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HIBL vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBL vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIBL achieves a 108.71% return, which is significantly higher than IBID's 1.99% return.


HIBL

1D
4.55%
1M
29.69%
YTD
108.71%
6M
92.74%
1Y
283.13%
3Y*
62.29%
5Y*
15.56%
10Y*

IBID

1D
0.00%
1M
-0.19%
YTD
1.99%
6M
2.08%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBL vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
108.71%60.38%-0.40%28.01%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.99%5.66%4.71%2.61%

Correlation

The correlation between HIBL and IBID is -0.17, 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

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

-0.01

The correlation between HIBL and IBID shifts across timeframes, from -0.17 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HIBL vs. IBID — Risk / Return Rank

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

HIBL
HIBL Risk / Return Rank: 8989
Overall Rank
HIBL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HIBL Sortino Ratio Rank: 7979
Sortino Ratio Rank
HIBL Omega Ratio Rank: 7979
Omega Ratio Rank
HIBL Calmar Ratio Rank: 9696
Calmar Ratio Rank
HIBL Martin Ratio Rank: 9696
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

HIBL vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


HIBLIBIDDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.45

1.75

-0.30

Calmar ratioReturn relative to maximum drawdown

9.08

8.22

+0.87

Martin ratioReturn relative to average drawdown

31.72

30.99

+0.73

HIBL vs. IBID - Sharpe Ratio Comparison

The current HIBL Sharpe Ratio is 3.96, which is comparable to the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of HIBL and IBID, 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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Drawdowns

HIBL vs. IBID - Drawdown Comparison

The maximum HIBL drawdown since its inception was -88.27%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for HIBL and IBID.


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Drawdown Indicators


HIBLIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-88.27%

-1.28%

-86.99%

Max Drawdown (1Y)

Largest decline over 1 year

-31.39%

-0.49%

-30.90%

Max Drawdown (3Y)

Largest decline over 3 years

-69.66%

Max Drawdown (5Y)

Largest decline over 5 years

-81.58%

Current Drawdown

Current decline from peak

0.00%

-0.49%

+0.49%

Average Drawdown

Average peak-to-trough decline

-43.92%

-0.22%

-43.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.97%

0.13%

+8.84%

Volatility

HIBL vs. IBID - Volatility Comparison

Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) has a higher volatility of 34.04% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that HIBL's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBLIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.04%

0.35%

+33.69%

Volatility (6M)

Calculated over the trailing 6-month period

58.06%

0.86%

+57.20%

Volatility (1Y)

Calculated over the trailing 1-year period

72.15%

1.23%

+70.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.10%

2.24%

+80.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.33%

2.24%

+90.09%

HIBL vs. IBID - Expense Ratio Comparison

HIBL has a 1.12% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

HIBL vs. IBID - Dividend Comparison

HIBL's dividend yield for the trailing twelve months is around 1.11%, less than IBID's 3.68% yield.


PositionTTM2025202420232022202120202019
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
1.11%2.43%0.82%0.69%0.00%0.06%0.19%0.19%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HIBL and IBID have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBL has higher volatility (34.04%) compared to IBID (0.35%). In terms of maximum drawdown, HIBL dropped -88.27% vs IBID's -1.28%.

On 1-year performance, HIBL leads with 283.13% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HIBL has performed better with a 283.13% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 1.12% for HIBL.

IBID has the higher dividend yield at 3.68%, compared with 1.11% for HIBL.

HIBL is categorized as Leveraged Equities, while IBID is Inflation-Protected Bonds. HIBL tracks S&P 500 High Beta Index (300%), while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.12% for HIBL and 0.10% for IBID.

HIBL currently has the higher Sharpe Ratio (3.96 vs 3.29), 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 HIBL and IBID

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