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HIBS vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. SPXS - 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 500 Bear 3X Shares (SPXS). 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 SPXS's -27.08% return.


HIBS

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

SPXS

1D
-0.39%
1M
-14.03%
YTD
-27.08%
6M
-27.23%
1Y
-50.67%
3Y*
-43.09%
5Y*
-35.40%
10Y*
-42.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. SPXS - 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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-27.08%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-13.10%

Correlation

The correlation between HIBS and SPXS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.87

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

0.89

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

0.85

The correlation between HIBS and SPXS has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

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Return for Risk

HIBS vs. SPXS — 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

SPXS
SPXS Risk / Return Rank: 00
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS 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. SPXS - 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 500 Bear 3X Shares (SPXS). 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.


HIBSSPXSDifference

Sharpe ratio

Return per unit of total volatility

-1.24

-1.43

+0.19

Sortino ratio

Return per unit of downside risk

-3.08

-2.45

-0.63

Omega ratio

Gain probability vs. loss probability

0.68

0.74

-0.06

Calmar ratio

Return relative to maximum drawdown

-1.01

-1.01

+0.01

Martin ratio

Return relative to average drawdown

-1.51

-1.72

+0.22

HIBS vs. SPXS - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.24, which is comparable to the SPXS Sharpe Ratio of -1.43. The chart below compares the historical Sharpe Ratios of HIBS and SPXS, 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


HIBSSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.24

-1.43

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

-0.71

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.73

-0.84

+0.11

Drawdowns

HIBS vs. SPXS - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for HIBS and SPXS.


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Drawdown Indicators


HIBSSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-100.00%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-83.13%

-50.77%

-32.36%

Max Drawdown (3Y)

Largest decline over 3 years

-96.48%

-84.13%

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-90.11%

-8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-99.98%

-100.00%

+0.02%

Average Drawdown

Average peak-to-trough decline

-93.13%

-96.30%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.90%

29.88%

+26.02%

Volatility

HIBS vs. SPXS - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 21.89% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.20%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIBSSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.89%

8.20%

+13.69%

Volatility (6M)

Calculated over the trailing 6-month period

52.77%

26.76%

+26.01%

Volatility (1Y)

Calculated over the trailing 1-year period

67.61%

35.48%

+32.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.47%

50.38%

+32.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.83%

53.55%

+41.28%

HIBS vs. SPXS - Expense Ratio Comparison

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


Dividends

HIBS vs. SPXS - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 11.98%, more than SPXS's 5.02% 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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
5.02%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


HIBS and SPXS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (21.89%) compared to SPXS (8.20%). In terms of maximum drawdown, HIBS dropped -99.98% vs SPXS's -100.00%.

On 5-year performance, SPXS leads with -35.40% vs -53.79% for HIBS. On fees, HIBS is cheaper at 1.06% per year. On volatility, SPXS has been the lower-risk option at 8.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPXS has performed better with a -35.40% return vs -53.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HIBS is cheaper with a 1.06% expense ratio, compared with 1.08% for SPXS.

HIBS has the higher dividend yield at 11.98%, compared with 5.02% for SPXS.

HIBS tracks S&P 500® High Beta Index, while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.06% for HIBS and 1.08% for SPXS.

HIBS currently has the higher Sharpe Ratio (-1.24 vs -1.43), 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 SPXS

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