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SPIT vs. ERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIT vs. ERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and Direxion Daily Energy Bull 2X Shares (ERX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIT achieves a 30.69% return, which is significantly lower than ERX's 58.73% return.


SPIT

1D
-0.22%
1M
-1.60%
6M
25.62%
YTD
30.69%
1Y
3Y*
5Y*
10Y*
ALL TIME*

ERX

1D
-3.72%
1M
15.60%
6M
14.96%
YTD
58.73%
1Y
73.31%
3Y*
14.98%
5Y*
33.57%
10Y*
-9.50%
ALL TIME*
-7.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.06M$23.66M$27.73M
$199.90K$263.70K$196.54K

SPIT vs. ERX - Yearly Performance Comparison


Correlation

The correlation between SPIT and ERX is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

-0.09

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Return for Risk

SPIT vs. ERX — Risk / Return Rank

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

SPIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ERX
ERX Risk / Return Rank: 5656
Overall Rank
ERX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ERX Sortino Ratio Rank: 5555
Sortino Ratio Rank
ERX Omega Ratio Rank: 5252
Omega Ratio Rank
ERX Calmar Ratio Rank: 6161
Calmar Ratio Rank
ERX Martin Ratio Rank: 4848
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.

SPIT vs. ERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) and Direxion Daily Energy Bull 2X Shares (ERX). 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.


SPITERXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.46

Martin ratioReturn relative to average drawdown

6.18

SPIT vs. ERX - Sharpe Ratio Comparison


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Drawdowns

SPIT vs. ERX - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum ERX drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for SPIT and ERX.


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Drawdown Indicators


SPITERXDifference

Max Drawdown

Largest peak-to-trough decline

-12.49%

-99.54%

+87.05%

Max Drawdown (1Y)

Largest decline over 1 year

-29.97%

Max Drawdown (3Y)

Largest decline over 3 years

-42.34%

Max Drawdown (5Y)

Largest decline over 5 years

-46.90%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

Current Drawdown

Current decline from peak

-2.91%

-91.99%

+89.08%

Average Drawdown

Average peak-to-trough decline

-2.87%

-67.26%

+64.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.90%

Volatility

SPIT vs. ERX - Volatility Comparison


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Volatility by Period


SPITERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

Volatility (6M)

Calculated over the trailing 6-month period

33.24%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

42.40%

-15.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.69%

51.46%

-24.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.69%

68.84%

-42.15%

SPIT vs. ERX - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is lower than ERX's 0.91% expense ratio.


Dividends

SPIT vs. ERX - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 5.49%, more than ERX's 1.61% yield.


PositionTTM202520242023202220212020201920182017
ERX
Direxion Daily Energy Bull 2X Shares
1.61%2.54%2.94%3.17%2.23%2.16%2.35%1.56%3.10%0.85%
SPIT
F/m Emerald Special Situations ETF
5.49%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPIT and ERX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPIT is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPIT is cheaper with a 0.89% expense ratio, compared with 0.91% for ERX.

SPIT has the higher dividend yield at 5.49%, compared with 1.61% for ERX.

SPIT is categorized as Large Cap Growth Equities, while ERX is Energy Equities. They also come from different issuers: F/m and Direxion. Their fees differ too: 0.89% for SPIT and 0.91% for ERX.

Portfolio Optimizer

Find the right allocation for SPIT and ERX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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