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DPST vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPST vs. SPXS - 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 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, DPST achieves a 31.18% return, which is significantly higher than SPXS's -20.76% return. Over the past 10 years, DPST has outperformed SPXS with an annualized return of -11.17%, while SPXS has yielded a comparatively lower -42.08% annualized return.


DPST

1D
4.14%
1M
16.60%
YTD
31.18%
6M
20.48%
1Y
66.43%
3Y*
41.35%
5Y*
-20.53%
10Y*
-11.17%

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)

DPST vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
31.18%-5.90%15.48%-55.79%-54.10%108.31%-76.53%70.65%-56.75%7.28%
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 DPST and SPXS is -0.45, 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

-0.45

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

-0.50

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

-0.60

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

-0.57

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

-0.57

The correlation between DPST and SPXS shifts across timeframes, from -0.60 (5 years) to -0.45 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DPST vs. SPXS — Risk / Return Rank

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

DPST
DPST Risk / Return Rank: 3131
Overall Rank
DPST Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 3131
Sortino Ratio Rank
DPST Omega Ratio Rank: 3232
Omega Ratio Rank
DPST Calmar Ratio Rank: 3535
Calmar Ratio Rank
DPST Martin Ratio Rank: 2828
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.

DPST vs. SPXS - 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 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.


DPSTSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.21

0.79

+0.42

Calmar ratioReturn relative to maximum drawdown

1.65

-0.94

+2.60

Martin ratioReturn relative to average drawdown

3.66

-1.63

+5.29

DPST vs. SPXS - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 0.97, which is higher than the SPXS Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of DPST 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

DPST vs. SPXS - Drawdown Comparison

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


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Drawdown Indicators


DPSTSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-97.73%

-100.00%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-40.44%

-46.94%

+6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-68.38%

-84.13%

+15.75%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

-90.11%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-97.73%

-99.63%

+1.90%

Current Drawdown

Current decline from peak

-91.97%

-100.00%

+8.03%

Average Drawdown

Average peak-to-trough decline

-64.25%

-96.29%

+32.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.22%

29.25%

-11.03%

Volatility

DPST vs. SPXS - Volatility Comparison

Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 18.76% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 14.08%. This indicates that DPST'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


DPSTSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.76%

14.08%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

48.13%

29.38%

+18.75%

Volatility (1Y)

Calculated over the trailing 1-year period

69.32%

37.37%

+31.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.98%

50.68%

+38.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.46%

53.59%

+40.87%

DPST vs. SPXS - Expense Ratio Comparison

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


Dividends

DPST vs. SPXS - Dividend Comparison

DPST's dividend yield for the trailing twelve months is around 1.61%, less than SPXS's 4.62% yield.


PositionTTM202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
1.61%2.18%1.55%1.78%1.51%0.58%0.90%1.29%2.18%0.30%
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


DPST and SPXS have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DPST has higher volatility (18.76%) compared to SPXS (14.08%). In terms of maximum drawdown, DPST dropped -97.73% vs SPXS's -100.00%.

On 10-year performance, DPST leads with -11.17% vs -42.08% for SPXS. On fees, DPST is cheaper at 0.99% 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 10-year period, DPST has performed better with a -11.17% return vs -42.08%. 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 SPXS.

SPXS has the higher dividend yield at 4.62%, compared with 1.61% for DPST.

DPST is categorized as Leveraged Equities, while SPXS is Inverse Equities. DPST tracks Solactive US Regional Banks Total Return Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.99% for DPST and 1.08% for SPXS.

DPST currently has the higher Sharpe Ratio (0.97 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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