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NVDU vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDU vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NVDA Bull 2X Shares ETF (NVDU) 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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Returns By Period

In the year-to-date period, NVDU achieves a 19.57% return, which is significantly higher than SPXS's -30.39% return.


NVDU

1D
7.07%
1M
22.63%
6M
39.31%
YTD
19.57%
1Y
18.92%
3Y*
5Y*
10Y*
ALL TIME*
95.63%

SPXS

1D
0.66%
1M
-6.84%
6M
-29.64%
YTD
-30.39%
1Y
-44.53%
3Y*
-41.71%
5Y*
-33.55%
10Y*
-41.54%
ALL TIME*
-44.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.67M$48.21M$63.53M
$344.98M$288.31M$338.49M

NVDU vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
19.57%33.65%289.29%12.08%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-30.39%-41.53%-42.84%-16.44%

Correlation

The correlation between NVDU and SPXS is -0.62, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.62

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

-0.64

The correlation between NVDU and SPXS has been stable across timeframes, ranging from -0.64 to -0.62 - a consistent structural relationship.

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Return for Risk

NVDU vs. SPXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NVDU
NVDU Risk / Return Rank: 1818
Overall Rank
NVDU Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NVDU Sortino Ratio Rank: 2222
Sortino Ratio Rank
NVDU Omega Ratio Rank: 2020
Omega Ratio Rank
NVDU Calmar Ratio Rank: 1717
Calmar Ratio Rank
NVDU Martin Ratio Rank: 1616
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NVDU vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bull 2X Shares ETF (NVDU) 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.

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.


NVDUSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.10

0.80

+0.30

Calmar ratioReturn relative to maximum drawdown

0.45

-0.99

+1.44

Martin ratioReturn relative to average drawdown

0.87

-1.80

+2.67

NVDU vs. SPXS - Sharpe Ratio Comparison

The current NVDU Sharpe Ratio is 0.26, which is higher than the SPXS Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of NVDU and SPXS, 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

NVDU vs. SPXS - Drawdown Comparison

The maximum NVDU drawdown since its inception was -67.27%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NVDU and SPXS.


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Drawdown Indicators


NVDUSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-67.27%

-100.00%

+32.73%

Max Drawdown (1Y)

Largest decline over 1 year

-42.27%

-45.14%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-84.95%

Max Drawdown (5Y)

Largest decline over 5 years

-90.62%

Max Drawdown (10Y)

Largest decline over 10 years

-99.58%

Current Drawdown

Current decline from peak

-18.56%

-100.00%

+81.44%

Average Drawdown

Average peak-to-trough decline

-19.34%

-96.32%

+76.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.84%

25.32%

-3.48%

Volatility

NVDU vs. SPXS - Volatility Comparison

Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a higher volatility of 25.72% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 12.42%. This indicates that NVDU'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


NVDUSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.72%

12.42%

+13.30%

Volatility (6M)

Calculated over the trailing 6-month period

56.38%

31.05%

+25.33%

Volatility (1Y)

Calculated over the trailing 1-year period

72.52%

38.62%

+33.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.51%

50.86%

+39.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.51%

53.62%

+36.89%

NVDU vs. SPXS - Expense Ratio Comparison

NVDU has a 1.04% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

NVDU vs. SPXS - Dividend Comparison

NVDU's dividend yield for the trailing twelve months is around 4.94%, more than SPXS's 4.88% yield.


PositionTTM20252024202320222021202020192018
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
4.94%5.68%16.85%0.63%0.00%0.00%0.00%0.00%0.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.88%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


NVDU and SPXS have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDU has higher volatility (25.72%) compared to SPXS (12.42%). In terms of maximum drawdown, NVDU dropped -67.27% vs SPXS's -100.00%.

On 1-year performance, NVDU leads with 18.92% vs -44.53% for SPXS. On fees, NVDU is cheaper at 1.04% per year. On volatility, SPXS has been the lower-risk option at 12.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NVDU has performed better with a 18.92% return vs -44.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NVDU is cheaper with a 1.04% expense ratio, compared with 1.08% for SPXS.

NVDU has the higher dividend yield at 4.94%, compared with 4.88% for SPXS.

NVDU is categorized as Leveraged Equities, while SPXS is Inverse Equities. Their fees differ too: 1.04% for NVDU and 1.08% for SPXS.

NVDU currently has the higher Sharpe Ratio (0.26 vs -1.16), 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 NVDU and SPXS

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