PortfoliosLab logoPortfoliosLab logo
NFXS vs. SMST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFXS vs. SMST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NFLX Bear 1X Shares (NFXS) and Leverage Shares -3x Short MicroStrategy ETP (SMST.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NFXS is traded in USD, while SMST.L is traded in GBP. To make them comparable, the SMST.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NFXS achieves a 8.89% return, which is significantly higher than SMST.L's -71.28% return.


NFXS

1D
2.94%
1M
10.36%
YTD
8.89%
6M
26.62%
1Y
40.25%
3Y*
5Y*
10Y*

SMST.L

1D
32.62%
1M
82.11%
YTD
-71.28%
6M
-58.79%
1Y
44.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFXS vs. SMST.L - Yearly Performance Comparison


2026 (YTD)20252024
NFXS
Direxion Daily NFLX Bear 1X Shares
8.89%-8.56%-21.19%
SMST.L
Leverage Shares -3x Short MicroStrategy ETP
-71.28%9,859.17%-98.55%

Correlation

The correlation between NFXS and SMST.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2024

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NFXS vs. SMST.L — Risk / Return Rank

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

NFXS
NFXS Risk / Return Rank: 3131
Overall Rank
NFXS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NFXS Sortino Ratio Rank: 3333
Sortino Ratio Rank
NFXS Omega Ratio Rank: 3737
Omega Ratio Rank
NFXS Calmar Ratio Rank: 2626
Calmar Ratio Rank
NFXS Martin Ratio Rank: 2525
Martin Ratio Rank

SMST.L
SMST.L Risk / Return Rank: 2020
Overall Rank
SMST.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SMST.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SMST.L Omega Ratio Rank: 3131
Omega Ratio Rank
SMST.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
SMST.L Martin Ratio Rank: 1313
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.

NFXS vs. SMST.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NFLX Bear 1X Shares (NFXS) and Leverage Shares -3x Short MicroStrategy ETP (SMST.L). 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.


NFXSSMST.LDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.12

+1.10

Sortino ratio

Return per unit of downside risk

1.80

1.73

+0.07

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.25

0.27

+0.98

Martin ratio

Return relative to average drawdown

3.44

0.53

+2.91

NFXS vs. SMST.L - Sharpe Ratio Comparison

The current NFXS Sharpe Ratio is 1.22, which is higher than the SMST.L Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of NFXS and SMST.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NFXSSMST.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.12

+1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

-0.00

-0.39

Drawdowns

NFXS vs. SMST.L - Drawdown Comparison

The maximum NFXS drawdown since its inception was -50.37%, smaller than the maximum SMST.L drawdown of -99.31%. Use the drawdown chart below to compare losses from any high point for NFXS and SMST.L.


Loading charts...

Drawdown Indicators


NFXSSMST.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-99.31%

+48.94%

Max Drawdown (1Y)

Largest decline over 1 year

-31.31%

-93.20%

+61.89%

Current Drawdown

Current decline from peak

-23.62%

-92.37%

+68.75%

Average Drawdown

Average peak-to-trough decline

-32.41%

-79.99%

+47.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

47.41%

-36.04%

Volatility

NFXS vs. SMST.L - Volatility Comparison

The current volatility for Direxion Daily NFLX Bear 1X Shares (NFXS) is 7.06%, while Leverage Shares -3x Short MicroStrategy ETP (SMST.L) has a volatility of 65.62%. This indicates that NFXS experiences smaller price fluctuations and is considered to be less risky than SMST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NFXSSMST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

65.62%

-58.56%

Volatility (6M)

Calculated over the trailing 6-month period

26.35%

179.49%

-153.14%

Volatility (1Y)

Calculated over the trailing 1-year period

33.08%

202.93%

-169.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.68%

19,063.79%

-19,029.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.68%

19,063.79%

-19,029.11%

NFXS vs. SMST.L - Expense Ratio Comparison

NFXS has a 1.03% expense ratio, which is higher than SMST.L's 0.75% expense ratio.


Dividends

NFXS vs. SMST.L - Dividend Comparison

NFXS's dividend yield for the trailing twelve months is around 2.87%, while SMST.L has not paid dividends to shareholders.


PositionTTM20252024
NFXS
Direxion Daily NFLX Bear 1X Shares
2.87%3.53%0.87%
SMST.L
Leverage Shares -3x Short MicroStrategy ETP
0.00%0.00%0.00%

Frequently Asked Questions


NFXS and SMST.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMST.L is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMST.L is cheaper with a 0.75% expense ratio, compared with 1.03% for NFXS.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.03% for NFXS and 0.75% for SMST.L.

Portfolio Optimizer

Find the right allocation for NFXS and SMST.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer