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LABD vs. XLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABD vs. XLV - 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 State Street Health Care Select Sector SPDR ETF (XLV). 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 -26.35% return, which is significantly lower than XLV's -5.04% return. Over the past 10 years, LABD has underperformed XLV with an annualized return of -55.90%, while XLV has yielded a comparatively higher 9.12% annualized return.


LABD

1D
13.36%
1M
2.25%
YTD
-26.35%
6M
-33.91%
1Y
-80.10%
3Y*
-49.03%
5Y*
-40.90%
10Y*
-55.90%

XLV

1D
-0.97%
1M
0.85%
YTD
-5.04%
6M
-4.36%
1Y
12.27%
3Y*
5.70%
5Y*
5.45%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABD vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-26.35%-70.07%-21.43%-41.77%-32.68%1.86%-89.75%-70.80%-6.26%-75.67%
XLV
State Street Health Care Select Sector SPDR ETF
-5.04%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Correlation

The correlation between LABD and XLV is -0.54, 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

-0.54

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

-0.53

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

-0.52

Correlation (10Y)
Calculated over the trailing 10-year period

-0.57

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.59

The correlation between LABD and XLV has been stable across timeframes, ranging from -0.59 to -0.52 - a consistent structural relationship.

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Return for Risk

LABD vs. XLV — 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: 11
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 2424
Overall Rank
XLV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 2525
Sortino Ratio Rank
XLV Omega Ratio Rank: 2323
Omega Ratio Rank
XLV Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLV Martin Ratio Rank: 2222
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. XLV - 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 State Street Health Care Select Sector SPDR ETF (XLV). 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.


LABDXLVDifference

Sharpe ratio

Return per unit of total volatility

-1.06

0.84

-1.90

Sortino ratio

Return per unit of downside risk

-2.21

1.36

-3.57

Omega ratio

Gain probability vs. loss probability

0.75

1.15

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.98

1.18

-2.15

Martin ratio

Return relative to average drawdown

-1.32

2.87

-4.19

LABD vs. XLV - Sharpe Ratio Comparison

The current LABD Sharpe Ratio is -1.06, which is lower than the XLV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LABD and XLV, 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


LABDXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.06

0.84

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.37

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

0.55

-1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

0.46

-1.00

Drawdowns

LABD vs. XLV - Drawdown Comparison

The maximum LABD drawdown since its inception was -99.99%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for LABD and XLV.


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Drawdown Indicators


LABDXLVDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-39.17%

-60.82%

Max Drawdown (1Y)

Largest decline over 1 year

-83.21%

-10.47%

-72.74%

Max Drawdown (3Y)

Largest decline over 3 years

-95.31%

-17.11%

-78.20%

Max Drawdown (5Y)

Largest decline over 5 years

-98.24%

-17.11%

-81.13%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-28.40%

-71.58%

Current Drawdown

Current decline from peak

-99.99%

-8.24%

-91.75%

Average Drawdown

Average peak-to-trough decline

-90.92%

-7.12%

-83.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.04%

4.30%

+57.74%

Volatility

LABD vs. XLV - Volatility Comparison

Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a higher volatility of 28.02% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.05%. This indicates that LABD's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABDXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.02%

4.05%

+23.97%

Volatility (6M)

Calculated over the trailing 6-month period

61.98%

10.32%

+51.66%

Volatility (1Y)

Calculated over the trailing 1-year period

76.01%

14.65%

+61.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.24%

14.69%

+81.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.94%

16.55%

+79.39%

LABD vs. XLV - Expense Ratio Comparison

LABD has a 1.06% expense ratio, which is higher than XLV's 0.08% expense ratio.


Dividends

LABD vs. XLV - Dividend Comparison

LABD's dividend yield for the trailing twelve months is around 6.14%, more than XLV's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
LABD
Direxion Daily S&P Biotech Bear 3x Shares
6.14%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%0.00%0.00%0.00%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Frequently Asked Questions


LABD and XLV have a correlation of -0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (28.02%) compared to XLV (4.05%). In terms of maximum drawdown, LABD dropped -99.99% vs XLV's -39.17%.

On 10-year performance, XLV leads with 9.12% vs -55.90% for LABD. On fees, XLV is cheaper at 0.08% per year. On volatility, XLV has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLV has performed better with a 9.12% return vs -55.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLV is cheaper with a 0.08% expense ratio, compared with 1.06% for LABD.

LABD has the higher dividend yield at 6.14%, compared with 1.71% for XLV.

LABD is categorized as Leveraged Equities, while XLV is Health & Biotech Equities. LABD tracks S&P Biotechnology Select Industry Index (-300%), while XLV tracks Health Care Select Sector Index. They also come from different issuers: Direxion and State Street. Their fees differ too: 1.06% for LABD and 0.08% for XLV.

XLV currently has the higher Sharpe Ratio (0.84 vs -1.06), 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 LABD and XLV

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