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QQQU vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQU vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Magnificent 7 Bull 2X Shares (QQQU) 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, QQQU achieves a 6.21% return, which is significantly higher than SPXS's -26.34% return.


QQQU

1D
2.17%
1M
5.86%
YTD
6.21%
6M
4.73%
1Y
62.95%
3Y*
5Y*
10Y*

SPXS

1D
-1.15%
1M
-12.09%
YTD
-26.34%
6M
-25.57%
1Y
-49.42%
3Y*
-43.02%
5Y*
-34.91%
10Y*
-41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQU vs. SPXS - Yearly Performance Comparison


2026 (YTD)20252024
QQQU
Direxion Daily Magnificent 7 Bull 2X Shares
6.21%32.87%81.85%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.34%-41.53%-28.94%

Correlation

The correlation between QQQU and SPXS is -0.81, 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

-0.81

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2024

-0.81

The correlation between QQQU and SPXS has been stable across timeframes, ranging from -0.81 to -0.81 - a consistent structural relationship.

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Return for Risk

QQQU vs. SPXS — Risk / Return Rank

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

QQQU
QQQU Risk / Return Rank: 4040
Overall Rank
QQQU Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
QQQU Sortino Ratio Rank: 4242
Sortino Ratio Rank
QQQU Omega Ratio Rank: 4141
Omega Ratio Rank
QQQU Calmar Ratio Rank: 3636
Calmar Ratio Rank
QQQU Martin Ratio Rank: 3636
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 00
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: 00
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.

QQQU vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Magnificent 7 Bull 2X Shares (QQQU) 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.


QQQUSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.98

Sortino ratioReturn per unit of downside risk

+4.45

Omega ratioGain probability vs. loss probability

1.26

0.75

+0.51

Calmar ratioReturn relative to maximum drawdown

1.74

-0.98

+2.72

Martin ratioReturn relative to average drawdown

5.44

-1.64

+7.07

QQQU vs. SPXS - Sharpe Ratio Comparison

The current QQQU Sharpe Ratio is 1.59, which is higher than the SPXS Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of QQQU 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


QQQUSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

-1.40

+2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-0.84

+1.83

Drawdowns

QQQU vs. SPXS - Drawdown Comparison

The maximum QQQU drawdown since its inception was -53.70%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QQQU and SPXS.


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Drawdown Indicators


QQQUSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-53.70%

-100.00%

+46.30%

Max Drawdown (1Y)

Largest decline over 1 year

-36.29%

-50.77%

+14.48%

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

-5.13%

-100.00%

+94.87%

Average Drawdown

Average peak-to-trough decline

-13.33%

-96.30%

+82.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.62%

30.20%

-18.58%

Volatility

QQQU vs. SPXS - Volatility Comparison

Direxion Daily Magnificent 7 Bull 2X Shares (QQQU) has a higher volatility of 9.51% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.36%. This indicates that QQQU'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


QQQUSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

8.36%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

28.27%

26.83%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

39.92%

35.52%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.96%

50.38%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.96%

53.53%

-0.57%

QQQU vs. SPXS - Expense Ratio Comparison

QQQU has a 1.07% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

QQQU vs. SPXS - Dividend Comparison

QQQU's dividend yield for the trailing twelve months is around 9.03%, more than SPXS's 4.97% yield.


PositionTTM20252024202320222021202020192018
QQQU
Direxion Daily Magnificent 7 Bull 2X Shares
9.03%9.62%2.75%0.00%0.00%0.00%0.00%0.00%0.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.97%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


QQQU and SPXS have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQU has higher volatility (9.51%) compared to SPXS (8.36%). In terms of maximum drawdown, QQQU dropped -53.70% vs SPXS's -100.00%.

On 1-year performance, QQQU leads with 62.95% vs -49.42% for SPXS. On fees, QQQU is cheaper at 1.07% per year. On volatility, SPXS has been the lower-risk option at 8.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQU has performed better with a 62.95% return vs -49.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQU is cheaper with a 1.07% expense ratio, compared with 1.08% for SPXS.

QQQU has the higher dividend yield at 9.03%, compared with 4.97% for SPXS.

QQQU is categorized as Leveraged Equities, while SPXS is Inverse Equities. QQQU tracks The Indxx Magnificent 7 Index (200%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.07% for QQQU and 1.08% for SPXS.

QQQU currently has the higher Sharpe Ratio (1.59 vs -1.40), 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

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