0.38%0.02%0.17%0.40%0.70%0.18%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.62%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%

Frequently Asked Questions


CURE and SPXS have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CURE has higher volatility (15.41%) compared to SPXS (14.08%). In terms of maximum drawdown, CURE dropped -69.19% vs SPXS's -100.00%.

On 10-year performance, CURE leads with 14.03% vs -42.08% for SPXS. Both ETFs have the same 1.08% expense ratio. On volatility, SPXS has been the lower-risk option at 14.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CURE has performed better with a 14.03% return vs -42.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CURE and SPXS have the same expense ratio: 1.08% per year.

SPXS has the higher dividend yield at 4.62%, compared with 1.19% for CURE.

CURE is categorized as Leveraged Equities, while SPXS is Inverse Equities. CURE tracks Health Care Select Sector Index (300%), while SPXS tracks S&P 500 Index (-300%).

CURE currently has the higher Sharpe Ratio (0.79 vs -1.19), 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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