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NVDD vs. IVW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDD vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NVDA Bear 1X Shares (NVDD) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVDD achieves a -13.53% return, which is significantly lower than IVW's 11.26% return.


NVDD

1D
1.07%
1M
2.11%
YTD
-13.53%
6M
-14.80%
1Y
-34.19%
3Y*
5Y*
10Y*

IVW

1D
-0.78%
1M
0.29%
YTD
11.26%
6M
10.89%
1Y
31.38%
3Y*
26.35%
5Y*
14.62%
10Y*
18.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDD vs. IVW - Yearly Performance Comparison


2026 (YTD)202520242023
NVDD
Direxion Daily NVDA Bear 1X Shares
-13.53%-38.72%-69.77%-8.97%
IVW
iShares S&P 500 Growth ETF
11.26%21.95%35.82%6.18%

Correlation

The correlation between NVDD and IVW is -0.72, 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

-0.72

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

-0.75

The correlation between NVDD and IVW has been stable across timeframes, ranging from -0.75 to -0.72 - a consistent structural relationship.

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Return for Risk

NVDD vs. IVW — Risk / Return Rank

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

NVDD
NVDD Risk / Return Rank: 22
Overall Rank
NVDD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NVDD Sortino Ratio Rank: 22
Sortino Ratio Rank
NVDD Omega Ratio Rank: 22
Omega Ratio Rank
NVDD Calmar Ratio Rank: 22
Calmar Ratio Rank
NVDD Martin Ratio Rank: 11
Martin Ratio Rank

IVW
IVW Risk / Return Rank: 5353
Overall Rank
IVW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 5454
Sortino Ratio Rank
IVW Omega Ratio Rank: 5454
Omega Ratio Rank
IVW Calmar Ratio Rank: 4747
Calmar Ratio Rank
IVW Martin Ratio Rank: 5454
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.

NVDD vs. IVW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bear 1X Shares (NVDD) and iShares S&P 500 Growth ETF (IVW). 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.


NVDDIVWDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.89

Omega ratioGain probability vs. loss probability

0.85

1.32

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.84

2.29

-3.13

Martin ratioReturn relative to average drawdown

-1.42

9.14

-10.56

NVDD vs. IVW - Sharpe Ratio Comparison

The current NVDD Sharpe Ratio is -0.98, which is lower than the IVW Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of NVDD and IVW, 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

NVDD vs. IVW - Drawdown Comparison

The maximum NVDD drawdown since its inception was -88.34%, which is greater than IVW's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for NVDD and IVW.


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Drawdown Indicators


NVDDIVWDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-57.33%

-31.01%

Max Drawdown (1Y)

Largest decline over 1 year

-40.97%

-13.75%

-27.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.15%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-86.98%

-3.23%

-83.75%

Average Drawdown

Average peak-to-trough decline

-67.28%

-17.59%

-49.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.25%

3.44%

+20.81%

Volatility

NVDD vs. IVW - Volatility Comparison

Direxion Daily NVDA Bear 1X Shares (NVDD) has a higher volatility of 12.74% compared to iShares S&P 500 Growth ETF (IVW) at 6.84%. This indicates that NVDD's price experiences larger fluctuations and is considered to be riskier than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDDIVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.74%

6.84%

+5.90%

Volatility (6M)

Calculated over the trailing 6-month period

26.62%

13.64%

+12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

35.21%

16.92%

+18.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.34%

21.32%

+26.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.34%

20.71%

+26.63%

NVDD vs. IVW - Expense Ratio Comparison

NVDD has a 1.01% expense ratio, which is higher than IVW's 0.18% expense ratio.


Dividends

NVDD vs. IVW - Dividend Comparison

NVDD's dividend yield for the trailing twelve months is around 4.14%, more than IVW's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
IVW
iShares S&P 500 Growth ETF
0.36%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%
NVDD
Direxion Daily NVDA Bear 1X Shares
4.14%4.19%4.83%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVDD and IVW have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDD has higher volatility (12.74%) compared to IVW (6.84%). In terms of maximum drawdown, NVDD dropped -88.34% vs IVW's -57.33%.

On 1-year performance, IVW leads with 31.38% vs -34.19% for NVDD. On fees, IVW is cheaper at 0.18% per year. On volatility, IVW has been the lower-risk option at 6.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IVW has performed better with a 31.38% return vs -34.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVW is cheaper with a 0.18% expense ratio, compared with 1.01% for NVDD.

NVDD has the higher dividend yield at 4.14%, compared with 0.36% for IVW.

NVDD is categorized as Inverse Equities, while IVW is Large Cap Growth Equities. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.01% for NVDD and 0.18% for IVW.

IVW currently has the higher Sharpe Ratio (1.87 vs -0.98), 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.

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