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HIBS vs. LABD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. LABD - 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 Direxion Daily S&P Biotech Bear 3x Shares (LABD). 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 -60.48% return, which is significantly lower than LABD's -26.35% return.


HIBS

1D
-5.60%
1M
-32.77%
YTD
-60.48%
6M
-63.58%
1Y
-83.87%
3Y*
-63.29%
5Y*
-53.79%
10Y*

LABD

1D
13.36%
1M
2.25%
YTD
-26.35%
6M
-33.91%
1Y
-80.10%
3Y*
-49.03%
5Y*
-40.90%
10Y*
-55.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. LABD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-60.48%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-26.35%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-38.21%

Correlation

The correlation between HIBS and LABD is 0.51, 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

0.51

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

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.56

The correlation between HIBS and LABD shifts across timeframes, from 0.51 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HIBS vs. LABD — 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

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 11
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
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. LABD - 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 Direxion Daily S&P Biotech Bear 3x Shares (LABD). 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.


HIBSLABDDifference

Sharpe ratio

Return per unit of total volatility

-1.24

-1.06

-0.18

Sortino ratio

Return per unit of downside risk

-3.08

-2.21

-0.87

Omega ratio

Gain probability vs. loss probability

0.68

0.75

-0.07

Calmar ratio

Return relative to maximum drawdown

-1.01

-0.98

-0.03

Martin ratio

Return relative to average drawdown

-1.51

-1.32

-0.19

HIBS vs. LABD - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.24, which is comparable to the LABD Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of HIBS and LABD, 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


HIBSLABDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.24

-1.06

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

-0.43

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

-0.54

-0.19

Drawdowns

HIBS vs. LABD - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, roughly equal to the maximum LABD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for HIBS and LABD.


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Drawdown Indicators


HIBSLABDDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-99.99%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-83.13%

-83.21%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-96.48%

-95.31%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-98.24%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-99.98%

-99.99%

+0.01%

Average Drawdown

Average peak-to-trough decline

-93.13%

-90.92%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.90%

62.04%

-6.14%

Volatility

HIBS vs. LABD - Volatility Comparison

The current volatility for Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) is 21.89%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 28.02%. This indicates that HIBS experiences smaller price fluctuations and is considered to be less risky than LABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.89%

28.02%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

52.77%

61.98%

-9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

67.61%

76.01%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.47%

96.24%

-13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.83%

95.94%

-1.11%

HIBS vs. LABD - Expense Ratio Comparison

Both HIBS and LABD have an expense ratio of 1.06%.


Dividends

HIBS vs. LABD - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 11.98%, more than LABD's 6.14% yield.


PositionTTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
11.98%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
6.14%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%

Frequently Asked Questions


HIBS and LABD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (28.02%) compared to HIBS (21.89%). In terms of maximum drawdown, HIBS dropped -99.98% vs LABD's -99.99%.

On 5-year performance, LABD leads with -40.90% vs -53.79% for HIBS. Both ETFs have the same 1.06% expense ratio. On volatility, HIBS has been the lower-risk option at 21.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LABD has performed better with a -40.90% return vs -53.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HIBS and LABD have the same expense ratio: 1.06% per year.

HIBS has the higher dividend yield at 11.98%, compared with 6.14% for LABD.

HIBS is categorized as Inverse Equities, while LABD is Leveraged Equities. HIBS tracks S&P 500® High Beta Index, while LABD tracks S&P Biotechnology Select Industry Index (-300%).

LABD currently has the higher Sharpe Ratio (-1.06 vs -1.24), 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 LABD

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