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DPST vs. SKRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPST vs. SKRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Regional Banks Bull 3X Shares (DPST) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). The values are adjusted to include any dividend payments, if applicable.

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DPST vs. SKRE - Yearly Performance Comparison


2026 (YTD)20252024
DPST
Direxion Daily Regional Banks Bull 3X Shares
-3.92%-5.90%25.23%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
-5.59%-31.29%-44.51%

Returns By Period

In the year-to-date period, DPST achieves a -3.92% return, which is significantly higher than SKRE's -5.59% return.


DPST

1D
7.25%
1M
-7.04%
YTD
-3.92%
6M
-2.44%
1Y
14.13%
3Y*
10.35%
5Y*
-25.87%
10Y*
-14.27%

SKRE

1D
-4.82%
1M
3.12%
YTD
-5.59%
6M
-14.43%
1Y
-40.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPST vs. SKRE - Expense Ratio Comparison

DPST has a 0.99% expense ratio, which is higher than SKRE's 0.75% expense ratio.


Return for Risk

DPST vs. SKRE — Risk / Return Rank

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

DPST
DPST Risk / Return Rank: 2323
Overall Rank
DPST Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 2929
Sortino Ratio Rank
DPST Omega Ratio Rank: 3131
Omega Ratio Rank
DPST Calmar Ratio Rank: 2222
Calmar Ratio Rank
DPST Martin Ratio Rank: 1919
Martin Ratio Rank

SKRE
SKRE Risk / Return Rank: 33
Overall Rank
SKRE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 22
Sortino Ratio Rank
SKRE Omega Ratio Rank: 22
Omega Ratio Rank
SKRE Calmar Ratio Rank: 22
Calmar Ratio Rank
SKRE Martin Ratio Rank: 55
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. SKRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) and Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE). 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.


DPSTSKREDifference

Sharpe ratio

Return per unit of total volatility

0.17

-0.71

+0.88

Sortino ratio

Return per unit of downside risk

0.82

-0.91

+1.73

Omega ratio

Gain probability vs. loss probability

1.12

0.89

+0.23

Calmar ratio

Return relative to maximum drawdown

0.40

-0.65

+1.05

Martin ratio

Return relative to average drawdown

0.89

-0.92

+1.81

DPST vs. SKRE - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 0.17, which is higher than the SKRE Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of DPST and SKRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DPSTSKREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

-0.71

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

-0.65

+0.47

Correlation

The correlation between DPST and SKRE is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DPST vs. SKRE - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 2.20%, more than SKRE's 0.27% yield.


TTM202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
2.20%2.18%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
0.27%0.26%3.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DPST vs. SKRE - Drawdown Comparison

The maximum DPST drawdown since its inception was -97.73%, which is greater than SKRE's maximum drawdown of -75.30%. Use the drawdown chart below to compare losses from any high point for DPST and SKRE.


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Drawdown Indicators


DPSTSKREDifference

Max Drawdown

Largest peak-to-trough decline

-97.73%

-75.30%

-22.43%

Max Drawdown (1Y)

Largest decline over 1 year

-41.50%

-63.10%

+21.60%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

Current Drawdown

Current decline from peak

-94.12%

-69.37%

-24.75%

Average Drawdown

Average peak-to-trough decline

-63.64%

-45.25%

-18.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.56%

44.95%

-26.39%

Volatility

DPST vs. SKRE - Volatility Comparison

Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 15.90% compared to Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) at 10.68%. This indicates that DPST's price experiences larger fluctuations and is considered to be riskier than SKRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPSTSKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.90%

10.68%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

54.27%

35.66%

+18.61%

Volatility (1Y)

Calculated over the trailing 1-year period

83.71%

57.34%

+26.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.62%

56.79%

+32.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.78%

56.79%

+37.99%