PortfoliosLab logoPortfoliosLab logo
ERY vs. XES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERY vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Energy Bear 2X Shares (ERY) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ERY achieves a -35.74% return, which is significantly lower than XES's 40.73% return. Over the past 10 years, ERY has underperformed XES with an annualized return of -33.07%, while XES has yielded a comparatively higher -3.54% annualized return.


ERY

1D
-2.68%
1M
18.36%
YTD
-35.74%
6M
-37.04%
1Y
-38.62%
3Y*
-25.46%
5Y*
-36.29%
10Y*
-33.07%

XES

1D
1.32%
1M
-11.23%
YTD
40.73%
6M
41.57%
1Y
73.41%
3Y*
18.25%
5Y*
13.23%
10Y*
-3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERY vs. XES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERY
Direxion Daily Energy Bear 2X Shares
-35.74%-18.54%-5.58%-0.35%-73.61%-68.00%-11.94%-38.67%45.61%-5.67%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
40.73%5.89%-5.44%6.68%62.03%12.00%-43.38%-9.00%-46.99%-21.93%

Correlation

The correlation between ERY and XES is -0.71, 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

-0.71

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

-0.77

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

-0.83

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

-0.85

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2008

-0.86

The correlation between ERY and XES shifts across timeframes, from -0.86 (all time) to -0.71 (1 year), reflecting how their relationship changes across market environments.

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

ERY vs. XES — Risk / Return Rank

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

ERY
ERY Risk / Return Rank: 22
Overall Rank
ERY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ERY Sortino Ratio Rank: 22
Sortino Ratio Rank
ERY Omega Ratio Rank: 22
Omega Ratio Rank
ERY Calmar Ratio Rank: 33
Calmar Ratio Rank
ERY Martin Ratio Rank: 33
Martin Ratio Rank

XES
XES Risk / Return Rank: 7777
Overall Rank
XES Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XES Sortino Ratio Rank: 6868
Sortino Ratio Rank
XES Omega Ratio Rank: 6363
Omega Ratio Rank
XES Calmar Ratio Rank: 8888
Calmar Ratio Rank
XES Martin Ratio Rank: 8787
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.

ERY vs. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Energy Bear 2X Shares (ERY) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


ERYXESDifference
Sharpe ratioReturn per unit of total volatility

-3.30

Sortino ratioReturn per unit of downside risk

-4.36

Omega ratioGain probability vs. loss probability

0.86

1.37

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.68

4.91

-5.59

Martin ratioReturn relative to average drawdown

-1.23

17.76

-18.99

ERY vs. XES - Sharpe Ratio Comparison

The current ERY Sharpe Ratio is -0.93, which is lower than the XES Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ERY and XES, 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

ERY vs. XES - Drawdown Comparison

The maximum ERY drawdown since its inception was -99.99%, roughly equal to the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for ERY and XES.


Loading charts...

Drawdown Indicators


ERYXESDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-95.65%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-56.88%

-15.03%

-41.85%

Max Drawdown (3Y)

Largest decline over 3 years

-67.94%

-45.95%

-21.99%

Max Drawdown (5Y)

Largest decline over 5 years

-94.04%

-45.95%

-48.09%

Max Drawdown (10Y)

Largest decline over 10 years

-99.66%

-91.23%

-8.43%

Current Drawdown

Current decline from peak

-99.99%

-72.82%

-27.17%

Average Drawdown

Average peak-to-trough decline

-96.91%

-54.39%

-42.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.56%

4.22%

+27.34%

Volatility

ERY vs. XES - Volatility Comparison

Direxion Daily Energy Bear 2X Shares (ERY) has a higher volatility of 14.06% compared to SPDR S&P Oil & Gas Equipment & Services ETF (XES) at 10.34%. This indicates that ERY's price experiences larger fluctuations and is considered to be riskier than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ERYXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.06%

10.34%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

33.46%

20.79%

+12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

41.78%

31.22%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.83%

39.01%

+12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.63%

45.00%

+25.63%

ERY vs. XES - Expense Ratio Comparison

ERY has a 1.07% expense ratio, which is higher than XES's 0.35% expense ratio.


Dividends

ERY vs. XES - Dividend Comparison

ERY's dividend yield for the trailing twelve months is around 3.24%, more than XES's 1.48% yield.


PositionTTM20252024202320222021202020192018201720162015
ERY
Direxion Daily Energy Bear 2X Shares
3.24%3.48%4.13%4.14%0.32%0.00%0.43%1.50%0.56%0.00%0.00%0.00%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.48%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Frequently Asked Questions


ERY and XES have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ERY has higher volatility (14.06%) compared to XES (10.34%). In terms of maximum drawdown, ERY dropped -99.99% vs XES's -95.65%.

On 10-year performance, XES leads with -3.54% vs -33.07% for ERY. On fees, XES is cheaper at 0.35% per year. On volatility, XES has been the lower-risk option at 10.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XES has performed better with a -3.54% return vs -33.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XES is cheaper with a 0.35% expense ratio, compared with 1.07% for ERY.

ERY has the higher dividend yield at 3.24%, compared with 1.48% for XES.

ERY is categorized as Leveraged Equities, while XES is Energy Equities. ERY tracks Energy Select Sector Index (-300%), while XES tracks S&P Oil & Gas Equipment & Services Select Industry Index. They also come from different issuers: Direxion and State Street. Their fees differ too: 1.07% for ERY and 0.35% for XES.

XES currently has the higher Sharpe Ratio (2.37 vs -0.93), 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 ERY and XES

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