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PILL vs. IHE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PILL vs. IHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and iShares U.S. Pharmaceuticals ETF (IHE). The values are adjusted to include any dividend payments, if applicable.

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PILL vs. IHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PILL
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
-13.41%75.14%-7.26%-12.06%-43.16%-37.33%0.28%19.26%-21.15%16.39%
IHE
iShares U.S. Pharmaceuticals ETF
3.70%31.69%8.13%1.06%-4.87%13.07%13.66%15.47%-7.76%3.77%

Returns By Period

In the year-to-date period, PILL achieves a -13.41% return, which is significantly lower than IHE's 3.70% return.


PILL

1D
4.11%
1M
-16.66%
YTD
-13.41%
6M
28.03%
1Y
69.42%
3Y*
8.95%
5Y*
-12.72%
10Y*

IHE

1D
1.15%
1M
-3.66%
YTD
3.70%
6M
18.16%
1Y
32.13%
3Y*
16.43%
5Y*
10.17%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PILL vs. IHE - Expense Ratio Comparison

PILL has a 0.98% expense ratio, which is higher than IHE's 0.42% expense ratio.


Return for Risk

PILL vs. IHE — Risk / Return Rank

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

PILL
PILL Risk / Return Rank: 5050
Overall Rank
PILL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PILL Sortino Ratio Rank: 6161
Sortino Ratio Rank
PILL Omega Ratio Rank: 5151
Omega Ratio Rank
PILL Calmar Ratio Rank: 4848
Calmar Ratio Rank
PILL Martin Ratio Rank: 3737
Martin Ratio Rank

IHE
IHE Risk / Return Rank: 7878
Overall Rank
IHE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IHE Omega Ratio Rank: 7575
Omega Ratio Rank
IHE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IHE Martin Ratio Rank: 7272
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.

PILL vs. IHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) and iShares U.S. Pharmaceuticals ETF (IHE). 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.


PILLIHEDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.59

-0.57

Sortino ratio

Return per unit of downside risk

1.63

2.20

-0.57

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.34

2.52

-1.18

Martin ratio

Return relative to average drawdown

3.67

7.93

-4.26

PILL vs. IHE - Sharpe Ratio Comparison

The current PILL Sharpe Ratio is 1.02, which is lower than the IHE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of PILL and IHE, 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


PILLIHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.59

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.64

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.50

-0.63

Correlation

The correlation between PILL and IHE is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PILL vs. IHE - Dividend Comparison

PILL's dividend yield for the trailing twelve months is around 0.72%, less than IHE's 1.70% yield.


TTM20252024202320222021202020192018201720162015
PILL
Direxion Daily Pharmaceutical & Medical Bull 3X Shares
0.72%0.69%1.28%1.83%0.67%0.00%0.00%0.38%0.91%0.10%0.00%0.00%
IHE
iShares U.S. Pharmaceuticals ETF
1.70%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%

Drawdowns

PILL vs. IHE - Drawdown Comparison

The maximum PILL drawdown since its inception was -88.76%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for PILL and IHE.


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Drawdown Indicators


PILLIHEDifference

Max Drawdown

Largest peak-to-trough decline

-88.76%

-38.20%

-50.56%

Max Drawdown (1Y)

Largest decline over 1 year

-36.51%

-10.58%

-25.93%

Max Drawdown (5Y)

Largest decline over 5 years

-83.38%

-16.03%

-67.35%

Max Drawdown (10Y)

Largest decline over 10 years

-29.59%

Current Drawdown

Current decline from peak

-70.33%

-4.22%

-66.11%

Average Drawdown

Average peak-to-trough decline

-58.39%

-7.95%

-50.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.31%

3.36%

+9.95%

Volatility

PILL vs. IHE - Volatility Comparison

Direxion Daily Pharmaceutical & Medical Bull 3X Shares (PILL) has a higher volatility of 26.05% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 5.91%. This indicates that PILL's price experiences larger fluctuations and is considered to be riskier than IHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PILLIHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.05%

5.91%

+20.14%

Volatility (6M)

Calculated over the trailing 6-month period

46.70%

12.12%

+34.58%

Volatility (1Y)

Calculated over the trailing 1-year period

69.59%

20.70%

+48.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.66%

15.95%

+43.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.76%

18.11%

+45.65%