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LABU vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bull 3x Shares (LABU) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LABU achieves a 47.57% return, which is significantly higher than RBIL's 2.32% return.


LABU

1D
2.26%
1M
34.26%
YTD
47.57%
6M
36.98%
1Y
324.35%
3Y*
23.36%
5Y*
-31.01%
10Y*
-7.18%

RBIL

1D
0.01%
1M
-0.19%
YTD
2.32%
6M
2.37%
1Y
4.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LABU vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between LABU and RBIL is -0.23, 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

-0.23

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.21

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Return for Risk

LABU vs. RBIL — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 9191
Overall Rank
LABU Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 8686
Sortino Ratio Rank
LABU Omega Ratio Rank: 7878
Omega Ratio Rank
LABU Calmar Ratio Rank: 9797
Calmar Ratio Rank
LABU Martin Ratio Rank: 9595
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
Overall Rank
RBIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9696
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9797
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.

LABU vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bull 3x Shares (LABU) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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.


LABURBILDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

1.44

2.13

-0.69

Calmar ratioReturn relative to maximum drawdown

10.64

7.82

+2.82

Martin ratioReturn relative to average drawdown

29.90

42.95

-13.06

LABU vs. RBIL - Sharpe Ratio Comparison

The current LABU Sharpe Ratio is 4.15, which is comparable to the RBIL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of LABU and RBIL, 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

LABU vs. RBIL - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for LABU and RBIL.


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Drawdown Indicators


LABURBILDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-0.52%

-98.66%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-0.52%

-30.18%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

Current Drawdown

Current decline from peak

-94.80%

-0.50%

-94.30%

Average Drawdown

Average peak-to-trough decline

-81.72%

-0.07%

-81.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

0.10%

+10.81%

Volatility

LABU vs. RBIL - Volatility Comparison

Direxion Daily S&P Biotech Bull 3x Shares (LABU) has a higher volatility of 29.76% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that LABU's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LABURBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.76%

0.36%

+29.40%

Volatility (6M)

Calculated over the trailing 6-month period

63.07%

0.85%

+62.22%

Volatility (1Y)

Calculated over the trailing 1-year period

78.78%

0.95%

+77.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.94%

1.07%

+94.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.44%

1.07%

+94.37%

LABU vs. RBIL - Expense Ratio Comparison

LABU has a 1.12% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

LABU vs. RBIL - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.52%, less than RBIL's 4.38% yield.


PositionTTM202520242023202220212020201920182017
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.52%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.38%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LABU and RBIL have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABU has higher volatility (29.76%) compared to RBIL (0.36%). In terms of maximum drawdown, LABU dropped -99.18% vs RBIL's -0.52%.

On 1-year performance, LABU leads with 324.35% vs 4.07% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LABU has performed better with a 324.35% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RBIL is cheaper with a 0.17% expense ratio, compared with 1.12% for LABU.

RBIL has the higher dividend yield at 4.38%, compared with 0.52% for LABU.

LABU is categorized as Leveraged Equities, while RBIL is Inflation-Protected Bonds. LABU tracks S&P Biotechnology Select Industry Index (300%), while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Direxion and F/m. Their fees differ too: 1.12% for LABU and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (4.35 vs 4.15), 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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