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HIBS vs. SECT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. SECT - 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 Main Sector Rotation ETF (SECT). 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 -53.83% return, which is significantly lower than SECT's 9.27% return.


HIBS

1D
0.48%
1M
13.62%
6M
-48.40%
YTD
-53.83%
1Y
-72.12%
3Y*
-56.71%
5Y*
-53.53%
10Y*
ALL TIME*
-67.24%

SECT

1D
0.34%
1M
-1.16%
6M
8.84%
YTD
9.27%
1Y
21.89%
3Y*
17.03%
5Y*
11.91%
10Y*
ALL TIME*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.09M$5.55M$4.92M
$7.12M$6.95M$6.77M

HIBS vs. SECT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-53.83%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-17.80%
SECT
Main Sector Rotation ETF
9.27%17.80%18.61%21.10%-12.80%28.88%15.65%3.26%

Correlation

The correlation between HIBS and SECT is -0.93, 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.

-0.93

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

-0.92

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

-0.93

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

-0.87

The correlation between HIBS and SECT 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. SECT — Risk / Return Rank

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

HIBS
HIBS Risk / Return Rank: 22
Overall Rank
HIBS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 11
Sortino Ratio Rank
HIBS Omega Ratio Rank: 22
Omega Ratio Rank
HIBS Calmar Ratio Rank: 11
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
Martin Ratio Rank

SECT
SECT Risk / Return Rank: 5757
Overall Rank
SECT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SECT Sortino Ratio Rank: 5656
Sortino Ratio Rank
SECT Omega Ratio Rank: 5656
Omega Ratio Rank
SECT Calmar Ratio Rank: 5353
Calmar Ratio Rank
SECT Martin Ratio Rank: 6262
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.

HIBS vs. SECT - 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 Main Sector Rotation ETF (SECT). 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.


HIBSSECTDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

0.83

1.25

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.89

1.90

-2.79

Martin ratioReturn relative to average drawdown

-1.42

7.40

-8.82

HIBS vs. SECT - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -0.88, which is lower than the SECT Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of HIBS and SECT, 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. SECT - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, which is greater than SECT's maximum drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for HIBS and SECT.


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Drawdown Indicators


HIBSSECTDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-38.09%

-61.89%

Max Drawdown (1Y)

Largest decline over 1 year

-79.06%

-10.71%

-68.35%

Max Drawdown (3Y)

Largest decline over 3 years

-96.91%

-21.71%

-75.20%

Max Drawdown (5Y)

Largest decline over 5 years

-98.61%

-21.71%

-76.90%

Current Drawdown

Current decline from peak

-99.98%

-2.82%

-97.16%

Average Drawdown

Average peak-to-trough decline

-93.24%

-4.61%

-88.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.54%

2.75%

+46.79%

Volatility

HIBS vs. SECT - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 29.61% compared to Main Sector Rotation ETF (SECT) at 4.62%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than SECT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSSECTDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.61%

4.62%

+24.99%

Volatility (6M)

Calculated over the trailing 6-month period

66.67%

11.77%

+54.90%

Volatility (1Y)

Calculated over the trailing 1-year period

80.06%

14.69%

+65.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.97%

18.01%

+65.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.36%

20.12%

+75.24%

HIBS vs. SECT - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than SECT's 0.78% expense ratio.


Dividends

HIBS vs. SECT - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 7.69%, more than SECT's 0.74% yield.


PositionTTM202520242023202220212020201920182017
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
7.69%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%0.00%
SECT
Main Sector Rotation ETF
0.74%0.32%0.45%0.84%0.86%0.60%1.37%0.77%1.67%0.50%

Frequently Asked Questions


HIBS and SECT have a correlation of -0.93, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (29.61%) compared to SECT (4.62%). In terms of maximum drawdown, HIBS dropped -99.98% vs SECT's -38.09%.

On 5-year performance, SECT leads with 11.91% vs -53.53% for HIBS. On fees, SECT is cheaper at 0.78% per year. On volatility, SECT has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SECT has performed better with a 11.91% return vs -53.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SECT is cheaper with a 0.78% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 7.69%, compared with 0.74% for SECT.

HIBS is categorized as Inverse Equities, while SECT is Large Cap Blend Equities. They also come from different issuers: Direxion and Main. Their fees differ too: 1.06% for HIBS and 0.78% for SECT.

SECT currently has the higher Sharpe Ratio (1.39 vs -0.88), 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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