PortfoliosLab logoPortfoliosLab logo
EDC vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDC vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Emerging Markets Bull 3X Shares (EDC) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EDC achieves a 55.46% return, which is significantly higher than SPXS's -20.76% return. Over the past 10 years, EDC has outperformed SPXS with an annualized return of 8.13%, while SPXS has yielded a comparatively lower -42.08% annualized return.


EDC

1D
-17.43%
1M
1.18%
YTD
55.46%
6M
58.75%
1Y
138.81%
3Y*
45.52%
5Y*
-2.63%
10Y*
8.13%

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)

EDC vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
55.46%94.58%-2.00%7.48%-60.25%-20.81%6.49%43.92%-49.87%138.61%
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 EDC and SPXS is -0.74, 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

-0.74

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

-0.66

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

-0.64

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

-0.67

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2008

-0.73

The correlation between EDC and SPXS has been stable across timeframes, ranging from -0.74 to -0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EDC vs. SPXS — Risk / Return Rank

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

EDC
EDC Risk / Return Rank: 6565
Overall Rank
EDC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EDC Sortino Ratio Rank: 5151
Sortino Ratio Rank
EDC Omega Ratio Rank: 6060
Omega Ratio Rank
EDC Calmar Ratio Rank: 7676
Calmar Ratio Rank
EDC Martin Ratio Rank: 7070
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.

EDC vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Emerging Markets Bull 3X Shares (EDC) 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.


EDCSPXSDifference
Sharpe ratioReturn per unit of total volatility

+3.24

Sortino ratioReturn per unit of downside risk

+4.28

Omega ratioGain probability vs. loss probability

1.35

0.79

+0.55

Calmar ratioReturn relative to maximum drawdown

3.68

-0.94

+4.62

Martin ratioReturn relative to average drawdown

12.31

-1.63

+13.94

EDC vs. SPXS - Sharpe Ratio Comparison

The current EDC Sharpe Ratio is 2.05, which is higher than the SPXS Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of EDC 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.


Loading charts...

Drawdowns

EDC vs. SPXS - Drawdown Comparison

The maximum EDC drawdown since its inception was -92.54%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EDC and SPXS.


Loading charts...

Drawdown Indicators


EDCSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-92.54%

-100.00%

+7.46%

Max Drawdown (1Y)

Largest decline over 1 year

-37.98%

-46.94%

+8.96%

Max Drawdown (3Y)

Largest decline over 3 years

-49.48%

-84.13%

+34.65%

Max Drawdown (5Y)

Largest decline over 5 years

-80.70%

-90.11%

+9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-87.01%

-99.63%

+12.62%

Current Drawdown

Current decline from peak

-67.00%

-100.00%

+33.00%

Average Drawdown

Average peak-to-trough decline

-65.34%

-96.29%

+30.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

29.25%

-17.92%

Volatility

EDC vs. SPXS - Volatility Comparison

Direxion Daily Emerging Markets Bull 3X Shares (EDC) has a higher volatility of 39.16% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 14.08%. This indicates that EDC'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.


Loading charts...

Volatility by Period


EDCSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.16%

14.08%

+25.08%

Volatility (6M)

Calculated over the trailing 6-month period

62.81%

29.38%

+33.43%

Volatility (1Y)

Calculated over the trailing 1-year period

68.25%

37.37%

+30.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.62%

50.68%

+7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.23%

53.59%

+7.64%

EDC vs. SPXS - Expense Ratio Comparison

EDC has a 1.33% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

EDC vs. SPXS - Dividend Comparison

EDC's dividend yield for the trailing twelve months is around 1.10%, less than SPXS's 4.62% yield.


PositionTTM202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
1.10%1.79%3.94%3.54%0.00%0.18%0.44%0.97%0.78%0.25%
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


EDC and SPXS have a correlation of -0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDC has higher volatility (39.16%) compared to SPXS (14.08%). In terms of maximum drawdown, EDC dropped -92.54% vs SPXS's -100.00%.

On 10-year performance, EDC leads with 8.13% vs -42.08% for SPXS. On fees, SPXS is cheaper at 1.08% 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, EDC has performed better with a 8.13% return vs -42.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.33% for EDC.

SPXS has the higher dividend yield at 4.62%, compared with 1.10% for EDC.

EDC is categorized as Leveraged Equities, while SPXS is Inverse Equities. EDC tracks MSCI Emerging Markets Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.33% for EDC and 1.08% for SPXS.

EDC currently has the higher Sharpe Ratio (2.05 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

Find the right allocation for EDC and SPXS

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

Open Portfolio Optimizer