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SPUU vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPUU vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bull 2X ETF (SPUU) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPUU achieves a 13.33% return, which is significantly higher than SPXS's -20.76% return. Over the past 10 years, SPUU has outperformed SPXS with an annualized return of 24.81%, while SPXS has yielded a comparatively lower -42.08% annualized return.


SPUU

1D
-2.91%
1M
-3.20%
YTD
13.33%
6M
10.95%
1Y
43.00%
3Y*
34.33%
5Y*
18.44%
10Y*
24.81%

SPXS

1D
3.42%
1M
3.11%
YTD
-20.76%
6M
-18.37%
1Y
-44.21%
3Y*
-40.67%
5Y*
-33.53%
10Y*
-42.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPUU vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPUU
Direxion Daily S&P 500 Bull 2X ETF
13.33%26.55%44.25%47.28%-38.72%61.27%21.85%66.84%-14.59%44.33%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-20.76%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between SPUU and SPXS is -1.00, 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

-1.00

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

-1.00

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

-1.00

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

-0.97

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

-0.97

The correlation between SPUU and SPXS has been stable across timeframes, ranging from -1.00 to -0.97 - a consistent structural relationship.

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Return for Risk

SPUU vs. SPXS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPUU
SPUU Risk / Return Rank: 5151
Overall Rank
SPUU Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPUU Omega Ratio Rank: 4848
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5959
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
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.

SPUU vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 2X ETF (SPUU) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


SPUUSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.91

Sortino ratioReturn per unit of downside risk

+4.17

Omega ratioGain probability vs. loss probability

1.30

0.79

+0.50

Calmar ratioReturn relative to maximum drawdown

2.38

-0.94

+3.32

Martin ratioReturn relative to average drawdown

10.11

-1.63

+11.74

SPUU vs. SPXS - Sharpe Ratio Comparison

The current SPUU Sharpe Ratio is 1.72, which is higher than the SPXS Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of SPUU and SPXS, 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

SPUU vs. SPXS - Drawdown Comparison

The maximum SPUU drawdown since its inception was -59.35%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SPUU and SPXS.


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Drawdown Indicators


SPUUSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-100.00%

+40.65%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-46.94%

+28.75%

Max Drawdown (3Y)

Largest decline over 3 years

-35.18%

-84.13%

+48.95%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

-90.11%

+43.52%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

-99.63%

+40.28%

Current Drawdown

Current decline from peak

-6.62%

-100.00%

+93.38%

Average Drawdown

Average peak-to-trough decline

-9.48%

-96.29%

+86.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

29.25%

-24.98%

Volatility

SPUU vs. SPXS - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bull 2X ETF (SPUU) is 9.70%, while Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a volatility of 14.08%. This indicates that SPUU experiences smaller price fluctuations and is considered to be less risky than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPUUSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

14.08%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

29.38%

-9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

25.22%

37.37%

-12.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.67%

50.68%

-17.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.81%

53.59%

-17.78%

SPUU vs. SPXS - Expense Ratio Comparison

SPUU has a 0.60% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

SPUU vs. SPXS - Dividend Comparison

SPUU's dividend yield for the trailing twelve months is around 1.42%, less than SPXS's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
SPUU
Direxion Daily S&P 500 Bull 2X ETF
1.42%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.62%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%0.00%0.00%

Frequently Asked Questions


SPUU and SPXS have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXS has higher volatility (14.08%) compared to SPUU (9.70%). In terms of maximum drawdown, SPUU dropped -59.35% vs SPXS's -100.00%.

On 10-year performance, SPUU leads with 24.81% vs -42.08% for SPXS. On fees, SPUU is cheaper at 0.60% per year. On volatility, SPUU has been the lower-risk option at 9.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPUU has performed better with a 24.81% return vs -42.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPUU is cheaper with a 0.60% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.62%, compared with 1.42% for SPUU.

SPUU is categorized as Leveraged Equities, while SPXS is Inverse Equities. SPUU tracks S&P 500 Index (200% Daily), while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.60% for SPUU and 1.08% for SPXS.

SPUU currently has the higher Sharpe Ratio (1.72 vs -1.19), 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

Find the right allocation for SPUU and SPXS

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