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SPXS vs. SPXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS vs. SPXL - 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 S&P 500 Bull 3X ETF (SPXL). 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 -24.09% return, which is significantly lower than SPXL's 23.87% return. Over the past 10 years, SPXS has underperformed SPXL with an annualized return of -42.00%, while SPXL has yielded a comparatively higher 30.05% annualized return.


SPXS

1D
-2.88%
1M
-2.84%
YTD
-24.09%
6M
-24.25%
1Y
-47.78%
3Y*
-40.63%
5Y*
-35.07%
10Y*
-42.00%

SPXL

1D
2.89%
1M
1.48%
YTD
23.87%
6M
24.20%
1Y
75.46%
3Y*
46.89%
5Y*
23.80%
10Y*
30.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS vs. SPXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-24.09%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
23.87%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%

Correlation

The correlation between SPXS and SPXL 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

-1.00

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2008

-1.00

The correlation between SPXS and SPXL 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. SPXL — 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: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 6060
Overall Rank
SPXL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5656
Omega Ratio Rank
SPXL Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6666
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. SPXL - 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 S&P 500 Bull 3X ETF (SPXL). 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.


SPXSSPXLDifference
Sharpe ratioReturn per unit of total volatility

-3.33

Sortino ratioReturn per unit of downside risk

-4.63

Omega ratioGain probability vs. loss probability

0.77

1.33

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.95

2.83

-3.79

Martin ratioReturn relative to average drawdown

-1.54

11.63

-13.17

SPXS vs. SPXL - Sharpe Ratio Comparison

The current SPXS Sharpe Ratio is -1.29, which is lower than the SPXL Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SPXS and SPXL, 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

SPXS vs. SPXL - Drawdown Comparison

The maximum SPXS drawdown since its inception was -100.00%, which is greater than SPXL's maximum drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for SPXS and SPXL.


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Drawdown Indicators


SPXSSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-76.86%

-23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-50.30%

-26.77%

-23.53%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

-48.95%

-35.18%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-63.80%

-26.31%

Max Drawdown (10Y)

Largest decline over 10 years

-99.63%

-76.86%

-22.77%

Current Drawdown

Current decline from peak

-100.00%

-5.35%

-94.65%

Average Drawdown

Average peak-to-trough decline

-96.29%

-16.10%

-80.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.04%

6.51%

+24.53%

Volatility

SPXS vs. SPXL - Volatility Comparison

Direxion Daily S&P 500 Bear 3X Shares (SPXS) and Direxion Daily S&P 500 Bull 3X ETF (SPXL) have volatilities of 13.94% and 14.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.94%

14.25%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

29.43%

29.44%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

37.20%

37.13%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.67%

50.52%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.67%

53.55%

+0.12%

SPXS vs. SPXL - Expense Ratio Comparison

SPXS has a 1.08% expense ratio, which is higher than SPXL's 0.84% expense ratio.


Dividends

SPXS vs. SPXL - Dividend Comparison

SPXS's dividend yield for the trailing twelve months is around 4.82%, more than SPXL's 0.54% yield.


PositionTTM202520242023202220212020201920182017
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.54%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.82%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%

Frequently Asked Questions


SPXS and SPXL 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.

SPXL has higher volatility (14.25%) compared to SPXS (13.94%). In terms of maximum drawdown, SPXS dropped -100.00% vs SPXL's -76.86%.

On 10-year performance, SPXL leads with 30.05% vs -42.00% for SPXS. On fees, SPXL is cheaper at 0.84% per year. On volatility, SPXS has been the lower-risk option at 13.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXL has performed better with a 30.05% return vs -42.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXL is cheaper with a 0.84% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.82%, compared with 0.54% for SPXL.

SPXS is categorized as Inverse Equities, while SPXL is Leveraged Equities. SPXS tracks S&P 500 Index (-300%), while SPXL tracks S&P 500. Their fees differ too: 1.08% for SPXS and 0.84% for SPXL.

SPXL currently has the higher Sharpe Ratio (2.04 vs -1.29), 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 SPXL

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