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DRV vs. SCHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRV vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bear 3x Shares (DRV) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRV achieves a -21.17% return, which is significantly lower than SCHH's 11.08% return. Over the past 10 years, DRV has underperformed SCHH with an annualized return of -28.88%, while SCHH has yielded a comparatively higher 4.02% annualized return.


DRV

1D
-0.19%
1M
4.49%
YTD
-21.17%
6M
-18.62%
1Y
-16.69%
3Y*
-22.80%
5Y*
-15.28%
10Y*
-28.88%

SCHH

1D
0.04%
1M
-0.69%
YTD
11.08%
6M
10.11%
1Y
12.09%
3Y*
9.83%
5Y*
2.95%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRV vs. SCHH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRV
Direxion Daily Real Estate Bear 3x Shares
-21.17%-7.27%-10.50%-33.74%68.51%-68.77%-60.48%-51.70%5.07%-17.10%
SCHH
Schwab US REIT ETF
11.08%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%

Correlation

The correlation between DRV and SCHH is -0.96, 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

-0.96

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

-0.98

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

-0.99

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

-0.99

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2011

-0.99

The correlation between DRV and SCHH has been stable across timeframes, ranging from -0.99 to -0.96 - a consistent structural relationship.

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Return for Risk

DRV vs. SCHH — Risk / Return Rank

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

DRV
DRV Risk / Return Rank: 55
Overall Rank
DRV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DRV Sortino Ratio Rank: 55
Sortino Ratio Rank
DRV Omega Ratio Rank: 55
Omega Ratio Rank
DRV Calmar Ratio Rank: 44
Calmar Ratio Rank
DRV Martin Ratio Rank: 33
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 2727
Overall Rank
SCHH Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 2424
Sortino Ratio Rank
SCHH Omega Ratio Rank: 2424
Omega Ratio Rank
SCHH Calmar Ratio Rank: 2929
Calmar Ratio Rank
SCHH Martin Ratio Rank: 3131
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.

DRV vs. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bear 3x Shares (DRV) and Schwab US REIT ETF (SCHH). 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.


DRVSCHHDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

0.96

1.17

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.56

1.47

-2.02

Martin ratioReturn relative to average drawdown

-1.24

4.62

-5.85

DRV vs. SCHH - Sharpe Ratio Comparison

The current DRV Sharpe Ratio is -0.42, which is lower than the SCHH Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DRV and SCHH, 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


DRVSCHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

0.92

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.16

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.46

0.19

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

0.34

-1.02

Drawdowns

DRV vs. SCHH - Drawdown Comparison

The maximum DRV drawdown since its inception was -99.99%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for DRV and SCHH.


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Drawdown Indicators


DRVSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-44.22%

-55.77%

Max Drawdown (1Y)

Largest decline over 1 year

-30.02%

-8.28%

-21.74%

Max Drawdown (3Y)

Largest decline over 3 years

-70.74%

-17.76%

-52.98%

Max Drawdown (5Y)

Largest decline over 5 years

-73.26%

-33.28%

-39.98%

Max Drawdown (10Y)

Largest decline over 10 years

-97.31%

-44.22%

-53.09%

Current Drawdown

Current decline from peak

-99.99%

-3.19%

-96.80%

Average Drawdown

Average peak-to-trough decline

-97.77%

-9.45%

-88.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.53%

2.62%

+10.91%

Volatility

DRV vs. SCHH - Volatility Comparison

Direxion Daily Real Estate Bear 3x Shares (DRV) has a higher volatility of 11.51% compared to Schwab US REIT ETF (SCHH) at 3.82%. This indicates that DRV's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRVSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.51%

3.82%

+7.69%

Volatility (6M)

Calculated over the trailing 6-month period

28.83%

9.48%

+19.35%

Volatility (1Y)

Calculated over the trailing 1-year period

40.37%

13.17%

+27.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.91%

18.70%

+38.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.65%

20.97%

+41.68%

DRV vs. SCHH - Expense Ratio Comparison

DRV has a 1.08% expense ratio, which is higher than SCHH's 0.07% expense ratio.


Dividends

DRV vs. SCHH - Dividend Comparison

DRV's dividend yield for the trailing twelve months is around 3.56%, more than SCHH's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
DRV
Direxion Daily Real Estate Bear 3x Shares
3.56%2.88%4.57%5.35%0.38%0.00%0.58%1.71%0.42%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF
2.82%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Frequently Asked Questions


DRV and SCHH have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRV has higher volatility (11.51%) compared to SCHH (3.82%). In terms of maximum drawdown, DRV dropped -99.99% vs SCHH's -44.22%.

On 10-year performance, SCHH leads with 4.02% vs -28.88% for DRV. On fees, SCHH is cheaper at 0.07% per year. On volatility, SCHH has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHH has performed better with a 4.02% return vs -28.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 1.08% for DRV.

DRV has the higher dividend yield at 3.56%, compared with 2.82% for SCHH.

DRV tracks MSCI US REIT Index (-300%), while SCHH tracks Dow Jones U.S. Select REIT Index. They also come from different issuers: Direxion and Charles Schwab. Their fees differ too: 1.08% for DRV and 0.07% for SCHH.

SCHH currently has the higher Sharpe Ratio (0.92 vs -0.41), 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.

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