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SPXS vs. HDGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXS vs. HDGE - 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 AdvisorShares Ranger Equity Bear ETF (HDGE). The values are adjusted to include any dividend payments, if applicable.

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SPXS vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
15.24%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%
HDGE
AdvisorShares Ranger Equity Bear ETF
12.05%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%

Returns By Period

In the year-to-date period, SPXS achieves a 15.24% return, which is significantly higher than HDGE's 12.05% return. Over the past 10 years, SPXS has underperformed HDGE with an annualized return of -39.79%, while HDGE has yielded a comparatively higher -14.57% annualized return.


SPXS

1D
-8.58%
1M
16.13%
YTD
15.24%
6M
8.20%
1Y
-41.31%
3Y*
-36.25%
5Y*
-31.30%
10Y*
-39.79%

HDGE

1D
-1.94%
1M
4.54%
YTD
12.05%
6M
13.38%
1Y
4.28%
3Y*
-4.77%
5Y*
-2.67%
10Y*
-14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXS vs. HDGE - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Return for Risk

SPXS vs. HDGE — Risk / Return Rank

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

SPXS
SPXS Risk / Return Rank: 33
Overall Rank
SPXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 22
Sortino Ratio Rank
SPXS Omega Ratio Rank: 22
Omega Ratio Rank
SPXS Calmar Ratio Rank: 22
Calmar Ratio Rank
SPXS Martin Ratio Rank: 66
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 1717
Overall Rank
HDGE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1818
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1717
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
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. HDGE - 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 AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


SPXSHDGEDifference

Sharpe ratio

Return per unit of total volatility

-0.76

0.22

-0.97

Sortino ratio

Return per unit of downside risk

-0.93

0.45

-1.38

Omega ratio

Gain probability vs. loss probability

0.87

1.06

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.65

0.21

-0.86

Martin ratio

Return relative to average drawdown

-0.76

0.30

-1.06

SPXS vs. HDGE - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -0.76, which is lower than the HDGE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SPXS and HDGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPXSHDGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

0.22

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.62

-0.11

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.75

-0.62

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

-0.66

-0.15

Correlation

The correlation between SPXS and HDGE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPXS vs. HDGE - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 3.17%, more than HDGE's 3.12% yield.


TTM20252024202320222021202020192018
SPXS
Direxion Daily S&P 500 Bear 3X Shares
3.17%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%

Drawdowns

SPXS vs. HDGE - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, which is greater than HDGE's maximum drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for SPXS and HDGE.


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Drawdown Indicators


SPXSHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-93.88%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-65.10%

-19.63%

-45.47%

Max Drawdown (5Y)

Largest decline over 5 years

-87.42%

-42.97%

-44.45%

Max Drawdown (10Y)

Largest decline over 10 years

-99.52%

-83.69%

-15.83%

Current Drawdown

Current decline from peak

-100.00%

-92.64%

-7.36%

Average Drawdown

Average peak-to-trough decline

-96.27%

-69.85%

-26.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.70%

13.53%

+42.17%

Volatility

SPXS vs. HDGE - Volatility Comparison

Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a higher volatility of 16.04% compared to AdvisorShares Ranger Equity Bear ETF (HDGE) at 4.48%. This indicates that SPXS's price experiences larger fluctuations and is considered to be riskier than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.04%

4.48%

+11.56%

Volatility (6M)

Calculated over the trailing 6-month period

28.28%

12.17%

+16.11%

Volatility (1Y)

Calculated over the trailing 1-year period

54.62%

19.95%

+34.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.42%

23.96%

+26.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.50%

23.51%

+29.99%