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SPDN vs. XLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDN vs. XLF - 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 State Street Financial Select Sector SPDR ETF (XLF). 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 -6.10% return, which is significantly lower than XLF's -2.11% return. Over the past 10 years, SPDN has underperformed XLF with an annualized return of -12.53%, while XLF has yielded a comparatively higher 13.33% annualized return.


SPDN

1D
-0.45%
1M
0.69%
YTD
-6.10%
6M
-6.14%
1Y
-14.45%
3Y*
-11.73%
5Y*
-8.47%
10Y*
-12.53%

XLF

1D
1.37%
1M
4.61%
YTD
-2.11%
6M
-2.09%
1Y
6.20%
3Y*
18.86%
5Y*
9.15%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDN vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.10%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%
XLF
State Street Financial Select Sector SPDR ETF
-2.11%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Correlation

The correlation between SPDN and XLF is -0.60, 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

-0.60

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

-0.64

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

-0.73

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

-0.73

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

-0.73

The correlation between SPDN and XLF shifts across timeframes, from -0.73 (5 years) to -0.60 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPDN vs. XLF — 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: 11
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

XLF
XLF Risk / Return Rank: 1515
Overall Rank
XLF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLF Omega Ratio Rank: 1515
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
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. XLF - 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 State Street Financial Select Sector SPDR ETF (XLF). 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.


SPDNXLFDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

0.82

1.08

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.82

0.42

-1.24

Martin ratioReturn relative to average drawdown

-1.46

1.08

-2.54

SPDN vs. XLF - Sharpe Ratio Comparison

The current SPDN Sharpe Ratio is -1.16, which is lower than the XLF Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SPDN and XLF, 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. XLF - Drawdown Comparison

The maximum SPDN drawdown since its inception was -75.31%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for SPDN and XLF.


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Drawdown Indicators


SPDNXLFDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-82.69%

+7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-17.73%

-14.79%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-38.24%

-15.54%

-22.70%

Max Drawdown (5Y)

Largest decline over 5 years

-43.85%

-25.81%

-18.04%

Max Drawdown (10Y)

Largest decline over 10 years

-75.31%

-42.86%

-32.45%

Current Drawdown

Current decline from peak

-74.71%

-4.94%

-69.77%

Average Drawdown

Average peak-to-trough decline

-48.59%

-20.01%

-28.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

5.76%

+4.13%

Volatility

SPDN vs. XLF - Volatility Comparison

Direxion Daily S&P 500 Bear 1x Shares (SPDN) and State Street Financial Select Sector SPDR ETF (XLF) have volatilities of 4.18% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDNXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.23%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

11.26%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

14.69%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

18.66%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

22.17%

-4.12%

SPDN vs. XLF - Expense Ratio Comparison

SPDN has a 0.50% expense ratio, which is higher than XLF's 0.08% expense ratio.


Dividends

SPDN vs. XLF - Dividend Comparison

SPDN's dividend yield for the trailing twelve months is around 4.02%, more than XLF's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.02%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%0.00%0.00%
XLF
State Street Financial Select Sector SPDR ETF
1.49%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Frequently Asked Questions


SPDN and XLF have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLF has higher volatility (4.23%) compared to SPDN (4.18%). In terms of maximum drawdown, SPDN dropped -75.31% vs XLF's -82.69%.

On 10-year performance, XLF leads with 13.33% vs -12.53% for SPDN. On fees, XLF is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLF has performed better with a 13.33% return vs -12.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLF is cheaper with a 0.08% expense ratio, compared with 0.50% for SPDN.

SPDN has the higher dividend yield at 4.02%, compared with 1.49% for XLF.

SPDN is categorized as Inverse Equities, while XLF is Financials Equities. SPDN tracks S&P 500 Index, while XLF tracks Financial Select Sector Index. They also come from different issuers: Direxion and State Street. Their fees differ too: 0.50% for SPDN and 0.08% for XLF.

XLF currently has the higher Sharpe Ratio (0.42 vs -1.16), 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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