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HIBS vs. SOXS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIBS vs. SOXS - 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 Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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HIBS vs. SOXS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-8.44%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-41.64%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-20.38%

Returns By Period

In the year-to-date period, HIBS achieves a -8.44% return, which is significantly higher than SOXS's -41.64% return.


HIBS

1D
-2.91%
1M
9.61%
YTD
-8.44%
6M
-25.12%
1Y
-80.81%
3Y*
-52.78%
5Y*
-48.81%
10Y*

SOXS

1D
-9.03%
1M
2.04%
YTD
-41.64%
6M
-62.23%
1Y
-93.50%
3Y*
-76.69%
5Y*
-70.08%
10Y*
-74.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIBS vs. SOXS - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Return for Risk

HIBS vs. SOXS — Risk / Return Rank

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

HIBS
HIBS Risk / Return Rank: 11
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: 44
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 33
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. SOXS - 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 Semiconductor Bear 3x Shares (SOXS). 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.


HIBSSOXSDifference

Sharpe ratio

Return per unit of total volatility

-0.90

-0.78

-0.12

Sortino ratio

Return per unit of downside risk

-1.77

-2.06

+0.29

Omega ratio

Gain probability vs. loss probability

0.77

0.74

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.97

+0.06

Martin ratio

Return relative to average drawdown

-1.04

-1.09

+0.05

HIBS vs. SOXS - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -0.90, which is comparable to the SOXS Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of HIBS and SOXS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HIBSSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.78

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

-0.66

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

-0.76

+0.07

Correlation

The correlation between HIBS and SOXS is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HIBS vs. SOXS - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 5.17%, less than SOXS's 9.25% yield.


TTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
5.17%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
9.25%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%

Drawdowns

HIBS vs. SOXS - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.96%, roughly equal to the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for HIBS and SOXS.


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Drawdown Indicators


HIBSSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-100.00%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-88.93%

-96.52%

+7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-97.19%

-99.85%

+2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-99.96%

-100.00%

+0.04%

Average Drawdown

Average peak-to-trough decline

-92.95%

-92.53%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.08%

85.61%

-7.53%

Volatility

HIBS vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) is 27.85%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 39.00%. This indicates that HIBS experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.85%

39.00%

-11.15%

Volatility (6M)

Calculated over the trailing 6-month period

54.19%

79.00%

-24.81%

Volatility (1Y)

Calculated over the trailing 1-year period

90.43%

120.15%

-29.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.11%

106.42%

-24.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.36%

99.19%

-3.83%