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HIBS vs. FLYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. FLYD - 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 MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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 -64.03% return, which is significantly lower than FLYD's -30.35% return.


HIBS

1D
-6.71%
1M
-21.41%
YTD
-64.03%
6M
-61.26%
1Y
-81.64%
3Y*
-63.69%
5Y*
-54.87%
10Y*

FLYD

1D
3.79%
1M
-24.33%
YTD
-30.35%
6M
-26.65%
1Y
-55.29%
3Y*
-56.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. FLYD - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-64.03%-72.44%-26.60%-62.94%-40.42%
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
-30.35%-60.42%-54.13%-75.14%-46.63%

Correlation

The correlation between HIBS and FLYD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.79

The correlation between HIBS and FLYD shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HIBS vs. FLYD — 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

FLYD
FLYD Risk / Return Rank: 22
Overall Rank
FLYD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLYD Sortino Ratio Rank: 44
Sortino Ratio Rank
FLYD Omega Ratio Rank: 44
Omega Ratio Rank
FLYD Calmar Ratio Rank: 00
Calmar Ratio Rank
FLYD Martin Ratio Rank: 00
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. FLYD - 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 MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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.


HIBSFLYDDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

0.73

0.90

-0.17

Calmar ratioReturn relative to maximum drawdown

-1.00

-1.01

0.00

Martin ratioReturn relative to average drawdown

-1.67

-2.07

+0.40

HIBS vs. FLYD - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.10, which is lower than the FLYD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of HIBS and FLYD, 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

HIBS vs. FLYD - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, roughly equal to the maximum FLYD drawdown of -98.45%. Use the drawdown chart below to compare losses from any high point for HIBS and FLYD.


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Drawdown Indicators


HIBSFLYDDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-98.45%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-81.45%

-55.15%

-26.30%

Max Drawdown (3Y)

Largest decline over 3 years

-96.91%

-94.61%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-98.70%

Current Drawdown

Current decline from peak

-99.98%

-98.39%

-1.59%

Average Drawdown

Average peak-to-trough decline

-93.14%

-83.26%

-9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.79%

30.03%

+20.76%

Volatility

HIBS vs. FLYD - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 34.88% compared to MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) at 26.01%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than FLYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSFLYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.88%

26.01%

+8.87%

Volatility (6M)

Calculated over the trailing 6-month period

60.84%

62.95%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

74.23%

75.71%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.58%

83.83%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.26%

83.83%

+11.43%

HIBS vs. FLYD - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than FLYD's 0.95% expense ratio.


Dividends

HIBS vs. FLYD - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 9.87%, while FLYD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
9.87%8.42%5.34%6.49%0.04%0.00%0.92%0.13%

Frequently Asked Questions


HIBS and FLYD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (34.88%) compared to FLYD (26.01%). In terms of maximum drawdown, HIBS dropped -99.98% vs FLYD's -98.45%.

On 3-year performance, FLYD leads with -56.28% vs -63.69% for HIBS. On fees, FLYD is cheaper at 0.95% per year. On volatility, FLYD has been the lower-risk option at 26.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FLYD has performed better with a -56.28% return vs -63.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLYD is cheaper with a 0.95% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 9.87%, compared with 0.00% for FLYD.

HIBS tracks S&P 500® High Beta Index, while FLYD tracks MerQube MicroSectors U.S. Travel Index. They also come from different issuers: Direxion and REX. Their fees differ too: 1.06% for HIBS and 0.95% for FLYD.

FLYD currently has the higher Sharpe Ratio (-0.73 vs -1.10), 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 HIBS and FLYD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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