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DPST vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPST vs. SOXS - 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 Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DPST achieves a 45.96% return, which is significantly higher than SOXS's -91.17% return. Over the past 10 years, DPST has outperformed SOXS with an annualized return of -11.01%, while SOXS has yielded a comparatively lower -78.06% annualized return.


DPST

1D
0.85%
1M
2.62%
6M
24.97%
YTD
45.96%
1Y
81.17%
3Y*
22.15%
5Y*
-14.99%
10Y*
-11.01%
ALL TIME*
-12.97%

SOXS

1D
0.65%
1M
20.33%
6M
-85.96%
YTD
-91.17%
1Y
-96.46%
3Y*
-84.46%
5Y*
-78.46%
10Y*
-78.06%
ALL TIME*
-70.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.57M$38.84M$44.12M
$3.72B$3.43B$3.32B

DPST vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
45.96%-5.90%15.48%-55.79%-54.10%108.31%-76.53%70.65%-56.75%7.28%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-91.17%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%

Correlation

The correlation between DPST and SOXS 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.

-0.32

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

-0.42

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

-0.40

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

-0.40

Over the past year, the inverse relationship between DPST and SOXS has weakened: their correlation has moved from -0.40 to -0.20, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DPST vs. SOXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DPST
DPST Risk / Return Rank: 4444
Overall Rank
DPST Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 4545
Sortino Ratio Rank
DPST Omega Ratio Rank: 4747
Omega Ratio Rank
DPST Calmar Ratio Rank: 4848
Calmar Ratio Rank
DPST Martin Ratio Rank: 3838
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
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.

DPST vs. SOXS - 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 Semiconductor Bear 3x Shares (SOXS). 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.


DPSTSOXSDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+4.10

Omega ratioGain probability vs. loss probability

1.22

0.74

+0.48

Calmar ratioReturn relative to maximum drawdown

1.73

-0.98

+2.72

Martin ratioReturn relative to average drawdown

3.92

-1.35

+5.27

DPST vs. SOXS - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 1.03, which is higher than the SOXS Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of DPST and SOXS, 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. SOXS - Drawdown Comparison

The maximum DPST drawdown since its inception was -97.73%, roughly equal to the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DPST and SOXS.


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Drawdown Indicators


DPSTSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-97.73%

-100.00%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-40.44%

-97.89%

+57.45%

Max Drawdown (3Y)

Largest decline over 3 years

-68.38%

-99.87%

+31.49%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

-99.98%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

-100.00%

+2.27%

Current Drawdown

Current decline from peak

-91.06%

-100.00%

+8.94%

Average Drawdown

Average peak-to-trough decline

-64.52%

-92.65%

+28.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.85%

71.27%

-53.42%

Volatility

DPST vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily Regional Banks Bull 3X Shares (DPST) is 16.37%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 55.41%. This indicates that DPST experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPSTSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.37%

55.41%

-39.04%

Volatility (6M)

Calculated over the trailing 6-month period

46.05%

117.32%

-71.27%

Volatility (1Y)

Calculated over the trailing 1-year period

68.21%

132.87%

-64.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.35%

114.55%

-26.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.21%

103.76%

-9.55%

DPST vs. SOXS - Expense Ratio Comparison

DPST has a 0.99% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

DPST vs. SOXS - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 1.50%, less than SOXS's 41.84% yield.


PositionTTM202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
1.50%2.18%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
41.84%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%

Frequently Asked Questions


DPST and SOXS 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.

SOXS has higher volatility (55.41%) compared to DPST (16.37%). In terms of maximum drawdown, DPST dropped -97.73% vs SOXS's -100.00%.

On 10-year performance, DPST leads with -11.01% vs -78.06% for SOXS. On fees, DPST is cheaper at 0.99% per year. On volatility, DPST has been the lower-risk option at 16.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DPST has performed better with a -11.01% return vs -78.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DPST is cheaper with a 0.99% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 41.84%, compared with 1.50% for DPST.

DPST is categorized as Leveraged Equities, while SOXS is Inverse Equities. DPST tracks Solactive US Regional Banks Total Return Index (300%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 0.99% for DPST and 1.08% for SOXS.

DPST currently has the higher Sharpe Ratio (1.03 vs -0.73), 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 DPST and SOXS

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