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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 19.93% return, which is significantly higher than SPXS's -25.49% return.


NVDU

1D
-7.30%
1M
14.13%
YTD
19.93%
6M
27.09%
1Y
84.73%
3Y*
5Y*
10Y*

SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDU vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
19.93%33.65%289.29%9.96%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-42.84%-16.26%

Correlation

The correlation between NVDU and SPXS is -0.58, 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

-0.58

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

-0.63

The correlation between NVDU and SPXS has been stable across timeframes, ranging from -0.63 to -0.58 - a consistent structural relationship.

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Return for Risk

NVDU vs. SPXS — Risk / Return Rank

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

NVDU
NVDU Risk / Return Rank: 3434
Overall Rank
NVDU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
NVDU Sortino Ratio Rank: 3535
Sortino Ratio Rank
NVDU Omega Ratio Rank: 3333
Omega Ratio Rank
NVDU Calmar Ratio Rank: 4040
Calmar Ratio Rank
NVDU Martin Ratio Rank: 3131
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
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.

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.


NVDUSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.23

0.75

+0.47

Calmar ratioReturn relative to maximum drawdown

2.02

-0.96

+2.98

Martin ratioReturn relative to average drawdown

4.60

-1.62

+6.23

NVDU vs. SPXS - Sharpe Ratio Comparison

The current NVDU Sharpe Ratio is 1.26, which is higher than the SPXS Sharpe Ratio of -1.38. 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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Sharpe Ratios by Period


NVDUSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-1.38

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

-0.83

+1.97

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%

-50.77%

+8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-18.32%

-100.00%

+81.68%

Average Drawdown

Average peak-to-trough decline

-18.84%

-96.30%

+77.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.47%

30.04%

-11.57%

Volatility

NVDU vs. SPXS - Volatility Comparison

Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a higher volatility of 24.74% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.51%. 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

24.74%

8.51%

+16.23%

Volatility (6M)

Calculated over the trailing 6-month period

50.50%

26.82%

+23.68%

Volatility (1Y)

Calculated over the trailing 1-year period

68.02%

35.54%

+32.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.06%

50.39%

+40.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.06%

53.54%

+37.52%

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 4.83%, less than SPXS's 4.91% yield.


PositionTTM20252024202320222021202020192018
NVDU
Direxion Daily NVDA Bull 2X Shares ETF
4.83%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
4.91%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 -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVDU has higher volatility (24.74%) compared to SPXS (8.51%). In terms of maximum drawdown, NVDU dropped -67.27% vs SPXS's -100.00%.

On 1-year performance, NVDU leads with 84.73% vs -48.73% for SPXS. On fees, NVDU is cheaper at 1.04% per year. On volatility, SPXS has been the lower-risk option at 8.51%. 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 84.73% return vs -48.73%. 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.

SPXS has the higher dividend yield at 4.91%, compared with 4.83% for NVDU.

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 (1.26 vs -1.38), 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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