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PLTD vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTD vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily PLTR Bear 1X Shares (PLTD) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLTD achieves a 13.23% return, which is significantly lower than SPXL's 28.14% return.


PLTD

1D
6.63%
1M
-0.00%
YTD
13.23%
6M
11.78%
1Y
-22.19%
3Y*
5Y*
10Y*

SPXL

1D
-2.08%
1M
14.77%
YTD
28.14%
6M
26.88%
1Y
81.54%
3Y*
52.83%
5Y*
23.51%
10Y*
30.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTD vs. SPXL - Yearly Performance Comparison


2026 (YTD)20252024
PLTD
Direxion Daily PLTR Bear 1X Shares
13.23%-70.53%-5.12%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
28.14%31.94%-10.41%

Correlation

The correlation between PLTD and SPXL is -0.47, 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

-0.47

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2024

-0.53

The correlation between PLTD and SPXL has been stable across timeframes, ranging from -0.53 to -0.47 - a consistent structural relationship.

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Return for Risk

PLTD vs. SPXL — Risk / Return Rank

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

PLTD
PLTD Risk / Return Rank: 55
Overall Rank
PLTD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PLTD Sortino Ratio Rank: 66
Sortino Ratio Rank
PLTD Omega Ratio Rank: 66
Omega Ratio Rank
PLTD Calmar Ratio Rank: 55
Calmar Ratio Rank
PLTD Martin Ratio Rank: 66
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 6363
Overall Rank
SPXL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5757
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5858
Omega Ratio Rank
SPXL Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6868
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.

PLTD vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily PLTR Bear 1X Shares (PLTD) and Direxion Daily S&P 500 Bull 3X ETF (SPXL). 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.


PLTDSPXLDifference
Sharpe ratioReturn per unit of total volatility

-2.75

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

0.96

1.37

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.50

3.06

-3.56

Martin ratioReturn relative to average drawdown

-0.74

12.94

-13.67

PLTD vs. SPXL - Sharpe Ratio Comparison

The current PLTD Sharpe Ratio is -0.43, which is lower than the SPXL Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PLTD and SPXL, 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


PLTDSPXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

2.32

-2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.86

0.53

-1.38

Drawdowns

PLTD vs. SPXL - Drawdown Comparison

The maximum PLTD drawdown since its inception was -77.34%, roughly equal to the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for PLTD and SPXL.


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Drawdown Indicators


PLTDSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-77.34%

-76.86%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-44.79%

-26.77%

-18.02%

Max Drawdown (3Y)

Largest decline over 3 years

-48.95%

Max Drawdown (5Y)

Largest decline over 5 years

-63.80%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

Current Drawdown

Current decline from peak

-71.01%

-2.08%

-68.93%

Average Drawdown

Average peak-to-trough decline

-59.43%

-15.72%

-43.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.14%

6.32%

+23.82%

Volatility

PLTD vs. SPXL - Volatility Comparison

Direxion Daily PLTR Bear 1X Shares (PLTD) has a higher volatility of 18.68% compared to Direxion Daily S&P 500 Bull 3X ETF (SPXL) at 8.49%. This indicates that PLTD's price experiences larger fluctuations and is considered to be riskier than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTDSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.68%

8.49%

+10.19%

Volatility (6M)

Calculated over the trailing 6-month period

38.02%

26.67%

+11.35%

Volatility (1Y)

Calculated over the trailing 1-year period

51.79%

35.39%

+16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.73%

50.24%

+13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.73%

53.42%

+10.31%

PLTD vs. SPXL - Expense Ratio Comparison

PLTD has a 0.98% expense ratio, which is higher than SPXL's 0.84% expense ratio.


Dividends

PLTD vs. SPXL - Dividend Comparison

PLTD's dividend yield for the trailing twelve months is around 3.26%, more than SPXL's 0.52% yield.


PositionTTM202520242023202220212020201920182017
PLTD
Direxion Daily PLTR Bear 1X Shares
3.26%5.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.52%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


PLTD and SPXL have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTD has higher volatility (18.68%) compared to SPXL (8.49%). In terms of maximum drawdown, PLTD dropped -77.34% vs SPXL's -76.86%.

On 1-year performance, SPXL leads with 81.54% vs -22.19% for PLTD. On fees, SPXL is cheaper at 0.84% per year. On volatility, SPXL has been the lower-risk option at 8.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPXL has performed better with a 81.54% return vs -22.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXL is cheaper with a 0.84% expense ratio, compared with 0.98% for PLTD.

PLTD has the higher dividend yield at 3.26%, compared with 0.52% for SPXL.

PLTD is categorized as Inverse Equities, while SPXL is Leveraged Equities. PLTD tracks Palantir Technologies Inc. (-100%), while SPXL tracks S&P 500. Their fees differ too: 0.98% for PLTD and 0.84% for SPXL.

SPXL currently has the higher Sharpe Ratio (2.32 vs -0.43), 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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