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LABD vs. HIBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABD vs. HIBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bear 3x Shares (LABD) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LABD achieves a -52.30% return, which is significantly higher than HIBS's -65.32% return.


LABD

1D
-11.43%
1M
-30.12%
YTD
-52.30%
6M
-47.57%
1Y
-86.60%
3Y*
-56.54%
5Y*
-43.68%
10Y*
-58.96%

HIBS

1D
-4.12%
1M
-30.64%
YTD
-65.32%
6M
-62.41%
1Y
-83.91%
3Y*
-64.07%
5Y*
-55.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABD vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-52.30%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-38.73%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-65.32%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-17.80%

Correlation

The correlation between LABD and HIBS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.56

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

0.61

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

0.56

The correlation between LABD and HIBS shifts across timeframes, from 0.49 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LABD vs. HIBS — Risk / Return Rank

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

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: 00
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
Martin Ratio Rank

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
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.

LABD vs. HIBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bear 3x Shares (LABD) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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.


LABDHIBSDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

0.70

0.70

0.00

Calmar ratioReturn relative to maximum drawdown

-1.00

-1.01

+0.01

Martin ratioReturn relative to average drawdown

-1.36

-1.59

+0.23

LABD vs. HIBS - Sharpe Ratio Comparison

The current LABD Sharpe Ratio is -1.10, which is comparable to the HIBS Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of LABD and HIBS, 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

LABD vs. HIBS - Drawdown Comparison

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


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Drawdown Indicators


LABDHIBSDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-99.98%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-86.62%

-83.48%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-96.29%

-96.91%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-98.61%

-98.70%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-99.99%

-99.98%

-0.01%

Average Drawdown

Average peak-to-trough decline

-90.99%

-93.13%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.77%

53.96%

+9.81%

Volatility

LABD vs. HIBS - Volatility Comparison

The current volatility for Direxion Daily S&P Biotech Bear 3x Shares (LABD) is 29.95%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 32.66%. This indicates that LABD experiences smaller price fluctuations and is considered to be less risky than HIBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABDHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.95%

32.66%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

65.24%

59.45%

+5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

78.91%

73.19%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.66%

83.35%

+13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.07%

95.18%

+0.89%

LABD vs. HIBS - Expense Ratio Comparison

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


Dividends

LABD vs. HIBS - Dividend Comparison

LABD's dividend yield for the trailing twelve months is around 9.48%, less than HIBS's 13.66% yield.


PositionTTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
13.66%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
9.48%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%

Frequently Asked Questions


LABD and HIBS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (32.66%) compared to LABD (29.95%). In terms of maximum drawdown, LABD dropped -99.99% vs HIBS's -99.98%.

On 5-year performance, LABD leads with -43.68% vs -55.71% for HIBS. Both ETFs have the same 1.06% expense ratio. On volatility, LABD has been the lower-risk option at 29.95%. 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 -43.68% return vs -55.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

HIBS has the higher dividend yield at 13.66%, compared with 9.48% for LABD.

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

LABD currently has the higher Sharpe Ratio (-1.10 vs -1.15), 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

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