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HIBL vs. LABU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIBL vs. LABU - 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 Direxion Daily S&P Biotech Bull 3x Shares (LABU). The values are adjusted to include any dividend payments, if applicable.

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HIBL vs. LABU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
-9.00%60.38%-0.40%81.02%-68.24%129.14%-24.96%21.45%
LABU
Direxion Daily S&P Biotech Bull 3x Shares
4.20%79.17%-26.02%-13.41%-80.36%-64.15%74.66%53.10%

Returns By Period

In the year-to-date period, HIBL achieves a -9.00% return, which is significantly lower than LABU's 4.20% return.


HIBL

1D
12.39%
1M
-18.58%
YTD
-9.00%
6M
3.39%
1Y
130.41%
3Y*
26.42%
5Y*
0.92%
10Y*

LABU

1D
22.31%
1M
-3.83%
YTD
4.20%
6M
78.34%
1Y
175.22%
3Y*
19.86%
5Y*
-36.38%
10Y*
-11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIBL vs. LABU - Expense Ratio Comparison

Both HIBL and LABU have an expense ratio of 1.12%.


Return for Risk

HIBL vs. LABU — Risk / Return Rank

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

HIBL
HIBL Risk / Return Rank: 8484
Overall Rank
HIBL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HIBL Sortino Ratio Rank: 8282
Sortino Ratio Rank
HIBL Omega Ratio Rank: 8080
Omega Ratio Rank
HIBL Calmar Ratio Rank: 8989
Calmar Ratio Rank
HIBL Martin Ratio Rank: 8989
Martin Ratio Rank

LABU
LABU Risk / Return Rank: 9090
Overall Rank
LABU Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 9090
Sortino Ratio Rank
LABU Omega Ratio Rank: 8282
Omega Ratio Rank
LABU Calmar Ratio Rank: 9494
Calmar Ratio Rank
LABU Martin Ratio Rank: 9191
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. LABU - 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 Direxion Daily S&P Biotech Bull 3x Shares (LABU). 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.


HIBLLABUDifference

Sharpe ratio

Return per unit of total volatility

1.45

2.04

-0.59

Sortino ratio

Return per unit of downside risk

2.11

2.48

-0.38

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.91

3.74

-0.82

Martin ratio

Return relative to average drawdown

11.05

11.90

-0.85

HIBL vs. LABU - Sharpe Ratio Comparison

The current HIBL Sharpe Ratio is 1.45, which is comparable to the LABU Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of HIBL and LABU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HIBLLABUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.04

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.38

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

-0.24

+0.34

Correlation

The correlation between HIBL and LABU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HIBL vs. LABU - Dividend Comparison

HIBL's dividend yield for the trailing twelve months is around 2.54%, more than LABU's 0.74% yield.


TTM202520242023202220212020201920182017
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
2.54%2.43%0.82%0.69%0.00%0.06%0.19%0.19%0.00%0.00%
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.74%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%

Drawdowns

HIBL vs. LABU - Drawdown Comparison

The maximum HIBL drawdown since its inception was -88.27%, smaller than the maximum LABU drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for HIBL and LABU.


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Drawdown Indicators


HIBLLABUDifference

Max Drawdown

Largest peak-to-trough decline

-88.27%

-99.18%

+10.91%

Max Drawdown (1Y)

Largest decline over 1 year

-44.08%

-36.66%

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-81.58%

-97.75%

+16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

Current Drawdown

Current decline from peak

-28.99%

-96.33%

+67.34%

Average Drawdown

Average peak-to-trough decline

-45.23%

-81.45%

+36.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.61%

12.01%

-0.40%

Volatility

HIBL vs. LABU - Volatility Comparison

The current volatility for Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) is 26.35%, while Direxion Daily S&P Biotech Bull 3x Shares (LABU) has a volatility of 33.99%. This indicates that HIBL experiences smaller price fluctuations and is considered to be less risky than LABU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBLLABUDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.35%

33.99%

-7.64%

Volatility (6M)

Calculated over the trailing 6-month period

53.15%

56.88%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

90.30%

87.36%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.90%

95.74%

-13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.44%

95.91%

-3.47%