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HIBL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBL vs. SPXS - 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 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, HIBL achieves a 51.75% return, which is significantly higher than SPXS's -26.94% return.


HIBL

1D
7.65%
1M
-11.68%
6M
34.09%
YTD
51.75%
1Y
117.87%
3Y*
40.02%
5Y*
11.69%
10Y*
ALL TIME*
16.86%

SPXS

1D
-4.25%
1M
-4.72%
6M
-23.08%
YTD
-26.94%
1Y
-43.54%
3Y*
-40.76%
5Y*
-33.22%
10Y*
-41.26%
ALL TIME*
-44.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.60M$5.92M$6.50M
$311.03M$277.03M$339.25M

HIBL vs. SPXS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
51.75%60.38%-0.40%81.02%-68.24%129.14%-24.96%19.23%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.94%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-14.06%

Correlation

The correlation between HIBL and SPXS is -0.86, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.86

Correlation (3Y)
Balances recent behavior with more history.

-0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.89

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

-0.84

The correlation between HIBL and SPXS has been stable across timeframes, ranging from -0.89 to -0.84 - a consistent structural relationship.

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Return for Risk

HIBL vs. SPXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HIBL
HIBL Risk / Return Rank: 6666
Overall Rank
HIBL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HIBL Sortino Ratio Rank: 5757
Sortino Ratio Rank
HIBL Omega Ratio Rank: 5656
Omega Ratio Rank
HIBL Calmar Ratio Rank: 7979
Calmar Ratio Rank
HIBL Martin Ratio Rank: 7676
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: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HIBL vs. SPXS - 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 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.


HIBLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.81

Omega ratioGain probability vs. loss probability

1.26

0.81

+0.45

Calmar ratioReturn relative to maximum drawdown

2.95

-1.04

+3.99

Martin ratioReturn relative to average drawdown

10.01

-1.74

+11.75

HIBL vs. SPXS - Sharpe Ratio Comparison

The current HIBL Sharpe Ratio is 1.50, which is higher than the SPXS Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of HIBL 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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Drawdowns

HIBL vs. SPXS - Drawdown Comparison

The maximum HIBL drawdown since its inception was -88.27%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for HIBL and SPXS.


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Drawdown Indicators


HIBLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-88.27%

-100.00%

+11.73%

Max Drawdown (1Y)

Largest decline over 1 year

-40.14%

-42.15%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-69.66%

-84.13%

+14.47%

Max Drawdown (5Y)

Largest decline over 5 years

-81.58%

-90.11%

+8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-99.56%

Current Drawdown

Current decline from peak

-27.29%

-100.00%

+72.71%

Average Drawdown

Average peak-to-trough decline

-43.54%

-96.32%

+52.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

26.84%

-15.02%

Volatility

HIBL vs. SPXS - Volatility Comparison

Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL) has a higher volatility of 29.17% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 11.58%. This indicates that HIBL'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


HIBLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.17%

11.58%

+17.59%

Volatility (6M)

Calculated over the trailing 6-month period

65.64%

30.75%

+34.89%

Volatility (1Y)

Calculated over the trailing 1-year period

79.06%

38.54%

+40.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.80%

50.81%

+32.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.56%

53.61%

+38.95%

HIBL vs. SPXS - Expense Ratio Comparison

HIBL has a 1.12% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

HIBL vs. SPXS - Dividend Comparison

HIBL's dividend yield for the trailing twelve months is around 1.49%, less than SPXS's 4.65% yield.


PositionTTM20252024202320222021202020192018
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
1.49%2.43%0.82%0.69%0.00%0.06%0.19%0.19%0.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.65%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


HIBL and SPXS have a correlation of -0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBL has higher volatility (29.17%) compared to SPXS (11.58%). In terms of maximum drawdown, HIBL dropped -88.27% vs SPXS's -100.00%.

On 5-year performance, HIBL leads with 11.69% vs -33.22% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 11.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HIBL has performed better with a 11.69% return vs -33.22%. 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 1.12% for HIBL.

SPXS has the higher dividend yield at 4.65%, compared with 1.49% for HIBL.

HIBL is categorized as Leveraged Equities, while SPXS is Inverse Equities. HIBL tracks S&P 500 High Beta Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.12% for HIBL and 1.08% for SPXS.

HIBL currently has the higher Sharpe Ratio (1.50 vs -1.14), 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 SPXS

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