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RETL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RETL vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Retail Bull 3X Shares (RETL) 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, RETL achieves a -2.25% return, which is significantly higher than SPXS's -24.50% return. Over the past 10 years, RETL has outperformed SPXS with an annualized return of -5.15%, while SPXS has yielded a comparatively lower -41.27% annualized return.


RETL

1D
-1.97%
1M
-1.56%
6M
-16.24%
YTD
-2.25%
1Y
5.65%
3Y*
7.48%
5Y*
-26.88%
10Y*
-5.15%

SPXS

1D
2.30%
1M
-3.30%
6M
-20.30%
YTD
-24.50%
1Y
-40.89%
3Y*
-39.60%
5Y*
-33.12%
10Y*
-41.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RETL vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RETL
Direxion Daily Retail Bull 3X Shares
-2.25%-5.98%9.59%33.62%-80.80%101.03%63.63%23.41%-35.21%-1.31%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-24.50%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between RETL and SPXS is -0.56, 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

-0.56

Correlation (3Y)
Calculated over the trailing 3-year period

-0.63

Correlation (5Y)
Calculated over the trailing 5-year period

-0.70

Correlation (10Y)
Calculated over the trailing 10-year period

-0.66

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2010

-0.66

The correlation between RETL and SPXS shifts across timeframes, from -0.70 (5 years) to -0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RETL vs. SPXS — Risk / Return Rank

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

RETL
RETL Risk / Return Rank: 1212
Overall Rank
RETL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RETL Sortino Ratio Rank: 1414
Sortino Ratio Rank
RETL Omega Ratio Rank: 1414
Omega Ratio Rank
RETL Calmar Ratio Rank: 1111
Calmar Ratio Rank
RETL Martin Ratio Rank: 1111
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: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
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.

RETL vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Retail Bull 3X Shares (RETL) 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.


RETLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.07

0.82

+0.25

Calmar ratioReturn relative to maximum drawdown

0.15

-0.94

+1.09

Martin ratioReturn relative to average drawdown

0.29

-1.64

+1.93

RETL vs. SPXS - Sharpe Ratio Comparison

The current RETL Sharpe Ratio is 0.09, which is higher than the SPXS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of RETL 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

RETL vs. SPXS - Drawdown Comparison

The maximum RETL drawdown since its inception was -92.00%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for RETL and SPXS.


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Drawdown Indicators


RETLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-92.00%

-100.00%

+8.00%

Max Drawdown (1Y)

Largest decline over 1 year

-38.08%

-43.64%

+5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-62.72%

-84.13%

+21.41%

Max Drawdown (5Y)

Largest decline over 5 years

-92.00%

-90.11%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-92.00%

-99.56%

+7.56%

Current Drawdown

Current decline from peak

-83.21%

-100.00%

+16.79%

Average Drawdown

Average peak-to-trough decline

-37.84%

-96.30%

+58.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.29%

24.98%

-5.69%

Volatility

RETL vs. SPXS - Volatility Comparison

Direxion Daily Retail Bull 3X Shares (RETL) has a higher volatility of 19.36% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 12.80%. This indicates that RETL'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


RETLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.36%

12.80%

+6.56%

Volatility (6M)

Calculated over the trailing 6-month period

42.59%

30.04%

+12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

61.13%

37.71%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.46%

50.75%

+28.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.94%

53.52%

+26.42%

RETL vs. SPXS - Expense Ratio Comparison

RETL has a 0.99% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

RETL vs. SPXS - Dividend Comparison

RETL's dividend yield for the trailing twelve months is around 0.51%, less than SPXS's 4.50% yield.


PositionTTM2025202420232022202120202019201820172016
RETL
Direxion Daily Retail Bull 3X Shares
0.51%0.58%1.13%1.35%0.71%0.22%0.19%0.92%1.19%0.01%2.60%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.50%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%0.00%

Frequently Asked Questions


RETL and SPXS have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RETL has higher volatility (19.36%) compared to SPXS (12.80%). In terms of maximum drawdown, RETL dropped -92.00% vs SPXS's -100.00%.

On 10-year performance, RETL leads with -5.15% vs -41.27% for SPXS. On fees, RETL is cheaper at 0.99% per year. On volatility, SPXS has been the lower-risk option at 12.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RETL has performed better with a -5.15% return vs -41.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RETL is cheaper with a 0.99% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.50%, compared with 0.51% for RETL.

RETL is categorized as Leveraged Equities, while SPXS is Inverse Equities. RETL tracks Russell 1000 Retail Index (300%), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.99% for RETL and 1.08% for SPXS.

RETL currently has the higher Sharpe Ratio (0.09 vs -1.09), 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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