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DRV vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRV vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bear 3x Shares (DRV) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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 -29.93% return, which is significantly lower than XLRI's 6.71% return.


DRV

1D
-4.91%
1M
-4.37%
YTD
-29.93%
6M
-30.51%
1Y
-22.15%
3Y*
-27.14%
5Y*
-17.01%
10Y*
-29.40%

XLRI

1D
1.31%
1M
1.23%
YTD
6.71%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRV vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between DRV and XLRI 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 (All Time)
Calculated using the full available price history since Jul 30, 2025

-0.96

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Return for Risk

DRV vs. XLRI — Risk / Return Rank

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

DRV
DRV Risk / Return Rank: 44
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: 33
Calmar Ratio Rank
DRV Martin Ratio Rank: 11
Martin Ratio Rank

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bear 3x Shares (DRV) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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.


DRVXLRIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.68

Martin ratioReturn relative to average drawdown

-1.47

DRV vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

DRV vs. XLRI - Drawdown Comparison

The maximum DRV drawdown since its inception was -99.99%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for DRV and XLRI.


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Drawdown Indicators


DRVXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-7.12%

-92.87%

Max Drawdown (1Y)

Largest decline over 1 year

-32.86%

Max Drawdown (3Y)

Largest decline over 3 years

-71.93%

Max Drawdown (5Y)

Largest decline over 5 years

-74.35%

Max Drawdown (10Y)

Largest decline over 10 years

-97.42%

Current Drawdown

Current decline from peak

-99.99%

-0.54%

-99.45%

Average Drawdown

Average peak-to-trough decline

-97.75%

-1.65%

-96.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.12%

Volatility

DRV vs. XLRI - Volatility Comparison


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Volatility by Period


DRVXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.42%

Volatility (6M)

Calculated over the trailing 6-month period

31.89%

Volatility (1Y)

Calculated over the trailing 1-year period

42.62%

10.99%

+31.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.12%

10.99%

+46.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.82%

10.99%

+51.83%

DRV vs. XLRI - Expense Ratio Comparison

DRV has a 1.08% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

DRV vs. XLRI - Dividend Comparison

DRV's dividend yield for the trailing twelve months is around 4.00%, less than XLRI's 12.24% yield.


PositionTTM20252024202320222021202020192018
DRV
Direxion Daily Real Estate Bear 3x Shares
4.00%2.88%4.57%5.35%0.38%0.00%0.58%1.71%0.42%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.24%6.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRV and XLRI 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.

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 1.08% for DRV.

XLRI has the higher dividend yield at 12.24%, compared with 4.00% for DRV.

DRV is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Direxion and State Street. Their fees differ too: 1.08% for DRV and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for DRV and XLRI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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