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SPDN vs. TECL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDN vs. TECL - 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 Direxion Daily Technology Bull 3X Shares (TECL). 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 lower than TECL's 125.87% return.


SPDN

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

TECL

1D
-2.99%
1M
73.10%
YTD
125.87%
6M
118.69%
1Y
267.85%
3Y*
80.64%
5Y*
43.44%
10Y*
54.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDN vs. TECL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-7.81%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%
TECL
Direxion Daily Technology Bull 3X Shares
125.87%38.60%36.15%203.14%-74.32%112.80%69.46%185.58%-24.03%124.82%

Correlation

The correlation between SPDN and TECL is -0.85, 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

-0.85

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

-0.88

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

-0.90

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

-0.88

The correlation between SPDN and TECL has been stable across timeframes, ranging from -0.90 to -0.85 - a consistent structural relationship.

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Return for Risk

SPDN vs. TECL — 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

TECL
TECL Risk / Return Rank: 8585
Overall Rank
TECL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 8080
Sortino Ratio Rank
TECL Omega Ratio Rank: 7979
Omega Ratio Rank
TECL Calmar Ratio Rank: 9090
Calmar Ratio Rank
TECL Martin Ratio Rank: 8181
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. TECL - 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 Direxion Daily Technology Bull 3X Shares (TECL). 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.


SPDNTECLDifference
Sharpe ratioReturn per unit of total volatility

-5.75

Sortino ratioReturn per unit of downside risk

-5.68

Omega ratioGain probability vs. loss probability

0.78

1.48

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.95

5.79

-6.74

Martin ratioReturn relative to average drawdown

-1.74

16.63

-18.37

SPDN vs. TECL - Sharpe Ratio Comparison

The current SPDN Sharpe Ratio is -1.41, which is lower than the TECL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of SPDN and TECL, 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


SPDNTECLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.41

4.35

-5.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.59

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

0.76

-1.46

Drawdowns

SPDN vs. TECL - Drawdown Comparison

The maximum SPDN drawdown since its inception was -75.31%, roughly equal to the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for SPDN and TECL.


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Drawdown Indicators


SPDNTECLDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-77.96%

+2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.95%

-46.58%

+28.63%

Max Drawdown (3Y)

Largest decline over 3 years

-38.24%

-66.58%

+28.34%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

-77.96%

+34.11%

Max Drawdown (10Y)

Largest decline over 10 years

-77.96%

Current Drawdown

Current decline from peak

-75.17%

-2.99%

-72.18%

Average Drawdown

Average peak-to-trough decline

-48.54%

-18.38%

-30.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

16.19%

-6.41%

Volatility

SPDN vs. TECL - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bear 1x Shares (SPDN) is 2.78%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 20.70%. This indicates that SPDN experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDNTECLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

20.70%

-17.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

49.83%

-40.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

62.17%

-50.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

74.09%

-57.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

72.35%

-54.31%

SPDN vs. TECL - Expense Ratio Comparison

SPDN has a 0.50% expense ratio, which is lower than TECL's 0.91% expense ratio.


Dividends

SPDN vs. TECL - Dividend Comparison

SPDN's dividend yield for the trailing twelve months is around 4.09%, more than TECL's 3.15% yield.


PositionTTM202520242023202220212020201920182017
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%
TECL
Direxion Daily Technology Bull 3X Shares
3.15%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions


SPDN and TECL have a correlation of -0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECL has higher volatility (20.70%) compared to SPDN (2.78%). In terms of maximum drawdown, SPDN dropped -75.31% vs TECL's -77.96%.

On 5-year performance, TECL leads with 43.44% vs -8.88% for SPDN. 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 5-year period, TECL has performed better with a 43.44% return vs -8.88%. 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 0.91% for TECL.

SPDN has the higher dividend yield at 4.09%, compared with 3.15% for TECL.

SPDN is categorized as Inverse Equities, while TECL is Leveraged Equities. SPDN tracks S&P 500 Index, while TECL tracks Technology Select Sector Index (300%). Their fees differ too: 0.50% for SPDN and 0.91% for TECL.

TECL currently has the higher Sharpe Ratio (4.35 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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