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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 4.97% return, which is significantly higher than SPXS's -25.49% return. Over the past 10 years, DPST has outperformed SPXS with an annualized return of -14.98%, while SPXS has yielded a comparatively lower -42.01% annualized return.


DPST

1D
-7.03%
1M
-6.52%
YTD
4.97%
6M
6.73%
1Y
37.91%
3Y*
23.22%
5Y*
-26.61%
10Y*
-14.98%

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*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
4.97%-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
-25.49%-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 -0.50, 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

-0.50

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

-0.51

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

-0.60

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

-0.58

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2015

-0.57

The correlation between DPST and SPXS shifts across timeframes, from -0.60 (5 years) to -0.50 (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: 2020
Overall Rank
DPST Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DPST Sortino Ratio Rank: 2222
Sortino Ratio Rank
DPST Omega Ratio Rank: 2323
Omega Ratio Rank
DPST Calmar Ratio Rank: 2121
Calmar Ratio Rank
DPST Martin Ratio Rank: 1919
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
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.


DPSTSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+3.49

Omega ratioGain probability vs. loss probability

1.15

0.75

+0.40

Calmar ratioReturn relative to maximum drawdown

0.94

-0.96

+1.90

Martin ratioReturn relative to average drawdown

2.11

-1.62

+3.73

DPST vs. SPXS - Sharpe Ratio Comparison

The current DPST Sharpe Ratio is 0.55, which is higher than the SPXS Sharpe Ratio of -1.38. 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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Sharpe Ratios by Period


DPSTSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

-1.38

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.69

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.79

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

-0.83

+0.67

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%

-50.77%

+10.33%

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

-93.57%

-100.00%

+6.43%

Average Drawdown

Average peak-to-trough decline

-64.12%

-96.30%

+32.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.04%

30.04%

-12.00%

Volatility

DPST vs. SPXS - Volatility Comparison

Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 17.99% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. 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

17.99%

8.51%

+9.48%

Volatility (6M)

Calculated over the trailing 6-month period

47.46%

26.82%

+20.64%

Volatility (1Y)

Calculated over the trailing 1-year period

69.35%

35.54%

+33.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.36%

50.39%

+38.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.57%

53.54%

+41.03%

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 2.01%, less than SPXS's 4.91% yield.


PositionTTM202520242023202220212020201920182017
DPST
Direxion Daily Regional Banks Bull 3X Shares
2.01%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
4.91%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 -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DPST has higher volatility (17.99%) compared to SPXS (8.51%). In terms of maximum drawdown, DPST dropped -97.73% vs SPXS's -100.00%.

On 10-year performance, DPST leads with -14.98% vs -42.01% for SPXS. On fees, DPST is cheaper at 0.99% per year. On volatility, SPXS has been the lower-risk option at 8.51%. 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 -14.98% return vs -42.01%. 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 4.91%, compared with 2.01% 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 (0.55 vs -1.38), 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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