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SPDN vs. FLYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDN vs. FLYD - 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 MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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 -7.81% return, which is significantly higher than FLYD's -11.20% return.


SPDN

1D
0.58%
1M
-4.42%
YTD
-7.81%
6M
-7.36%
1Y
-16.94%
3Y*
-12.80%
5Y*
-8.88%
10Y*

FLYD

1D
3.25%
1M
-18.38%
YTD
-11.20%
6M
-19.27%
1Y
-48.13%
3Y*
-55.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDN vs. FLYD - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-7.81%-11.09%-12.88%-15.04%-3.10%
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
-11.20%-60.42%-54.13%-75.14%-46.23%

Correlation

The correlation between SPDN and FLYD is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

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

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2022

0.71

The correlation between SPDN and FLYD has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

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Return for Risk

SPDN vs. FLYD — 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: 11
Calmar Ratio Rank
SPDN Martin Ratio Rank: 00
Martin Ratio Rank

FLYD
FLYD Risk / Return Rank: 33
Overall Rank
FLYD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FLYD Sortino Ratio Rank: 44
Sortino Ratio Rank
FLYD Omega Ratio Rank: 44
Omega Ratio Rank
FLYD Calmar Ratio Rank: 11
Calmar Ratio Rank
FLYD Martin Ratio Rank: 33
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. FLYD - 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 MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD). 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.


SPDNFLYDDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

0.78

0.92

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.88

-0.07

Martin ratioReturn relative to average drawdown

-1.74

-1.30

-0.44

SPDN vs. FLYD - Sharpe Ratio Comparison

The current SPDN Sharpe Ratio is -1.41, which is lower than the FLYD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of SPDN and FLYD, 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


SPDNFLYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.41

-0.65

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

-0.75

+0.05

Drawdowns

SPDN vs. FLYD - Drawdown Comparison

The maximum SPDN drawdown since its inception was -75.31%, smaller than the maximum FLYD drawdown of -98.11%. Use the drawdown chart below to compare losses from any high point for SPDN and FLYD.


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Drawdown Indicators


SPDNFLYDDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-98.11%

+22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-17.95%

-54.89%

+36.94%

Max Drawdown (3Y)

Largest decline over 3 years

-38.24%

-93.41%

+55.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

Current Drawdown

Current decline from peak

-75.17%

-97.95%

+22.78%

Average Drawdown

Average peak-to-trough decline

-48.54%

-83.12%

+34.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

37.06%

-27.28%

Volatility

SPDN vs. FLYD - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bear 1x Shares (SPDN) is 2.78%, while MicroSectors Travel -3X Inverse Leveraged ETNs (FLYD) has a volatility of 25.85%. This indicates that SPDN experiences smaller price fluctuations and is considered to be less risky than FLYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDNFLYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

25.85%

-23.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

59.48%

-50.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

74.47%

-62.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

83.70%

-66.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

83.70%

-65.66%

SPDN vs. FLYD - Expense Ratio Comparison

SPDN has a 0.50% expense ratio, which is lower than FLYD's 0.95% expense ratio.


Dividends

SPDN vs. FLYD - Dividend Comparison

SPDN's dividend yield for the trailing twelve months is around 4.09%, while FLYD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FLYD
MicroSectors Travel -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.09%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%

Frequently Asked Questions


SPDN and FLYD have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLYD has higher volatility (25.85%) compared to SPDN (2.78%). In terms of maximum drawdown, SPDN dropped -75.31% vs FLYD's -98.11%.

On 3-year performance, SPDN leads with -12.80% vs -55.26% for FLYD. On fees, SPDN is cheaper at 0.50% per year. On volatility, SPDN has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPDN has performed better with a -12.80% return vs -55.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDN is cheaper with a 0.50% expense ratio, compared with 0.95% for FLYD.

SPDN has the higher dividend yield at 4.09%, compared with 0.00% for FLYD.

SPDN tracks S&P 500 Index, while FLYD tracks MerQube MicroSectors U.S. Travel Index. They also come from different issuers: Direxion and REX. Their fees differ too: 0.50% for SPDN and 0.95% for FLYD.

FLYD currently has the higher Sharpe Ratio (-0.65 vs -1.41), 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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