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SPXS vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS vs. FIAT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SPXS achieves a -25.49% return, which is significantly lower than FIAT's 13.84% return.


SPXS

1D
2.19%
1M
-13.11%
YTD
-25.49%
6M
-24.86%
1Y
-48.73%
3Y*
-42.68%
5Y*
-34.76%
10Y*
-42.01%

FIAT

1D
4.32%
1M
16.99%
YTD
13.84%
6M
33.71%
1Y
-0.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS vs. FIAT - Yearly Performance Comparison


2026 (YTD)20252024
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-10.73%
FIAT
YieldMax Short COIN Option Income Strategy ETF
13.84%-24.17%-28.61%

Correlation

The correlation between SPXS and FIAT is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

0.58

The correlation between SPXS and FIAT has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.

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Return for Risk

SPXS vs. FIAT — Risk / Return Rank

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

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank

FIAT
FIAT Risk / Return Rank: 1010
Overall Rank
FIAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1111
Omega Ratio Rank
FIAT Calmar Ratio Rank: 99
Calmar Ratio Rank
FIAT Martin Ratio Rank: 99
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.

SPXS vs. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bear 3X Shares (SPXS) and YieldMax Short COIN Option Income Strategy ETF (FIAT). 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.


SPXSFIATDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

0.75

1.05

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.00

-0.96

Martin ratioReturn relative to average drawdown

-1.62

-0.01

-1.62

SPXS vs. FIAT - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -1.38, which is lower than the FIAT Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of SPXS and FIAT, 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


SPXSFIATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.38

-0.00

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

-0.37

-0.46

Drawdowns

SPXS vs. FIAT - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SPXS and FIAT.


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Drawdown Indicators


SPXSFIATDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-70.50%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-50.77%

-42.26%

-8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

Current Drawdown

Current decline from peak

-100.00%

-50.94%

-49.06%

Average Drawdown

Average peak-to-trough decline

-96.30%

-45.35%

-50.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.04%

27.32%

+2.72%

Volatility

SPXS vs. FIAT - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bear 3X Shares (SPXS) is 8.51%, while YieldMax Short COIN Option Income Strategy ETF (FIAT) has a volatility of 15.34%. This indicates that SPXS experiences smaller price fluctuations and is considered to be less risky than FIAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

15.34%

-6.83%

Volatility (6M)

Calculated over the trailing 6-month period

26.82%

42.03%

-15.21%

Volatility (1Y)

Calculated over the trailing 1-year period

35.54%

55.49%

-19.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.39%

60.56%

-10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.54%

60.56%

-7.02%

SPXS vs. FIAT - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is higher than FIAT's 0.99% expense ratio.


Dividends

SPXS vs. FIAT - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 4.91%, less than FIAT's 93.28% yield.


PositionTTM20252024202320222021202020192018
FIAT
YieldMax Short COIN Option Income Strategy ETF
93.28%178.11%70.99%0.00%0.00%0.00%0.00%0.00%0.00%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.91%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


SPXS and FIAT have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIAT has higher volatility (15.34%) compared to SPXS (8.51%). In terms of maximum drawdown, SPXS dropped -100.00% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with -0.18% vs -48.73% for SPXS. On fees, FIAT is cheaper at 0.99% per year. On volatility, SPXS has been the lower-risk option at 8.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FIAT has performed better with a -0.18% return vs -48.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FIAT is cheaper with a 0.99% expense ratio, compared with 1.08% for SPXS.

FIAT has the higher dividend yield at 93.28%, compared with 4.91% for SPXS.

SPXS is categorized as Inverse Equities, while FIAT is Derivative Income. They also come from different issuers: Direxion and YieldMax. Their fees differ too: 1.08% for SPXS and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (-0.00 vs -1.38), 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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