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MEXX vs. SPXS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEXX vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MSCI Mexico Bull 3X Shares (MEXX) 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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MEXX vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEXX
Direxion Daily MSCI Mexico Bull 3X Shares
16.23%181.49%-73.13%115.60%-12.96%52.75%-53.63%21.41%-51.95%-13.81%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
15.24%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-31.46%

Returns By Period

In the year-to-date period, MEXX achieves a 16.23% return, which is significantly higher than SPXS's 15.24% return.


MEXX

1D
9.76%
1M
-23.67%
YTD
16.23%
6M
23.78%
1Y
169.80%
3Y*
5.04%
5Y*
19.01%
10Y*

SPXS

1D
-8.58%
1M
16.13%
YTD
15.24%
6M
8.20%
1Y
-41.31%
3Y*
-36.25%
5Y*
-31.30%
10Y*
-39.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEXX vs. SPXS - Expense Ratio Comparison

MEXX has a 1.21% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Return for Risk

MEXX vs. SPXS — Risk / Return Rank

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

MEXX
MEXX Risk / Return Rank: 9393
Overall Rank
MEXX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEXX Sortino Ratio Rank: 9191
Sortino Ratio Rank
MEXX Omega Ratio Rank: 8989
Omega Ratio Rank
MEXX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MEXX Martin Ratio Rank: 9494
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 33
Overall Rank
SPXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 22
Sortino Ratio Rank
SPXS Omega Ratio Rank: 22
Omega Ratio Rank
SPXS Calmar Ratio Rank: 22
Calmar Ratio Rank
SPXS Martin Ratio Rank: 66
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.

MEXX vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSCI Mexico Bull 3X Shares (MEXX) 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.


MEXXSPXSDifference

Sharpe ratio

Return per unit of total volatility

2.33

-0.76

+3.09

Sortino ratio

Return per unit of downside risk

2.59

-0.93

+3.53

Omega ratio

Gain probability vs. loss probability

1.36

0.87

+0.50

Calmar ratio

Return relative to maximum drawdown

4.09

-0.65

+4.74

Martin ratio

Return relative to average drawdown

14.31

-0.76

+15.07

MEXX vs. SPXS - Sharpe Ratio Comparison

The current MEXX Sharpe Ratio is 2.33, which is higher than the SPXS Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of MEXX and SPXS, 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


MEXXSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

-0.76

+3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.62

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.81

+0.74

Correlation

The correlation between MEXX and SPXS is -0.51. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MEXX vs. SPXS - Dividend Comparison

MEXX's dividend yield for the trailing twelve months is around 1.36%, less than SPXS's 3.17% yield.


TTM202520242023202220212020201920182017
MEXX
Direxion Daily MSCI Mexico Bull 3X Shares
1.36%1.60%5.81%1.66%1.33%0.63%0.12%1.60%5.61%0.27%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
3.17%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%

Drawdowns

MEXX vs. SPXS - Drawdown Comparison

The maximum MEXX drawdown since its inception was -95.58%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MEXX and SPXS.


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Drawdown Indicators


MEXXSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-95.58%

-100.00%

+4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-38.77%

-65.10%

+26.33%

Max Drawdown (5Y)

Largest decline over 5 years

-74.92%

-87.42%

+12.50%

Max Drawdown (10Y)

Largest decline over 10 years

-99.52%

Current Drawdown

Current decline from peak

-57.72%

-100.00%

+42.28%

Average Drawdown

Average peak-to-trough decline

-65.77%

-96.27%

+30.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

55.70%

-44.63%

Volatility

MEXX vs. SPXS - Volatility Comparison

Direxion Daily MSCI Mexico Bull 3X Shares (MEXX) has a higher volatility of 34.48% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 16.04%. This indicates that MEXX'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


MEXXSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.48%

16.04%

+18.44%

Volatility (6M)

Calculated over the trailing 6-month period

52.23%

28.28%

+23.95%

Volatility (1Y)

Calculated over the trailing 1-year period

73.55%

54.62%

+18.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.72%

50.42%

+16.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.71%

53.50%

+21.21%