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DPST vs. DRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPST vs. DRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Regional Banks Bull 3X Shares (DPST) and Direxion Daily Real Estate Bull 3x Shares (DRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DPST having a 25.97% return and DRN slightly lower at 25.50%. Over the past 10 years, DPST has underperformed DRN with an annualized return of -11.53%, while DRN has yielded a comparatively higher -4.97% annualized return.


DPST

1D
3.07%
1M
11.97%
YTD
25.97%
6M
13.08%
1Y
71.11%
3Y*
39.46%
5Y*
-20.47%
10Y*
-11.53%

DRN

1D
3.81%
1M
-2.48%
YTD
25.50%
6M
26.99%
1Y
12.78%
3Y*
11.24%
5Y*
-10.91%
10Y*
-4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPST vs. DRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
25.97%-5.90%15.48%-55.79%-54.10%108.31%-76.53%70.65%-56.75%7.28%
DRN
Direxion Daily Real Estate Bull 3x Shares
25.50%-11.24%-5.29%12.03%-67.26%152.94%-55.37%81.86%-25.11%7.50%

Correlation

The correlation between DPST and DRN is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

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

0.49

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

0.52

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

0.41

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

0.40

The correlation between DPST and DRN shifts across timeframes, from 0.40 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DPST vs. DRN — Risk / Return Rank

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

DPST
DPST Risk / Return Rank: 3232
Overall Rank
DPST Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 3232
Sortino Ratio Rank
DPST Omega Ratio Rank: 3333
Omega Ratio Rank
DPST Calmar Ratio Rank: 3636
Calmar Ratio Rank
DPST Martin Ratio Rank: 2929
Martin Ratio Rank

DRN
DRN Risk / Return Rank: 1414
Overall Rank
DRN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DRN Sortino Ratio Rank: 1414
Sortino Ratio Rank
DRN Omega Ratio Rank: 1414
Omega Ratio Rank
DRN Calmar Ratio Rank: 1414
Calmar Ratio Rank
DRN Martin Ratio Rank: 1414
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.

DPST vs. DRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) and Direxion Daily Real Estate Bull 3x Shares (DRN). 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.


DPSTDRNDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.77

0.53

+1.24

Martin ratioReturn relative to average drawdown

3.92

1.17

+2.75

DPST vs. DRN - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 1.03, which is higher than the DRN Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DPST and DRN, 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

DPST vs. DRN - Drawdown Comparison

The maximum DPST drawdown since its inception was -97.73%, which is greater than DRN's maximum drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for DPST and DRN.


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Drawdown Indicators


DPSTDRNDifference

Max Drawdown

Largest peak-to-trough decline

-97.73%

-86.32%

-11.41%

Max Drawdown (1Y)

Largest decline over 1 year

-40.44%

-24.28%

-16.16%

Max Drawdown (3Y)

Largest decline over 3 years

-68.38%

-48.26%

-20.12%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

-80.58%

-13.41%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

-86.32%

-11.41%

Current Drawdown

Current decline from peak

-92.29%

-64.22%

-28.07%

Average Drawdown

Average peak-to-trough decline

-64.24%

-35.14%

-29.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.21%

10.95%

+7.26%

Volatility

DPST vs. DRN - Volatility Comparison

Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 18.44% compared to Direxion Daily Real Estate Bull 3x Shares (DRN) at 15.38%. This indicates that DPST's price experiences larger fluctuations and is considered to be riskier than DRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPSTDRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.44%

15.38%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

47.98%

31.62%

+16.36%

Volatility (1Y)

Calculated over the trailing 1-year period

69.35%

42.08%

+27.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.96%

56.83%

+32.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.55%

60.77%

+33.78%

DPST vs. DRN - Expense Ratio Comparison

Both DPST and DRN have an expense ratio of 0.99%.


Dividends

DPST vs. DRN - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 1.68%, less than DRN's 2.12% yield.


PositionTTM202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
1.68%2.18%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%
DRN
Direxion Daily Real Estate Bull 3x Shares
2.12%2.81%2.24%2.84%2.70%4.21%1.90%2.59%3.11%0.91%

Frequently Asked Questions


DPST and DRN have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DPST has higher volatility (18.44%) compared to DRN (15.38%). In terms of maximum drawdown, DPST dropped -97.73% vs DRN's -86.32%.

On 10-year performance, DRN leads with -4.97% vs -11.53% for DPST. Both ETFs have the same 0.99% expense ratio. On volatility, DRN has been the lower-risk option at 15.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DRN has performed better with a -4.97% return vs -11.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DPST and DRN have the same expense ratio: 0.99% per year.

DRN has the higher dividend yield at 2.12%, compared with 1.68% for DPST.

DPST is categorized as Leveraged Equities, while DRN is REIT. DPST tracks Solactive US Regional Banks Total Return Index (300%), while DRN tracks MSCI US REIT Index (300%).

DPST currently has the higher Sharpe Ratio (1.03 vs 0.31), 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.

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