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SPDN vs. ANGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDN vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bear 1x Shares (SPDN) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPDN achieves a -5.89% return, which is significantly lower than ANGL's 1.27% return. Over the past 10 years, SPDN has underperformed ANGL with an annualized return of -12.43%, while ANGL has yielded a comparatively higher 6.13% annualized return.


SPDN

1D
-0.11%
1M
0.11%
YTD
-5.89%
6M
-5.63%
1Y
-14.82%
3Y*
-12.12%
5Y*
-8.55%
10Y*
-12.43%

ANGL

1D
0.03%
1M
-0.23%
YTD
1.27%
6M
1.74%
1Y
7.79%
3Y*
8.23%
5Y*
3.26%
10Y*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDN vs. ANGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-5.89%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
1.27%9.04%6.06%12.52%-14.26%6.84%13.20%18.06%-5.84%9.71%

Correlation

The correlation between SPDN and ANGL is -0.69, 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

-0.69

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

-0.64

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

-0.67

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

-0.65

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

-0.65

The correlation between SPDN and ANGL has been stable across timeframes, ranging from -0.69 to -0.64 - a consistent structural relationship.

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Return for Risk

SPDN vs. ANGL — Risk / Return Rank

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

SPDN
SPDN Risk / Return Rank: 11
Overall Rank
SPDN Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 11
Sortino Ratio Rank
SPDN Omega Ratio Rank: 11
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN Martin Ratio Rank: 11
Martin Ratio Rank

ANGL
ANGL Risk / Return Rank: 5656
Overall Rank
ANGL Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 6161
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6565
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4343
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5252
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.

SPDN vs. ANGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bear 1x Shares (SPDN) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


SPDNANGLDifference
Sharpe ratioReturn per unit of total volatility

-3.01

Sortino ratioReturn per unit of downside risk

-4.32

Omega ratioGain probability vs. loss probability

0.81

1.35

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.84

1.93

-2.77

Martin ratioReturn relative to average drawdown

-1.53

8.09

-9.62

SPDN vs. ANGL - Sharpe Ratio Comparison

The current SPDN Sharpe Ratio is -1.21, which is lower than the ANGL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SPDN and ANGL, 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


SPDNANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.21

1.81

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

0.43

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.69

0.66

-1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

0.73

-1.42

Drawdowns

SPDN vs. ANGL - Drawdown Comparison

The maximum SPDN drawdown since its inception was -75.31%, which is greater than ANGL's maximum drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for SPDN and ANGL.


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Drawdown Indicators


SPDNANGLDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-29.31%

-46.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.73%

-4.05%

-13.68%

Max Drawdown (3Y)

Largest decline over 3 years

-38.24%

-5.48%

-32.76%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

-19.25%

-24.60%

Max Drawdown (10Y)

Largest decline over 10 years

-75.31%

-29.31%

-46.00%

Current Drawdown

Current decline from peak

-74.65%

-0.58%

-74.07%

Average Drawdown

Average peak-to-trough decline

-48.57%

-3.30%

-45.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

0.96%

+8.75%

Volatility

SPDN vs. ANGL - Volatility Comparison

Direxion Daily S&P 500 Bear 1x Shares (SPDN) has a higher volatility of 3.55% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.35%. This indicates that SPDN's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDNANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

1.35%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

3.50%

+5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

4.34%

+7.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

7.63%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

9.28%

+8.77%

SPDN vs. ANGL - Expense Ratio Comparison

SPDN has a 0.50% expense ratio, which is higher than ANGL's 0.35% expense ratio.


Dividends

SPDN vs. ANGL - Dividend Comparison

SPDN's dividend yield for the trailing twelve months is around 4.01%, less than ANGL's 6.39% yield.


PositionTTM20252024202320222021202020192018201720162015
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.39%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.01%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%0.00%0.00%

Frequently Asked Questions


SPDN and ANGL have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPDN has higher volatility (3.55%) compared to ANGL (1.35%). In terms of maximum drawdown, SPDN dropped -75.31% vs ANGL's -29.31%.

On 10-year performance, ANGL leads with 6.13% vs -12.43% for SPDN. On fees, ANGL is cheaper at 0.35% per year. On volatility, ANGL has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ANGL has performed better with a 6.13% return vs -12.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ANGL is cheaper with a 0.35% expense ratio, compared with 0.50% for SPDN.

ANGL has the higher dividend yield at 6.39%, compared with 4.01% for SPDN.

SPDN is categorized as Inverse Equities, while ANGL is High Yield Bonds. SPDN tracks S&P 500 Index, while ANGL tracks BofA Merrill Lynch US Fallen Angel High Yield Index. They also come from different issuers: Direxion and VanEck. Their fees differ too: 0.50% for SPDN and 0.35% for ANGL.

ANGL currently has the higher Sharpe Ratio (1.81 vs -1.21), 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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