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HIBS vs. AVLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. AVLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and Avantis U.S. Large Cap Equity ETF (AVLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIBS achieves a -59.50% return, which is significantly lower than AVLC's 14.81% return.


HIBS

1D
2.48%
1M
-31.05%
YTD
-59.50%
6M
-60.46%
1Y
-82.43%
3Y*
-62.99%
5Y*
-53.46%
10Y*

AVLC

1D
-0.43%
1M
5.65%
YTD
14.81%
6M
15.10%
1Y
32.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. AVLC - Yearly Performance Comparison


2026 (YTD)202520242023
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-59.50%-72.44%-26.60%-41.31%
AVLC
Avantis U.S. Large Cap Equity ETF
14.81%17.57%22.82%12.05%

Correlation

The correlation between HIBS and AVLC is -0.91, 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

-0.91

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2023

-0.91

The correlation between HIBS and AVLC has been stable across timeframes, ranging from -0.91 to -0.91 - a consistent structural relationship.

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Return for Risk

HIBS vs. AVLC — Risk / Return Rank

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

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
Martin Ratio Rank

AVLC
AVLC Risk / Return Rank: 8181
Overall Rank
AVLC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AVLC Sortino Ratio Rank: 7979
Sortino Ratio Rank
AVLC Omega Ratio Rank: 7878
Omega Ratio Rank
AVLC Calmar Ratio Rank: 7979
Calmar Ratio Rank
AVLC 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.

HIBS vs. AVLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and Avantis U.S. Large Cap Equity ETF (AVLC). 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.


HIBSAVLCDifference
Sharpe ratioReturn per unit of total volatility

-3.88

Sortino ratioReturn per unit of downside risk

-6.52

Omega ratioGain probability vs. loss probability

0.69

1.48

-0.78

Calmar ratioReturn relative to maximum drawdown

-0.99

4.11

-5.10

Martin ratioReturn relative to average drawdown

-1.52

18.96

-20.48

HIBS vs. AVLC - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.22, which is lower than the AVLC Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of HIBS and AVLC, 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


HIBSAVLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

2.65

-3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

1.67

-2.40

Drawdowns

HIBS vs. AVLC - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, which is greater than AVLC's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for HIBS and AVLC.


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Drawdown Indicators


HIBSAVLCDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-19.64%

-80.34%

Max Drawdown (1Y)

Largest decline over 1 year

-83.13%

-8.00%

-75.13%

Max Drawdown (3Y)

Largest decline over 3 years

-96.48%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

Current Drawdown

Current decline from peak

-99.98%

-0.43%

-99.55%

Average Drawdown

Average peak-to-trough decline

-93.13%

-1.97%

-91.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.38%

1.73%

+52.65%

Volatility

HIBS vs. AVLC - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 22.26% compared to Avantis U.S. Large Cap Equity ETF (AVLC) at 3.02%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than AVLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSAVLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.26%

3.02%

+19.24%

Volatility (6M)

Calculated over the trailing 6-month period

52.85%

9.25%

+43.60%

Volatility (1Y)

Calculated over the trailing 1-year period

67.65%

12.40%

+55.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.46%

15.69%

+66.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.81%

15.69%

+79.12%

HIBS vs. AVLC - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than AVLC's 0.15% expense ratio.


Dividends

HIBS vs. AVLC - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 11.69%, more than AVLC's 0.78% yield.


PositionTTM2025202420232022202120202019
AVLC
Avantis U.S. Large Cap Equity ETF
0.78%0.92%1.09%0.38%0.00%0.00%0.00%0.00%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
11.69%8.42%5.34%6.49%0.04%0.00%0.92%0.13%

Frequently Asked Questions


HIBS and AVLC have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (22.26%) compared to AVLC (3.02%). In terms of maximum drawdown, HIBS dropped -99.98% vs AVLC's -19.64%.

On 1-year performance, AVLC leads with 32.71% vs -82.43% for HIBS. On fees, AVLC is cheaper at 0.15% per year. On volatility, AVLC has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVLC has performed better with a 32.71% return vs -82.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVLC is cheaper with a 0.15% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 11.69%, compared with 0.78% for AVLC.

HIBS is categorized as Inverse Equities, while AVLC is Large Cap Blend Equities. They also come from different issuers: Direxion and American Century. Their fees differ too: 1.06% for HIBS and 0.15% for AVLC.

AVLC currently has the higher Sharpe Ratio (2.65 vs -1.22), 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.

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