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SPXS vs. SH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS vs. SH - 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 ProShares Short S&P500 (SH). 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 SH's -8.00% return. Over the past 10 years, SPXS has underperformed SH with an annualized return of -42.01%, while SH has yielded a comparatively higher -12.89% annualized 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%

SH

1D
0.70%
1M
-4.35%
YTD
-8.00%
6M
-7.59%
1Y
-17.23%
3Y*
-13.02%
5Y*
-9.07%
10Y*
-12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS vs. SH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-25.49%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%
SH
ProShares Short S&P500
-8.00%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Correlation

The correlation between SPXS and SH is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

1.00

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

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Return for Risk

SPXS vs. SH — 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

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 11
Calmar Ratio Rank
SH Martin Ratio Rank: 00
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. SH - 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 ProShares Short S&P500 (SH). 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.


SPXSSHDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

0.75

0.77

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.95

-0.02

Martin ratioReturn relative to average drawdown

-1.62

-1.75

+0.12

SPXS vs. SH - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -1.38, which is comparable to the SH Sharpe Ratio of -1.47. The chart below compares the historical Sharpe Ratios of SPXS and SH, 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


SPXSSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.38

-1.47

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.69

-0.54

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

-0.72

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

-0.59

-0.24

Drawdowns

SPXS vs. SH - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, which is greater than SH's maximum drawdown of -94.66%. Use the drawdown chart below to compare losses from any high point for SPXS and SH.


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Drawdown Indicators


SPXSSHDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-94.66%

-5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-50.77%

-18.28%

-32.49%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

-38.82%

-45.31%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-44.53%

-45.58%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

-76.12%

-23.51%

Current Drawdown

Current decline from peak

-100.00%

-94.62%

-5.38%

Average Drawdown

Average peak-to-trough decline

-96.30%

-67.73%

-28.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.04%

9.89%

+20.15%

Volatility

SPXS vs. SH - Volatility Comparison

Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a higher volatility of 8.51% compared to ProShares Short S&P500 (SH) at 2.84%. This indicates that SPXS's price experiences larger fluctuations and is considered to be riskier than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

2.84%

+5.67%

Volatility (6M)

Calculated over the trailing 6-month period

26.82%

8.91%

+17.91%

Volatility (1Y)

Calculated over the trailing 1-year period

35.54%

11.80%

+23.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.39%

16.85%

+33.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.54%

18.01%

+35.53%

SPXS vs. SH - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is higher than SH's 0.90% expense ratio.


Dividends

SPXS vs. SH - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 4.91%, more than SH's 4.51% yield.


PositionTTM202520242023202220212020201920182017
SH
ProShares Short S&P500
4.51%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%
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%0.00%

Frequently Asked Questions


With a correlation of 1.00, SPXS and SH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPXS has higher volatility (8.51%) compared to SH (2.84%). In terms of maximum drawdown, SPXS dropped -100.00% vs SH's -94.66%.

On 10-year performance, SH leads with -12.89% vs -42.01% for SPXS. On fees, SH is cheaper at 0.90% per year. On volatility, SH has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SH has performed better with a -12.89% return vs -42.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SH is cheaper with a 0.90% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.91%, compared with 4.51% for SH.

SPXS tracks S&P 500 Index (-300%), while SH tracks S&P 500 (-100%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.08% for SPXS and 0.90% for SH.

SPXS currently has the higher Sharpe Ratio (-1.38 vs -1.47), 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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