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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.

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Returns By Period

In the year-to-date period, EDC achieves a 82.36% return, which is significantly higher than SPXS's -25.49% return. Over the past 10 years, EDC has outperformed SPXS with an annualized return of 8.70%, while SPXS has yielded a comparatively lower -42.01% annualized return.


EDC

1D
-3.74%
1M
26.16%
YTD
82.36%
6M
92.21%
1Y
200.25%
3Y*
52.64%
5Y*
-0.27%
10Y*
8.70%

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)

EDC vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
82.36%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
-25.49%-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 -0.73, 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

-0.73

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 31, 2008

-0.73

The correlation between EDC and SPXS has been stable across timeframes, ranging from -0.73 to -0.64 - a consistent structural relationship.

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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: 8383
Overall Rank
EDC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EDC Sortino Ratio Rank: 7373
Sortino Ratio Rank
EDC Omega Ratio Rank: 7676
Omega Ratio Rank
EDC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EDC Martin Ratio Rank: 8787
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.

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.


EDCSPXSDifference
Sharpe ratioReturn per unit of total volatility

+4.75

Sortino ratioReturn per unit of downside risk

+5.63

Omega ratioGain probability vs. loss probability

1.46

0.75

+0.71

Calmar ratioReturn relative to maximum drawdown

5.31

-0.96

+6.27

Martin ratioReturn relative to average drawdown

18.68

-1.62

+20.31

EDC vs. SPXS - Sharpe Ratio Comparison

The current EDC Sharpe Ratio is 3.38, which is higher than the SPXS Sharpe Ratio of -1.38. 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.


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Sharpe Ratios by Period


EDCSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.38

-1.38

+4.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.69

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

-0.79

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.83

+0.88

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.


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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%

-50.77%

+12.79%

Max Drawdown (3Y)

Largest decline over 3 years

-49.48%

-84.13%

+34.65%

Max Drawdown (5Y)

Largest decline over 5 years

-80.99%

-90.11%

+9.12%

Max Drawdown (10Y)

Largest decline over 10 years

-87.01%

-99.63%

+12.62%

Current Drawdown

Current decline from peak

-61.29%

-100.00%

+38.71%

Average Drawdown

Average peak-to-trough decline

-65.36%

-96.30%

+30.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

30.04%

-19.27%

Volatility

EDC vs. SPXS - Volatility Comparison

Direxion Daily Emerging Markets Bull 3X Shares (EDC) has a higher volatility of 25.80% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. 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.


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Volatility by Period


EDCSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.80%

8.51%

+17.29%

Volatility (6M)

Calculated over the trailing 6-month period

51.94%

26.82%

+25.12%

Volatility (1Y)

Calculated over the trailing 1-year period

59.67%

35.54%

+24.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.68%

50.39%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.69%

53.54%

+7.15%

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 0.93%, less than SPXS's 4.91% yield.


PositionTTM202520242023202220212020201920182017
EDC
Direxion Daily Emerging Markets Bull 3X Shares
0.93%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
4.91%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 -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDC has higher volatility (25.80%) compared to SPXS (8.51%). In terms of maximum drawdown, EDC dropped -92.54% vs SPXS's -100.00%.

On 10-year performance, EDC leads with 8.70% vs -42.01% for SPXS. On fees, SPXS is cheaper at 1.08% 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, EDC has performed better with a 8.70% return vs -42.01%. 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 4.91%, compared with 0.93% 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 (3.38 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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