PortfoliosLab logoPortfoliosLab logo
SPXS vs. QQQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS vs. QQQD - 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 Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPXS achieves a -25.49% return, which is significantly lower than QQQD's -2.89% 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%

QQQD

1D
1.38%
1M
-1.88%
YTD
-2.89%
6M
-2.43%
1Y
-21.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS vs. QQQD - Yearly Performance Comparison


2026 (YTD)20252024
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-28.94%
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
-2.89%-20.32%-27.69%

Correlation

The correlation between SPXS and QQQD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2024

0.81

The correlation between SPXS and QQQD has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPXS vs. QQQD — 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

QQQD
QQQD Risk / Return Rank: 22
Overall Rank
QQQD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QQQD Sortino Ratio Rank: 11
Sortino Ratio Rank
QQQD Omega Ratio Rank: 22
Omega Ratio Rank
QQQD Calmar Ratio Rank: 22
Calmar Ratio Rank
QQQD Martin Ratio Rank: 33
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. QQQD - 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 Direxion Daily Magnificent 7 Bear 1X Shares (QQQD). 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.


SPXSQQQDDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

0.75

0.83

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.82

-0.14

Martin ratioReturn relative to average drawdown

-1.62

-1.23

-0.39

SPXS vs. QQQD - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -1.38, which is comparable to the QQQD Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of SPXS and QQQD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPXSQQQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.38

-1.08

-0.29

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

-0.86

+0.02

Drawdowns

SPXS vs. QQQD - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, which is greater than QQQD's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for SPXS and QQQD.


Loading charts...

Drawdown Indicators


SPXSQQQDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-49.47%

-50.53%

Max Drawdown (1Y)

Largest decline over 1 year

-50.77%

-26.65%

-24.12%

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%

-47.50%

-52.50%

Average Drawdown

Average peak-to-trough decline

-96.30%

-30.34%

-65.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.04%

17.72%

+12.32%

Volatility

SPXS vs. QQQD - Volatility Comparison

Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a higher volatility of 8.51% compared to Direxion Daily Magnificent 7 Bear 1X Shares (QQQD) at 4.76%. This indicates that SPXS's price experiences larger fluctuations and is considered to be riskier than QQQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPXSQQQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

4.76%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

26.82%

14.43%

+12.39%

Volatility (1Y)

Calculated over the trailing 1-year period

35.54%

20.21%

+15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.39%

26.77%

+23.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.54%

26.77%

+26.77%

SPXS vs. QQQD - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is higher than QQQD's 0.57% expense ratio.


Dividends

SPXS vs. QQQD - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 4.91%, more than QQQD's 4.07% yield.


PositionTTM20252024202320222021202020192018
QQQD
Direxion Daily Magnificent 7 Bear 1X Shares
4.07%4.33%5.17%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 QQQD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXS has higher volatility (8.51%) compared to QQQD (4.76%). In terms of maximum drawdown, SPXS dropped -100.00% vs QQQD's -49.47%.

On 1-year performance, QQQD leads with -21.80% vs -48.73% for SPXS. On fees, QQQD is cheaper at 0.57% per year. On volatility, QQQD has been the lower-risk option at 4.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQD has performed better with a -21.80% return vs -48.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQD is cheaper with a 0.57% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.91%, compared with 4.07% for QQQD.

SPXS tracks S&P 500 Index (-300%), while QQQD tracks Indxx Magnificent 7 Index (-100%). Their fees differ too: 1.08% for SPXS and 0.57% for QQQD.

QQQD currently has the higher Sharpe Ratio (-1.08 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

Find the right allocation for SPXS and QQQD

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

Open Portfolio Optimizer