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CWEB vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWEB vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) 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, CWEB achieves a -52.10% return, which is significantly lower than SPXS's -20.76% return.


CWEB

1D
-4.75%
1M
-18.42%
YTD
-52.10%
6M
-53.54%
1Y
-48.20%
3Y*
-16.02%
5Y*
-45.85%
10Y*

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)

CWEB vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
-52.10%29.04%0.12%-32.85%-59.43%-79.35%116.38%51.24%-63.01%166.27%
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 CWEB and SPXS 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 (3Y)
Calculated over the trailing 3-year period

-0.40

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

-0.40

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2016

-0.47

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Return for Risk

CWEB vs. SPXS — Risk / Return Rank

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

CWEB
CWEB Risk / Return Rank: 22
Overall Rank
CWEB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CWEB Sortino Ratio Rank: 22
Sortino Ratio Rank
CWEB Omega Ratio Rank: 22
Omega Ratio Rank
CWEB Calmar Ratio Rank: 33
Calmar Ratio Rank
CWEB Martin Ratio Rank: 22
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.

CWEB vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) 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.


CWEBSPXSDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

0.85

0.79

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.94

+0.23

Martin ratioReturn relative to average drawdown

-1.38

-1.63

+0.25

CWEB vs. SPXS - Sharpe Ratio Comparison

The current CWEB Sharpe Ratio is -0.89, which is comparable to the SPXS Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of CWEB 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

CWEB vs. SPXS - Drawdown Comparison

The maximum CWEB drawdown since its inception was -98.09%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CWEB and SPXS.


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Drawdown Indicators


CWEBSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-100.00%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-67.18%

-46.94%

-20.24%

Max Drawdown (3Y)

Largest decline over 3 years

-67.18%

-84.13%

+16.95%

Max Drawdown (5Y)

Largest decline over 5 years

-95.63%

-90.11%

-5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-98.05%

-100.00%

+1.95%

Average Drawdown

Average peak-to-trough decline

-65.64%

-96.29%

+30.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.83%

29.25%

+5.58%

Volatility

CWEB vs. SPXS - Volatility Comparison

Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) has a higher volatility of 16.52% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 14.08%. This indicates that CWEB'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


CWEBSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

14.08%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

40.88%

29.38%

+11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

54.27%

37.37%

+16.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.57%

50.68%

+43.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.54%

53.59%

+26.95%

CWEB vs. SPXS - Expense Ratio Comparison

CWEB has a 1.30% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

CWEB vs. SPXS - Dividend Comparison

CWEB's dividend yield for the trailing twelve months is around 7.05%, more than SPXS's 4.62% yield.


PositionTTM202520242023202220212020201920182017
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
7.05%2.77%4.59%2.63%0.00%0.00%0.00%0.64%1.59%2.98%
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


CWEB and SPXS 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.

CWEB has higher volatility (16.52%) compared to SPXS (14.08%). In terms of maximum drawdown, CWEB dropped -98.09% vs SPXS's -100.00%.

On 5-year performance, SPXS leads with -33.53% vs -45.85% for CWEB. On fees, SPXS is cheaper at 1.08% per year. 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 5-year period, SPXS has performed better with a -33.53% return vs -45.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.30% for CWEB.

CWEB has the higher dividend yield at 7.05%, compared with 4.62% for SPXS.

CWEB is categorized as Leveraged Equities, while SPXS is Inverse Equities. CWEB tracks CSI China Overseas Internet Index (200%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.30% for CWEB and 1.08% for SPXS.

CWEB currently has the higher Sharpe Ratio (-0.89 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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