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HIBS vs. PEXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. PEXL - 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 Pacer US Export Leaders ETF (PEXL). 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 PEXL's 23.12% return.


HIBS

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

PEXL

1D
0.57%
1M
12.19%
YTD
23.12%
6M
24.66%
1Y
53.95%
3Y*
22.51%
5Y*
13.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. PEXL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-59.50%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%
PEXL
Pacer US Export Leaders ETF
23.12%27.33%5.79%24.40%-20.41%30.12%25.02%6.07%

Correlation

The correlation between HIBS and PEXL is -0.92, 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

-0.92

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

-0.93

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

-0.93

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

-0.87

The correlation between HIBS and PEXL has been stable across timeframes, ranging from -0.93 to -0.87 - a consistent structural relationship.

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Return for Risk

HIBS vs. PEXL — 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

PEXL
PEXL Risk / Return Rank: 8787
Overall Rank
PEXL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PEXL Sortino Ratio Rank: 8787
Sortino Ratio Rank
PEXL Omega Ratio Rank: 8383
Omega Ratio Rank
PEXL Calmar Ratio Rank: 8585
Calmar Ratio Rank
PEXL Martin Ratio Rank: 8989
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. PEXL - 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 Pacer US Export Leaders ETF (PEXL). 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.


HIBSPEXLDifference
Sharpe ratioReturn per unit of total volatility

-4.28

Sortino ratioReturn per unit of downside risk

-6.93

Omega ratioGain probability vs. loss probability

0.69

1.51

-0.81

Calmar ratioReturn relative to maximum drawdown

-0.99

4.74

-5.74

Martin ratioReturn relative to average drawdown

-1.52

20.42

-21.94

HIBS vs. PEXL - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.22, which is lower than the PEXL Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of HIBS and PEXL, 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


HIBSPEXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

3.05

-4.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

0.61

-1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

0.65

-1.38

Drawdowns

HIBS vs. PEXL - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for HIBS and PEXL.


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Drawdown Indicators


HIBSPEXLDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-36.76%

-63.22%

Max Drawdown (1Y)

Largest decline over 1 year

-83.13%

-11.43%

-71.70%

Max Drawdown (3Y)

Largest decline over 3 years

-96.48%

-24.72%

-71.76%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-30.44%

-68.08%

Current Drawdown

Current decline from peak

-99.98%

0.00%

-99.98%

Average Drawdown

Average peak-to-trough decline

-93.13%

-6.72%

-86.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.38%

2.65%

+51.73%

Volatility

HIBS vs. PEXL - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 22.26% compared to Pacer US Export Leaders ETF (PEXL) at 5.25%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSPEXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.26%

5.25%

+17.01%

Volatility (6M)

Calculated over the trailing 6-month period

52.85%

13.10%

+39.75%

Volatility (1Y)

Calculated over the trailing 1-year period

67.65%

17.80%

+49.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.46%

21.86%

+60.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.81%

24.04%

+70.77%

HIBS vs. PEXL - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than PEXL's 0.60% expense ratio.


Dividends

HIBS vs. PEXL - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 11.69%, more than PEXL's 0.34% yield.


PositionTTM20252024202320222021202020192018
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%0.00%
PEXL
Pacer US Export Leaders ETF
0.34%0.44%0.48%0.48%0.60%0.22%0.48%0.49%0.29%

Frequently Asked Questions


HIBS and PEXL have a correlation of -0.92, 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 PEXL (5.25%). In terms of maximum drawdown, HIBS dropped -99.98% vs PEXL's -36.76%.

On 5-year performance, PEXL leads with 13.25% vs -53.46% for HIBS. On fees, PEXL is cheaper at 0.60% per year. On volatility, PEXL has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PEXL has performed better with a 13.25% return vs -53.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PEXL is cheaper with a 0.60% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 11.69%, compared with 0.34% for PEXL.

HIBS is categorized as Inverse Equities, while PEXL is Mid Cap Blend Equities. HIBS tracks S&P 500® High Beta Index, while PEXL tracks Pacer US Export Leaders Index. They also come from different issuers: Direxion and Pacer. Their fees differ too: 1.06% for HIBS and 0.60% for PEXL.

PEXL currently has the higher Sharpe Ratio (3.05 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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