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DPST vs. KRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DPST and KRE is 0.96, 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.


-0.50.00.51.01.0

Performance

DPST vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Regional Banks Bull 3X Shares (DPST) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
12.22%
10.74%
DPST
KRE

Key characteristics

Sharpe Ratio

DPST:

0.45

KRE:

0.89

Sortino Ratio

DPST:

1.28

KRE:

1.51

Omega Ratio

DPST:

1.15

KRE:

1.18

Calmar Ratio

DPST:

0.41

KRE:

0.69

Martin Ratio

DPST:

1.60

KRE:

3.52

Ulcer Index

DPST:

24.49%

KRE:

7.47%

Daily Std Dev

DPST:

88.25%

KRE:

29.59%

Max Drawdown

DPST:

-97.73%

KRE:

-68.54%

Current Drawdown

DPST:

-92.52%

KRE:

-11.70%

Returns By Period

In the year-to-date period, DPST achieves a 14.90% return, which is significantly higher than KRE's 5.52% return.


DPST

YTD

14.90%

1M

13.77%

6M

10.67%

1Y

30.81%

5Y*

-31.15%

10Y*

N/A

KRE

YTD

5.52%

1M

5.13%

6M

10.29%

1Y

23.78%

5Y*

5.95%

10Y*

8.21%

*Annualized

Compare stocks, funds, or ETFs

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


DPST vs. KRE - Expense Ratio Comparison

DPST has a 0.99% expense ratio, which is higher than KRE's 0.35% expense ratio.


DPST
Direxion Daily Regional Banks Bull 3X Shares
Expense ratio chart for DPST: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for KRE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

DPST vs. KRE — Risk-Adjusted Performance Rank

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

DPST
The Risk-Adjusted Performance Rank of DPST is 2626
Overall Rank
The Sharpe Ratio Rank of DPST is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of DPST is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DPST is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DPST is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DPST is 2020
Martin Ratio Rank

KRE
The Risk-Adjusted Performance Rank of KRE is 4040
Overall Rank
The Sharpe Ratio Rank of KRE is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of KRE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of KRE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of KRE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of KRE is 3939
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.

DPST vs. KRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) and SPDR S&P Regional Banking ETF (KRE). 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 DPST, currently valued at 0.45, compared to the broader market0.002.004.000.450.89
The chart of Sortino ratio for DPST, currently valued at 1.28, compared to the broader market0.005.0010.001.281.51
The chart of Omega ratio for DPST, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.18
The chart of Calmar ratio for DPST, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.410.69
The chart of Martin ratio for DPST, currently valued at 1.60, compared to the broader market0.0020.0040.0060.0080.00100.001.603.52
DPST
KRE

The current DPST Sharpe Ratio is 0.45, which is lower than the KRE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DPST and KRE, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.45
0.89
DPST
KRE

Dividends

DPST vs. KRE - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 1.35%, less than KRE's 2.46% yield.


TTM20242023202220212020201920182017201620152014
DPST
Direxion Daily Regional Banks Bull 3X Shares
1.35%1.55%1.78%1.51%0.59%0.90%1.29%2.18%0.30%0.00%0.00%0.00%
KRE
SPDR S&P Regional Banking ETF
2.46%2.59%2.99%2.51%1.97%2.78%2.21%2.25%1.40%1.39%1.80%1.60%

Drawdowns

DPST vs. KRE - Drawdown Comparison

The maximum DPST drawdown since its inception was -97.73%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for DPST and KRE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-92.52%
-11.70%
DPST
KRE

Volatility

DPST vs. KRE - Volatility Comparison

Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 19.67% compared to SPDR S&P Regional Banking ETF (KRE) at 6.64%. This indicates that DPST's price experiences larger fluctuations and is considered to be riskier than KRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
19.67%
6.64%
DPST
KRE
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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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