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SPDN vs. SWDSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDN vs. SWDSX - 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 Schwab Dividend Equity Fund™ (SWDSX). 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 -6.42% return, which is significantly lower than SWDSX's 11.28% return. Over the past 10 years, SPDN has underperformed SWDSX with an annualized return of -12.18%, while SWDSX has yielded a comparatively higher 9.35% annualized return.


SPDN

1D
-0.80%
1M
0.00%
6M
-5.52%
YTD
-6.42%
1Y
-12.79%
3Y*
-10.75%
5Y*
-7.84%
10Y*
-12.18%
ALL TIME*
-12.21%

SWDSX

1D
-0.20%
1M
1.59%
6M
6.81%
YTD
11.28%
1Y
17.46%
3Y*
14.51%
5Y*
9.63%
10Y*
9.35%
ALL TIME*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$433.42M$387.95M$422.31M
$0.00$0.00$0.00

SPDN vs. SWDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.42%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%
SWDSX
Schwab Dividend Equity Fund™
11.28%12.31%17.06%6.92%-5.84%28.24%-4.33%24.32%-12.18%15.40%

Correlation

The correlation between SPDN and SWDSX is -0.49, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.49

Correlation (3Y)
Balances recent behavior with more history.

-0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.77

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.82

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

-0.82

Over the past year, the inverse relationship between SPDN and SWDSX has weakened: their correlation has moved from -0.82 to -0.49, meaning they move in opposite directions less often than they have historically.

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Return for Risk

SPDN vs. SWDSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPDN
SPDN Risk / Return Rank: 33
Overall Rank
SPDN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 33
Sortino Ratio Rank
SPDN Omega Ratio Rank: 33
Omega Ratio Rank
SPDN Calmar Ratio Rank: 33
Calmar Ratio Rank
SPDN Martin Ratio Rank: 22
Martin Ratio Rank

SWDSX
SWDSX Risk / Return Rank: 7575
Overall Rank
SWDSX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SWDSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWDSX Omega Ratio Rank: 7373
Omega Ratio Rank
SWDSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SWDSX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPDN vs. SWDSX - 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 Schwab Dividend Equity Fund™ (SWDSX). 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.


SPDNSWDSXDifference
Sharpe ratioReturn per unit of total volatility

-2.56

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.87

1.31

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.71

2.59

-3.31

Martin ratioReturn relative to average drawdown

-1.27

8.82

-10.10

SPDN vs. SWDSX - Sharpe Ratio Comparison

The current SPDN Sharpe Ratio is -0.88, which is lower than the SWDSX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SPDN and SWDSX, 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

SPDN vs. SWDSX - Drawdown Comparison

The maximum SPDN drawdown since its inception was -75.31%, which is greater than SWDSX's maximum drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for SPDN and SWDSX.


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Drawdown Indicators


SPDNSWDSXDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-50.01%

-25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.93%

-6.16%

-9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-38.24%

-11.67%

-26.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

-17.94%

-25.91%

Max Drawdown (10Y)

Largest decline over 10 years

-73.97%

-40.20%

-33.77%

Current Drawdown

Current decline from peak

-74.80%

-1.05%

-73.75%

Average Drawdown

Average peak-to-trough decline

-48.93%

-6.74%

-42.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

1.81%

+7.09%

Volatility

SPDN vs. SWDSX - Volatility Comparison

Direxion Daily S&P 500 Bear 1x Shares (SPDN) has a higher volatility of 3.55% compared to Schwab Dividend Equity Fund™ (SWDSX) at 3.04%. This indicates that SPDN's price experiences larger fluctuations and is considered to be riskier than SWDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDNSWDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.04%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

6.63%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

9.52%

+3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

13.08%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

16.80%

+1.23%

SPDN vs. SWDSX - Expense Ratio Comparison

SPDN has a 0.50% expense ratio, which is lower than SWDSX's 0.89% expense ratio.


Dividends

SPDN vs. SWDSX - Dividend Comparison

SPDN's dividend yield for the trailing twelve months is around 3.32%, more than SWDSX's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.32%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%0.00%0.00%
SWDSX
Schwab Dividend Equity Fund™
1.10%1.22%2.59%2.25%6.83%16.25%2.09%6.86%11.63%10.24%1.68%14.46%

Frequently Asked Questions


SPDN and SWDSX have a correlation of -0.49, 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 SWDSX (3.04%). In terms of maximum drawdown, SPDN dropped -75.31% vs SWDSX's -50.01%.

SWDSX currently has the higher Sharpe Ratio (1.68 vs -0.88), 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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