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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 6.43% return, which is significantly higher than SPXS's -26.94% return. Over the past 10 years, CURE has outperformed SPXS with an annualized return of 13.34%, while SPXS has yielded a comparatively lower -41.26% annualized return.


CURE

1D
-0.52%
1M
-4.06%
6M
6.28%
YTD
6.43%
1Y
67.78%
3Y*
7.93%
5Y*
0.06%
10Y*
13.34%
ALL TIME*
24.18%

SPXS

1D
-4.25%
1M
-4.72%
6M
-23.08%
YTD
-26.94%
1Y
-43.54%
3Y*
-40.76%
5Y*
-33.22%
10Y*
-41.26%
ALL TIME*
-44.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.76M$9.12M$9.34M
$311.03M$277.03M$339.25M

CURE vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
6.43%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
-26.94%-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 -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

-0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.55

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.64

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

-0.69

Over the past year, the inverse relationship between CURE and SPXS has weakened: their correlation has moved from -0.69 to -0.20, 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 historical risk-adjusted metric ranks over the past 12 months.

CURE
CURE Risk / Return Rank: 5757
Overall Rank
CURE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CURE Sortino Ratio Rank: 6666
Sortino Ratio Rank
CURE Omega Ratio Rank: 5454
Omega Ratio Rank
CURE Calmar Ratio Rank: 6060
Calmar Ratio Rank
CURE Martin Ratio Rank: 4444
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: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+2.61

Sortino ratioReturn per unit of downside risk

+4.05

Omega ratioGain probability vs. loss probability

1.25

0.81

+0.44

Calmar ratioReturn relative to maximum drawdown

2.19

-1.04

+3.23

Martin ratioReturn relative to average drawdown

4.92

-1.74

+6.66

CURE vs. SPXS - Sharpe Ratio Comparison

The current CURE Sharpe Ratio is 1.48, which is higher than the SPXS Sharpe Ratio of -1.14. 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%

-42.15%

+11.05%

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%

-99.56%

+30.37%

Current Drawdown

Current decline from peak

-15.52%

-100.00%

+84.48%

Average Drawdown

Average peak-to-trough decline

-18.16%

-96.32%

+78.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.83%

26.84%

-13.01%

Volatility

CURE vs. SPXS - Volatility Comparison

Direxion Daily Healthcare Bull 3x Shares (CURE) has a higher volatility of 15.88% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 11.58%. 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

15.88%

11.58%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

35.22%

30.75%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

46.17%

38.54%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.67%

50.81%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.87%

53.61%

-3.74%

CURE vs. SPXS - Expense Ratio Comparison

CURE has a 0.94% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

CURE vs. SPXS - Dividend Comparison

CURE's dividend yield for the trailing twelve months is around 1.07%, less than SPXS's 4.65% yield.


PositionTTM202520242023202220212020201920182017
CURE
Direxion Daily Healthcare Bull 3x Shares
1.07%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
4.65%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 -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CURE has higher volatility (15.88%) compared to SPXS (11.58%). In terms of maximum drawdown, CURE dropped -69.19% vs SPXS's -100.00%.

On 10-year performance, CURE leads with 13.34% vs -41.26% for SPXS. On fees, CURE is cheaper at 0.94% per year. On volatility, SPXS has been the lower-risk option at 11.58%. 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 13.34% return vs -41.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CURE is cheaper with a 0.94% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.65%, compared with 1.07% 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%). Their fees differ too: 0.94% for CURE and 1.08% for SPXS.

CURE currently has the higher Sharpe Ratio (1.48 vs -1.14), 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 CURE and SPXS

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